Welcome!

I'm currently a postdoc in the Statistical Laboratory in Cambridge. Prior to this I spent some time postdoccing in Lausanne, at the EPFL, after completing my PhD in Lancaster.

You can contact me at: j (dot) wadsworth (at) statslab (dot) cam (dot) ac (dot) uk

Research



My main research interest is all aspects of extreme value theory; see below for a list of publications. I'm particularly keen on developing new statistical methodology for extremes, motivated by deficiencies of existing frameworks for practical problems.

Publications



  • Wadsworth, J. L. (2014+). On the occurrence times of componentwise maxima and bias in likelihood inference for multivariate max-stable distributions. Under revision.
  • Wadsworth, J. L., Tawn, J. A., Davison, A. C. and Elton, D. M. (2014+). Modelling across extremal dependence classes. Under revision. (N.B. Development edition of associated R package available upon request)
  • Wadsworth, J. L. (2014+). Exploiting structure of maximum likelihood estimators for extreme value threshold selection. To appear in Technometrics. R code
  • Wadsworth, J. L. and Tawn, J. A. (2014). Efficient inference for spatial extreme value processes associated to log-Gaussian random functions. Biometrika, 101, 1-15
  • Wadsworth, J. L. and Tawn, J. A. (2013). A new representation for multivariate tail probabilities. Bernoulli, 19(5B), 2689-2714 (pdf)
  • Wadsworth, J. L. and Tawn, J. A. (2012). Dependence modelling for spatial extremes. Biometrika, 99, 253-272
  • Wadsworth, J. L. and Tawn, J. A. (2012). Likelihood-based procedures for threshold diagnostics and uncertainty in extreme value modelling. JRSSB, 74, 543-567
  • Wadsworth, J. L., Tawn, J. A., and Jonathan, P. (2010). Accounting for choice of measurement scale in extreme value modelling. Annals of Applied Statistics, 4, 1558-1578 (pdf)


  • Discussion contributions

  • Papastathopoulos, I., Tawn, J. A. and Wadsworth, J. L. (2011). Discussion of: Threshold modelling of spatially-dependent non-stationary extremes with applications to hurricane-induced wave heights. Environmetrics, 22, 813-814
  • Gabda, D., Towe, R., Wadsworth, J. L. and Tawn, J. A. (2012). Discussion of "Statistical modelling of spatial extremes". Statistical Science, 27, 189-192 (pdf)
  • Teaching



    I have previously taught the Extreme Value Theory MSc course at Lancaster, and the Applied Statistics course at EPFL. In Michaelmas 2013 I taught part of the Part III course in Applied Statistics in Cambridge.