Matthew Pawley

Matthew Pawley

About me

I am a statistics PhD student at the University of Bath as part of the SAMBa CDT.

My research develops statistical learning methodology for multivariate extreme value analysis. My supervisors are Dr Christian Rohrbeck and Dr Evangelos Evangelou.

I completed an MSci Mathematics degree at Imperial College London, graduating with First Class Honours in 2020. My master's project developed a deep learning model for survival analysis and was supervised by Professor Axel Gandy. I achieved a Distinction in MRes Statistical Applied Mathematics at the University of Bath in 2021.

My PhD project

Title: Statistical learning for multivariate extremes
Supervisors: Dr Christian Rohrbeck, Dr Evangelos Evangelou

My research concerns the statistical modelling of extremal dependence in high dimensions. I develop methodology for analysing the joint tail behaviour of random vectors, with a particular focus on unsupervised learning techniques (e.g. principal component analysis). My research facilitates exploratory analysis and the simulation of synthetic extreme events. The primary areas of application are in climate science and finance.

Keywords: extreme value theory, extremal dependence, statistical learning, dimension reduction

Publications

  1. Elsom, H. and Pawley, M. (2023+)
    Extreme Value Statistics for Analysing Simulated Environmental Extremes
    Submitted -- arXiv preprint available

Talks

  1. Multivariate extreme value statistics for analysing simulated environmental extremes
    Bath Statistics Seminar
    05 March 2024
    University of Bath, UK
  2. Estimation of the tail pairwise dependence matrix
    STOR-i Extremes Workshop (STEW) 2023
    20 September 2023
    Lancaster University, UK
  3. Estimating the probability of very rare events
    SAMBa Summer Conference 2023
    11 July 2023
    University of Bath, UK
  4. Sparse robust principal component analysis for extremes
    Extreme Value Analysis (EVA) 2023
    29 June 2023
    Bocconi University, Italy
  5. Sparse robust principal component analysis for extremes
    Turin-Bath PhD Workshop in Applied Probability and Statistics
    20 June 2023
    University of Torino, Italy
  6. Shrinkage estimation of the tail pairwise dependence matrix
    KAUST Extremes Seminar
    21 November 2022
    KAUST, Saudi Arabia (virtually)
  7. Statistical learning for multivariate extremes
    Research Students' Conference in Probability and Statistics
    07 September 2022
    University of Nottingham, UK
  8. Extremal dependence: what it is and why it matters
    SIAM-IMA Three Minute Thesis Competition (First Prize Winner)
    26 May 2022
    University of Bath, UK

Academic workshops with industrial partners

  1. Non-stationarity in extreme sea levels in the UK
    Environment Agency, JBA Trust
    University of Bath, January 2023
  2. Discovery of biodiversity, physical and metagenomic patterns from TARA Oceans expeditions
    Centro de Modeliamento Matemático, TARA-CEODOS
    Universidad de Chile, December 2022
  3. Broad-band to narrow-band diffraction patterns
    Central Laser Facility
    University of Bath, January 2022
  4. Physiological based clustering for arthritis joint progression in space and time
    NHS
    University of Bath, June 2021
  5. Joint modelling of progression-free and overall survival for adaptive clinical trials
    Roche
    University of Bath, January 2021
  6. Dose-response modelling exploiting longitudinal data
    Novartis
    University of Bath, September 2020

Tutoring

I have tutored the following modules:

Contact

Email: mtp34@[Uni of Bath domain]
Office: 4 West 2.15


Last updated: 04 January 2024


University of Bath
SAMBa CDT