Professor Jonathan Tawn

Welcome

Jonathan has been Professor of Statistics in the Department of Mathematics and Statistics at
Lancaster University since 1996.
He was head of the Department of Mathematics and Statistics from 2000-2007.
From 2009-2017 he is the director of the STOR-i Doctoral Training Centre.

Directory of STOR-i at Lancaster University More info..

Research

His research expertise is in extreme value theory, methods and its applications. His research is driven by new problems arising from applications such as oceanography, hydrology, climatology, reliability, economics, reinsurance, finance, medicine and sport.

Read More

Teaching

He is mainly interested in teaching at the more mathematical end of probability and statistics. He has particular interest in teaching at the interface between probability models and statistical inference and engagement with applications.

Read More

Director of STOR-i

As Director he is responsible for overall day-to-day management of STOR-i. He is line manager of the DTC administrative and support staff and course director and tutor.



Read More

Back to Top

Research

My research expertise is in extreme value theory, methods and its applications. My research is driven by new problems arising from applications such as oceanography, hydrology, climatology, reliability, economics, reinsurance, finance, medicine and sport.

Research Awards and Esteem

Research in Extreme Values

A wide interest range of in extreme value theory, methods and applications. This is the study of rare events enabling the estimation of the probability of the occurrence of events that are more extreme than those already observed.

Theory and methods: multivariate extreme value and joint probability problems, time series and covariate modelling for extreme values, spatial modeling, and structuring asymptotically justified models to capture process structure. Specifically the methodology developed with collaborators provides:

Applications: environmental modelling in hydrology and oceanography and meteorology, financial modelling, medicine and sports records.

Other Research Interests

Extreme value theory and its applications to environmental processes and Finance. Environmental statistics, inference methods, asymptotics, spatial statistics, reliability and copulas and nonregular estimation.

Research Impact

Examples of the impact of my research methods include:



Research Training Grant



Research with Government and Industry

Substantive research projects has been undertaken with the following Government agencies, multi-nationals and SMEs:

Supervision of postgraduate and postdoctoral students:

I put a great importance on the development of PhD students and Post-Doctoral researchers. All my PhD students have successfully completed within 4 years, most a year earlier. About half my students are now in academic posts and the rest are in industry. Coles and Ledford were the first and third recipients respectively of the RSS prize for PhD research (awarded every two years). Wadsworth won a PhD Plus prize and Dean's award for the best 3rd year PhD student in the Faculty at Lancaster University. Papastathopoulos was awarded the Eleneio Doctoral Thesis Award in Statistics by Greek Statistical Institute for the best dissertation written by a Greek statistician for the two year period 2011-2012.

Please click their names below to find out more information about their current position.

Previous Ph.D. Students:

  1. Stuart Coles (1991). Statistical Methodology for the Multivariate Analysis of Environmental Extremes.
  2. Saralees Nadarajah (1994). Multivariate Extreme Value Methods with Applications to Reservoir Flood Safety. [Joint supervision with C. W. Anderson].
  3. Mark Dixon (1995). Statistical Analysis of Extreme Sea-Levels.
  4. Anthony Ledford (1995). Dependence within Extreme Values: Theory and Applications.
  5. Paola Bortot (1997). Analisi Della Dipendenza Tra Valori Estremi. [External supervision for University of Padova].
  6. Louise Harper (1997). Model-based Geostatistics in Environmental Sciences [Joint supervision with P. J. Diggle].
  7. Mike Robinson (1997). Statistics for Offshore Extremes.
  8. Miguel Ancona-Navarrete (2000). Dependence Modelling and Spatial Prediction for Extreme Values.
  9. Carl Scarrott (2003). Reactor Modelling and Risk Assessment, [Joint supervison with G. Tunnicliffe-Wilson].
  10. Fabrizio Laurini (2003). Extreme Value Analysis for Time Series. [External supervision for University of Padova].
  11. Christopher Ferro (2003). Statistical Methods for Clusters of Extreme Values.
  12. Alec Stephenson (2003). Extreme Value Distributions and their Application.
  13. Adam Butler (2005). Statistical Modelling of Synthetic Oceanographic Extremes. [Joint supervison with J. Heffernan].
  14. Mark Latham (2006). Statistical Methodology for the Extreme Values of Dependent Processes.
  15. Tilman Payer (2007). Modelling Extreme Wind Speeds. [External supervision for University of Munich].
  16. Caroline Keef (2007). Spatial Modelling of Extreme River Flows.
  17. Bakri Adam (2007). Extreme Value Modelling for Sports Data.
  18. Paul Smith (2007). Uncertainty Analysis in Hydrology Modelling [Joint with Keith Beven]
  19. Emma Eastoe (2007). Statistical Models for Dependent and Non-Stationary Extreme Events.
  20. David Wyncoll (2009). State Space Modelling of Extreme Values with Particle Filters [Joint supervision with P. Fearnhead]
  21. Sawsan Abbas (Hilal) (2010). Statistical Methodologies for Financial Market Risk Management.
  22. Jennifer Wadsworth (2012). Models for Penultimate Extreme Values.
  23. Ioannis Papastathopoulos (2013). Statistical Models for Pharmaceutical Extremes.
  24. Ye Liu (2013). Extreme value theory in financial risk management.

Current Ph.D. Students:

  1. Darmesah Gabda (3rd year)
  2. Yanyun Wu (3rd year, part time)
  3. Ross Towe (3rd year, joint supervision with Emma Eastoe)
  4. Hugo Winter (1st year)
  5. Tom Flowerdew (1st year, joint with Kevin Glazebrook and Chris Kirkbride)
  6. George Foulds (1st year, joint with Roger Brooks and Mike Wright)
  7. Mónika Keresztúri (1st year, joint with Paul Fearnhead)

Previous Research Assistants:

  1. Rana Moyeed 1993-1996 [joint with P. J. Diggle].
  2. John Bruun 1994-1996
  3. Paola Bortot 1995-1996
  4. Mark Dixon 1991-1997
  5. Martin Schlather 1998-1999
  6. Keming Yu 1998-1999
  7. Janet Heffernan 1998-2000
  8. Miguel Ancona-Navarrete 2000
  9. Emma Eastoe 2007-08
  10. Olivia Grigg 2008-10

External Examination of PhDs

External examiners for PhDs at Kent, Glasgow (2), Nottingham, Shefield and UMIST, Rotterdam (2), Lisbon, EPFL (2), Halifax Nova Scotia, Munich.

Organisation of Conferences and Research Programmes

  1. 1989: British co-ordinator for the 6th European Young Statisticians Meeting.
  2. 1993: Spruce II organising committee member.
  3. 1999-2001: Member of the RSS 2001 Conference Planning Committee.
  4. 2009: Joint organiser of a 6 month research programme on Risk, Rare, Events and Extremes at the Bernoulli Centre EPFL, following the award of £120K.
  5. 2011: Joint organiser of Environmental Risk and Extreme Events a conference in Monte Verita following award of £25K

Internal Research Related Responsibilities:

  1. 1996: Joint responsibility for the Statistics RAE return
  2. 2001: Responsible for the Statistics RAE return
  3. 2010: Appointment panel member for Faculty Associate Dean for Research

Editorial work

  1. 1997: Associate Editor of Extremes journal.
  2. 1998-2002: Associate Editor of Applied Statistics journal.
Back to Top

Publications


Methodological Journal Papers


  1. Tawn, J. A. (1988). Bivariate extreme value theory: models and estimation. Biometrika, 75, 397-415.
  2. Smith, R. L., Tawn, J. A. and Yuen, H. K. (1990). Statistics of multivariate extremes, Int. Statist. Rev., 58, 47-58.
  3. Tawn, J. A. (1990). Modelling multivariate extreme value distributions. Biometrika, 77, 245-253.
  4. Coles, S. G. and Tawn, J. A. (1990). Statistics of coastal flood prevention, Phil. Trans Roy. Soc. (Lond), A, 332, 457-476.
  5. Coles, S. G. and Tawn, J. A. (1991). Modelling extreme multivariate events, J. Roy. Statist. Soc., B, 53, 377-392.
  6. Tawn, J. A. (1992). Estimating probabilities of extreme sea-levels, Appl. Statist., 41, 77-93.
  7. Coles, S. G. and Tawn, J. A. (1994). Statistical methods for multivariate extremes: an application to structural design (with discussion), Appl. Statist., (1994), 43, 1-48.
  8. Coles, S. G., Tawn, J. A. and Smith, R. L. (1994). A seasonal Markov model for extremely low temperatures, Environmetrics, 5, 221-239.
  9. Dixon, M. J. and Tawn, J. A. (1995). A semi-parametric model for multivariate extreme values, Statist. and Comput., 5, 215-225.
  10. Robinson, M. E. and Tawn, J. A. (1995). Statistics for exceptional athletics records, Appl. Statist, 44, 499-511.
  11. Coles, S. G. and Tawn, J. A. (1996). Modelling extremes of the areal rainfall process, J. Roy. Statist. Soc., B, 58, 329-347.
  12. Ledford, A. W. and Tawn, J. A. (1996). Statistics for near independence in multivariate extreme values Biometrika, (1996), 83, 169-187.
  13. Coles, S. G. and Tawn, J. A. (1996). A Bayesian analysis of extreme rainfall data, Appl. Statist., 45, 463-478.
  14. Ledford, A. W. and Tawn, J. A. (1997). Modelling dependence within joint tail regions, J. Roy. Statist. Soc., B, 59, 475-499.
  15. Robinson, M. E. and Tawn, J. A. (1997). Statistics for extreme sea-currents, Appl. Statist., 46, 183-205.
  16. Smith, R. L., Tawn, J. A. and Coles, S. G. (1997). Markov chain models for threshold exceedances, Biometrika, 84, 249-268.
  17. Nadarajah, S., Anderson, C. W. and Tawn, J. A. (1998). Ordered multivariate extremes, J. Roy. Statist. Soc., B, 60, 473-496.
  18. Ledford, A. W. and Tawn, J. A. (1998). Concomitant tail behaviour for extremes. Adv. Appl. Probab., 30, 197-215.
  19. Dixon, J. M., Tawn, J. A. and Vassie, J. M. (1998). Spatial modelling of extreme sea-levels, Environmetrics, 9, 283-301.
  20. Diggle, P. J., Tawn, J. A. and Moyeed, R. A. (1998). Model-based geostatistics (with discussion), Appl. Statist., 47, 299-350.
  21. Bruun, J. T. and Tawn, J. A. (1998). Comparison of approaches for estimating the proba-bility of coastal flflooding, Appl. Statist., 47, 405-423.
  22. Bortot, P. and Tawn, J. A. (1998). Models for the extremes of Markov chains Biometrika, 85, 851-867.
  23. Dixon, M. J. and Tawn, J. A. (1999). The effect of non-stationarity on extreme sea-level estimation, Appl. Statist., 48, 135-151.
  24. Coles, S. G., Heffernan, J. E. and Tawn, J. A. (1999). Dependence measures for extreme value analyses. Extremes, 2, 339-365.
  25. Bar~ao, M. I. and Tawn, J. A. (1999). Extremal analysis of short series with outliers: sea-levels and athletic records. Appl. Statist., 48, 469-487.
  26. Robinson, M. E. and Tawn, J. A. (2000). The extremal analysis of processes sampled at different frequencies. J. R. Statist. Soc. B., 62, 117-135.
  27. Bortot, P, Coles, S. G. and Tawn, J. A. (2000). The multivariate Gaussian tail model: an application to oceanographic data, Appl. Statist., 49, 31-49.
  28. Navarette-Ancona, M. A. and Tawn, J. A. (2000). A comparison of methods for estimating the extremal index. Extremes. 3, 5-38.
  29. Dupuis, D. J. and Tawn, J. A. (2001). Effects of mis-specification in bivariate extreme value problems. Extremes, 4, 315-330.
  30. Heffernan, J. E. and Tawn, J. A. (2001). Extreme value analysis of a large designed experiment: a case study in bulk carrier safety. Extremes, 4, 359-378.
  31. Schlather, M. and Tawn, J. A. (2002). Inequalities for the extremal coefficients of multi-variate extreme value distributions. Extremes, 5, 87-102.
  32. Schlather, M. and Tawn, J. A. (2003). A dependence measure for multivariate and spatial extreme values: properties and inference. Biometrika, 90, 139-156.
  33. Ledford, A. W. and Tawn, J. A. (2003). Diagnostics for dependence within time series extremes. J. Roy. Statist. Soc., B, 65, 521-543.
  34. Heffernan, J. E. and Tawn, J. A. (2003). An extreme value analysis for the investigation into the sinking of the M.V. Derbyshire. Applied Statistics, 52, 337-354.
  35. Ancona-Navarrete, M. A. and Tawn, J. A. (2003). Diagnostics for pairwise extremal dependence in spatial processes. Extremes, 5, 271-285.
  36. Poon, S.-H., Rockinger, M. and Tawn, J. A. (2003). New extreme-value dependence measures and finance applications. Statistica Sinica, 13, 929-953.
  37. Laurini, F. and Tawn, J. A. (2003). New estimators for the extremal index and other cluster characteristics. Extremes, 6, 189-211.
  38. Heffernan, J. E. and Tawn, J. A. (2004). A conditional approach to modelling multivariate extreme values (with discussion) J. Roy. Statist. Soc., B, 66, 497-547.
  39. Stephenson, A. and Tawn, J. A. (2004). Exploiting occurrence times in likelihood inference for componentwise maxima. Biometrika, 92, 213-227.
  40. Stephenson, A. and Tawn, J. A. (2005). Bayesian inference for extremes: accounting for the three extremal types. Extremes, 7, 291-307.
  41. Coles, S. G. and Tawn, J. A. (2005). Bayesian modelling extreme surges on the UK east coast. Phil.Trans. Roy. Soc. A: Mathematical, Physical and Engineering Sciences. 363, 1387-1406.
  42. Butler, A., Heffernan, J. E., Tawn, J. A. and Flather, R. A. (2007). Trend estimation in extremes of North Sea surges. Applied Statistics, 56, 395-414.
  43. Heffernan, J. E., Tawn, J. A. and Zhang, Z. (2007). Asymptotically (in)dependent multivariate maxima of moving maxima processes. Extremes, 10, 57-82.
  44. Menezes, R. and Tawn, J. A. (2009). Assessing the effect of clustered and biased multi-stage sampling. Environmetrics, 20, 445-459.
  45. Eastoe, E. F. and Tawn, J. A. (2009). Modelling non-stationary extremes with application to surface-level ozone. Appl. Statist., 58, 25 - 45.
  46. Keef, C., Tawn, J. A. and Svensson, C. (2009). Spatial risk assessment for extreme river flows. Appl. Statist., 58, 601-618.
  47. Fearnhead, P. Wyncoll, D and Tawn, J. A. (2010). A sequential smoothing algorithm with linear computational cost. Biometrika, 97, 447-464.
  48. Wadsworth, J.L., Tawn, J.A. and Jonathan, P. (2010). Accounting for choice of measurement scale in extreme value modeling. Annals of Applied Statistics, 4, 1558-1578.
  49. Adam, M. B. and Tawn, J. A. (2011). Modification of Pickands' dependence function for ordered bivariate extreme value distribution. Communications in Statistics, Theory and Methods, 40, 1687-1700.
  50. Eastoe, E. F and Tawn, J. A. (2012). Modelling the distribution of the cluster maxima of exceedances of sub-asymptotic thresholds. Biometrika, 99, 43-55.
  51. Wadsworth, J. L. and Tawn, J. A. (2012). Dependence modelling for spatial extremes. Biometrika, 99, 253-272.
  52. Wadsworth, J. L. and Tawn, J. A. (2012). Likelihood-based procedures for threshold diagnostics and uncertainty in extreme value modelling. J. Roy. Statist. Soc., B, 74, 543-567.
  53. Grigg, O. and Tawn, J. A. (2012). Threshold models for extremes in the presence of covariates with application to river flows. Environmetrics, 23, 295-305.
  54. Papastathopoulos, I. and Tawn, J. A. (2012). A generalised Student's t-distribution. Statist. Prob. Letters, 3, 70-77.
  55. Laurini, F. and Tawn, J. A. (2012). The extremal index for GARCH(1,1) processes. Extremes, 15, 511-529.
  56. Adam, M. B. and Tawn, J. A. (2012). Bivariate extreme analysis of Olympic swimming data. Journal of Statistical Theory and Practice, 6, 510-523.
  57. Keef, C., Papastathopoulos, I. and Tawn, J. A. (2013). Estimation of the conditional distribution of a vector variable given that one of its components is large: additional constraints for the Heffernan and Tawn model. J. Mult. Anal., 115, 396-404.
  58. Papastathopoulos, I. and Tawn, J. A. (2013). Extended generalised Pareto models for tail estimation. J. Statist. Plann. and Inf., 143, 131-143.
  59. Liu, Y. and Tawn, J. A. (2013). Volatility model selection for extremes of financial time series. J. Statistical Planning and Inference, 143, 520-530.
  60. Keef, C., Tawn, J. A. and Lamb, R. (2013). Estimating the probability of widespread flood events. Environmetrics, 24, 13-21.

  61. Application Journal Papers all refereed:


  62. Tawn, J. A. (1988). An extreme value theory model for dependent observations. J. Hydrology, 101, 227-250.
  63. Tawn, J. A. and Vassie, J. M. (1989). Extreme sea levels: the joint probabilities method, revisited and revised. Proc. Instn. Civ. Engrs. Part 2, 87, 429-442.
  64. Tawn, J. A. and Vassie, J. M. (1990). Spatial transfer of extreme sea level data for use in the revised joint probability method. Proc. Instn. Civ. Engrs. Part 2, 89, 433-438.
  65. Dixon, M. J. and Tawn, J. A. (1992). Trends in U.K. extreme sea-levels: a spatial approach, Geophys. J. Int., 111, 607-616.
  66. Anderson, C. W., Dwyer, I. J., Nadarajah, S, Tawn, J. A. and Reed, D. (1994). A problem of dependence in multivariate extremes, Ann. Geophysicae, 12, Supp. II, C393.
  67. Cameron, D.S., Beven, K. J., Tawn, J. A., Blazkova, S. and Naden, P. (1999). Flood frequency estimation by continuous simulation for gauged upland catchment (with uncertainty). J. Hydrology, 219, 169-187.
  68. Cameron, D., Beven, K. and Tawn, J. A. (2000). An evaluation of three stochastic rainfall models. J. Hydrology, 228, 130-149.
  69. Cameron, D., Beven, K., Tawn, J. A. and Naden, P. (2000). Flood frequency estimation by continuous simulation (with likelihood based uncertainty estimation). Hydrology and Earth System Sciences, 4, 23-34.
  70. Cameron, D., Beven, K. and Tawn, J. A. (2000). Modelling extreme rainfalls using a modified random pulse Bartlett-Lewis stochastic rainfall model (with uncertainty). Advances in Water Resources, 24, 203-211.
  71. Hawkes, P. J., Gouldby, B. P., Tawn, J. A. and Owen, M. W. (2002). The joint probability of waves and water levels in coastal defence design. J. Hydraulic Research, 40, 241-251.
  72. Poon, S.-H., Rockinger, M. and Tawn, J. A. (2004). Extreme-value dependence in financial markets: diagnostics, models and financial implications. Review of Financial Studies, 17, 581-610.
  73. Coles, S. G. and Tawn, J. A. (2005). Seasonal effects of extreme surges. J. Stochastic Environmental Research and Risk Assessment, 19, 417-427.
  74. Smith, P., Beven, K., Tawn, J. A., Blazkova, S. and Ladislav, M. (2006). Discharge dependent pollutant dispersion in rivers: estimation of ADZ parameters with surrogate data. Water Resourse Research, 42, doi:10.1029/2005WR004008.
  75. Butler, A. Heffernan, J. E., Tawn, J. A., Flather, R. A. and Horsburgh, K. (2007). Extreme value analysis of decadal variations in storm surge elevations. Journal of Marine Systems, 67, 189-200.
  76. Smith, P. J. , Beven, K. J. and Tawn, J. A. (2008). The Detection Of Structural Inadequacy in Process Based Hydrological Models: A Particle Filtering Approach. Water Resources Research, 44.
  77. Smith, P., Beven, K. and Tawn, J. A. (2008). Informal performance measures in model assessment: theoretic development and investigation, Advances in Water Resources, 31, 1087- 1100.
  78. Smethurst, L., James, M., Pinkerton, H. and Tawn, J. A. (2009). A statistical analysis of eruptive activity on Mount Etna, Sicily. Geophys J. Int., 179, 655-666.
  79. 77. Keef, C., Svensson, C., and Tawn, J. A. (2009). Spatial dependence in extreme river flows and precipitation in Great Britain. J. Hydrology., 378, 240-252.
  80. Laurini, F. and Tawn, J. A. (2009). Extremal dependence of GARCH residuals with application to market risk measures. Economic Reviews, 28, 888-894.
  81. Eastoe, E. F and Tawn, J. A. (2010). Statistical models for over-dispersion in the frequency of peaks over threshold data from UK flow series. Water Resources Research, 46, W02510, doi:10.1029/2009WR007757.
  82. Lamb, R., Keef, C., Tawn, J.A. Laeger, S., Meadowcroft, I., Surendran, S., Dunning, P. and Batstone, C. (2010). A new method to assess the risk of local and widespread flooding on rivers and coasts. J. Flood Risk Management, 3, 323336.
  83. Hilal, S., Poon, S.-H. and Tawn, J. A. (2011). Hedging the Black Swan: Conditional Heteroscedasticity and Tail Dependence in S&P500 and VIX. Journal of Banking and Finance, 35, 2374-2387.
  84. Stephenson, A. G. and Tawn, J. A. (2013). Determining the best track performances of all time using a conceptual population model for athletics records. Journal of Quantitative Analysis in Sports, 9, 67-76.

  85. Refereed book chapters


  86. Tawn, J. A. and Vassie, J. M. (1991). Recent improvements in the joint probabilities method for estimating extreme sea levels, in Tidal Hydrodynamics, (1991), ed. B. B. Parker, 813-828, Wiley.
  87. Tawn, J. A. (1993). Extreme sea-levels, in Statistics in the Environment, 243-263, eds. V. Barnett and F. Turkman, Wiley.
  88. Dixon, M. J. and Tawn, J. A. (1994). Extreme sea-levels: modelling interaction between tide and surge, in Statistics for the Environment 2: Water Related Issues, 221-232, eds. V. Barnett and F. K. Turkman, Wiley: Chichester.
  89. Romanowicz, R., Beven, K. J. and Tawn, J. A. (1994). Evaluation of predictive uncertainty in non-linear hydrological models using a Bayesian approach, in Statistics for the Environment 2: Water Related Issues, 297-317, eds. V. Barnett and F. K. Turkman, Wiley: Chichester.
  90. Tawn, J. A., Dixon, M. J. and Woodworth, P. L. (1994). Trends in sea-levels, in Statistics for the Environment 2: Water Related Issues, 147-181, eds. V. Barnett and F. K. Turkman, Wiley: Chichester.
  91. Tawn, J. A. (1994). Applications of multivariate extreme values. In Extreme Value Theory and Applications, 249-268, eds. J. Galambos, J. Lechner and E. Simiu, Kluwer: Dordrecht.
  92. Anderson, C. W., Dwyer, I. J., Nadarajah, S., Tawn, J. A. and Reed, D. (1994). Maximum reservoir water levels, in Reservoir Safety and the Environment, 200-213, Thomas Telford: London.
  93. Romanowicz, R., Beven, K. J. and Tawn, J. A. (1996). Bayesian calibration of flood inundation models, in Floodplain Processes, 333-360, eds. M. G. Anderson, D. E. Walling and P. D. Bates, John Wiley: Chichester.
  94. Cameron, D., Beven, K. J., Tawn, J. A., and Naden, P., (2002). Flood frequency estimation by continuous simulation (with uncertainty), in Littlewood, I. (Ed.), Continuous river flow simulation: methods, applications and uncertainties, BHS Occasional Paper No. 13, 53-58.
  95. Ancona-Navarrete, M. A. and Tawn, J. A. (2002). Modelling extreme rainfall events. In Spatial Statistics: Case Studies, eds. Montes, F. and Mateu, J., Witpress, Southampton, Boston, 175-201.

  96. Discussion Contributions and Broad Appeal Articles


  97. Tawn, J. A. (1987). Discussion of Cox, D. R. and Reid, N. Parameter orthogonality and approximate conditional inference. J. Roy. Statist. Soc., B, 49, 33-34.
  98. Tawn, J. A. (1990). Discussion of Davison, A. C. and Smith, R. L., Models for exceedances over high thresholds. J. Roy. Statist. Soc., B, 52, 428-429.
  99. Ledford, A. W. and Tawn, J. A. (1995). Discussion of Cheng, R. C. H. and Traylor, L. Non-regular maximum likelihood problems, J. Roy. Statist. Soc., B, 57, 27-28.
  100. Robinson, M. E. and Tawn, J. A. (1997). Response to letter to the editor on Robinson and Tawn (1995), Appl. Statist., 46, 127-128.
  101. Heffernan, J. E. and Tawn, J. A. (2004). Extreme values in the dock. Significance, 1, 13-17.
  102. 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.
  103. Gabda, D., Towe, R., Wadsworth, J. L. and Tawn, J. A. (2012). Invited Discussion of "Statistical modelling of spatial extremes". Statist. Sci., 27, 189-192.

  104. Conference Papers


  105. Alcock, G. A., Blackman, D. L., Tawn, J. A. and Vassie, J. M. (1987). Estimating extreme sea-levels. MAFF conference of River and Coastal Engineers, Loughborough.
  106. Williams, J. J. and Tawn, J. A. (1991). Simulation of bedload transport of marine gravel, in Coastal Sediments '91 Proceedings.
  107. Tawn, J. A. and Dixon, M. J. (1992). Trends in extreme sea-levels, 5th Int. Meeting on Statist. Clim., ed. F. Zwiers, Canadian Climate Centre, 313-318.
  108. Dixon, M. J. and Tawn, J. A. (1992). Extreme sea-levels around the U.K., MAFF conference of River and Coastal Engineers, 4.1.1-4.1.11, Loughborough.
  109. Tawn, J. A., Bruun, J. T. and Ledford, A. W. (1996). Statistics for multivariate extremes, in Bom Senso e Sensibilidade - Traves Mestas da Estatistica, 31-45, eds. J. Branco, P. Gomes and J. Prata. The 1995 Portuguese Statistical Conference Proceedings.
  110. Owen, M. W., Hawkes, P. J., Tawn, J. A. and Bortot, P. (1997). The joint probability of waves and water levels: a rigorous but practical new approach, MAFF conference of River and Coastal Engineers, B4.1-B4.10, Keele.
  111. Tawn, J. A. and Heffernan, J. E. (2001). Summary of statistical analysis of the seakeeping model tests, 41-54, of Proceedings of the Royal Institution of Naval Architects conference Design & Operation of Bulk Carriers - Post M.V. Derbyshire London.
  112. Hawkes, P.J., Gouldby, B.P., Sun, W., Tawn, J.A., Hames, D.P., Reeve, D., Blackman, D.L., Sproson, R. and Mavronasos, K. (2004). A comparison of marginal and joint extremes pre-dicted from synthesised wave and water level data. In Flood Risk Assessment: the Proceedings of the IMA Conference on Flood Risk Assessment, 65-74, IMA, Southend.
  113. Butler, A., Heffernan, J.E., Flather, R.A. and Tawn, J.A. (2004). Spatial estimation of extremal trends in North Sea surge elevations. In Flood Risk Assessment: the Proceedings of the IMA Conference on Flood Risk Assessment, 117-126, IMA, Southend.
  114. Lamb, R., Keef, C., Tawn, J. A., Surendran, S. and Meadowcroft, I. (2008). Spatial coherence in flood risk. DEFRA Conference paper.
  115. Strudwick, T., Worth, D., McMillian, A., Laeger, S., Surrendan, S., Horsburgh, K., Blackman, D., Gubbin, A., Lawless, M. and Tawn, J.A. (2008). Development and dissemination of information on coastal and estuarine extremes. DEFRA Conference paper.
  116. Keef, C., Lamb, R., Dunning, P. and Tawn, J. A. (2008). Multiscale probabilistic risk assessment. Conference paper for Flood Risk 2008.
  117. Keef, C., Lamb, R., Tawn, J.A. and Laeger, S. (2010). A multivariate model for the broad scale spatial assessment of flood risk. In: Proc. BHS 2010 International Symp., Newcastle, July 2010. pp 234-239.
  118. Lamb, R., Keef, C., Tawn, J. A., Laeger, S., Meadowcroft, I. and Surendran, S. (2010). Risk assessment for widespread flooding (or why 'unprecedented' floods happen so often). Proceedings of the 45th Defra Flood and Coastal Management Conference, 5 - 7 July 2010, Telford, UK.
  119. McMillan, A., Worth, D., Laeger, S., Hunt,T., Scott, A., Becker, M., Horsburgh, K., Lawless, M., Batstone, C., Tawn, J. A. (2011). How high is high enough? - The art of assessing extreme conditions for effective coastal management. Proceedings of ICE Coastal Management Conference, Belfast.
  120. Papastathopoulos, I. and Tawn, J. A. (2013). Graphical models for multivariate extremes. Greek Statistical Institute, Proceedings of 25th Panhellenic Statistics Conference, 315-323.

  121. Major Reports in the Public Domain


  122. Dixon, M. J. and Tawn, J. A. (1994). Estimates of extreme sea conditions. Extreme sea-levels at the UK A-class sites: site-by-site analyses, Proudman Oceanographic Laboratory report, 65, 228 pages.
  123. Dixon, M. J. and Tawn, J. A. (1995). Estimates of extreme sea conditions. A spatial analysis of extreme sea-levels, Proudman Oceanographic Laboratory report, 72, 299 pages.
  124. Dixon, M. J. and Tawn, J. A. (1997). Spatial analyses for the UK, Proudman Oceanographic Laboratory report, 112, 200 pages.
  125. Bortot, P. and Tawn, J. A. (1998). Joint probability methods for extreme still water levels and waves. Part of HR Wallingford report, SR537, 234 pages.
  126. Tawn, J. A. and Heffernan, J. E. (2001). Report on the Statistical Analysis of the Seakeeping Model Tests for a Cape Size Bulk Carrier. DTLR report.



Back to Top

Teaching

I am mainly interested in teaching at the more mathematical end of probability and statistics. I have particular interest in teaching at the interface between probability models and statistical inference and engagement with applications. I do though also enjoy interactive teaching using simulation.

I put in considerable effort to make my lecture notes accessible and comprehensive. I adopt a common style of gaps in notes with my gaps covering all the examples. I use alot of graphical and visual aids to help understanding. Students however often judge a course primarily on whether they can do questions, so I spend considerable effort also to tie in coursework questions so that they build and stretch the students understanding. I like to engage with students during lecturing and often stop the lecturing to either get the students to discuss issues or to try out an approach. During this time I get the opportunity to explore and observe student understanding.

Current Teaching

STOR601 Training for Research and Industry: Co-coordinator and co-developer of this novel training course which is at the core of the training of the MRes component of the STOR-i Doctoral Training Centre.

Previous Teaching developments at Lancaster

I have developed and taught the first versions of the following courses which continue to run now in essentially the format that I developed:

Internal Teaching Related Responsibilities

External Teaching Related Responsibilities

Back to Top

Leadership

Leadership within the Department

Leadership within the University

Responsibilities for Learned Societies

Responsibilities for Research Agencies

Responsibilities for Other Universities

2011-5: Member of Scientific Council of CRISM: Warwick University

Back to Top

Personal


Current and Past Posts

  • 1996-: Professor of Statistics, Department of Mathematics and Statistics, Lancaster University.
  • 2011: Promoted to Band 2 on professorial scale.
  • 2001-7: Head of Department of Mathematics and Statistics, Lancaster University.
  • 1992-96: Senior Lecturer, Department of Mathematics and Statistics, Lancaster University.
  • 1988-92: Lecturer, Department of Probability and Statistics, University of Sheffield.

Visiting Posts

  • 1996-01: Visiting Professor, University of Surrey.
  • 2007-10: Associate membership of the Oxford-Man Institute.

Academic Qualifications

  • B.Sc. First class honours in Mathematics, Imperial College, University of London, 1982-85
  • PhD Statistics, University of Surrey, 1985-88

Family

  • Married to Julia since 1988. Not sure how she has put up with me this long!
  • Nicholas is currently finishing a Mathematics degree at Bath University and about to start a PhD in Statistics at Warwick University with Gareth Roberts.
  • Georgina is currently doing a Foundation course in Art and Design before starting a Fine Art degree.
  • Both Nicholas and Gina swam for Carnforth Otters Swimming Club before going to university.
  • Nicholas specialised in breaststroke and was selected for the 2012 Olympic Talent Squad. Highlights of his swimming career were: 2007 British Champion in 16 years and under 100m breaststroke in 1:05.91 l.c. and bronze in the 200m breaststroke in 2:23.69 l.c.; 2008 Captaining Lancashire to be National Inter-Counties champions; 2009 Lancashire Open age champion in 50m, 100m and 200m breaststroke. Nicholas now focuses on mountain and road biking.
  • Gina set a Lancaster schools record at 50m breaststroke and also trained in ice skating at Blackburn, trained under Karen Barber (of Dancing on Ice fame).
  • Our border collie Tess completes the family.

Personal Interests

  • 1960s music: Beatles, Kinks, Beach Boys and Bob Dylan.
  • Walking: the Yorkshire Dales, Peak District and Lake District.
  • Archeology: stone circles and burial chambers.
  • Swimming: honorary member of Carnforth Otters.
  • Football: Support of Mnachester United and Colchester United.
  • Favourite holiday locations: Scotish islands and west coast.
Back to Top

Get in touch

Professor Jonathan Tawn

STOR-i Doctoral Training Centre

Fylde College

Lancaster University

LA1 4YF


(+44) 01524 593965




Back to Top