☕️About Me
Hi! I’m a Senior Lecturer in Statistics and Data Science at the School of Mathematics and Statistics, UNSW Sydney and a member of the UNSW Data Science Hub (uDASH). I enjoy working on all aspects of Statistics: theoretical, methodological and applied, on range of topics including the analysis of extremes events (environmental but also financial and insurance), as well as aggregated/summary data (big data, meta-anaysis, etc.).
I am an author of the R packages ExtremalDep (available on CRAN) and CompRandFld (archived).
For the 2025-26 period, I serve as Vice-President of the NSW Branch of the Statistical Society of Australia.
Previously, I was an Associate Investigator in the ARC Centre of Excellence of Mathematical and Statistical Frontiers (ACEMS).
Interests
- Extreme Value Theory
- Environmental Extremes
- Spatial statistics
- Big and complex data
- Symbolic Data Analysis
- Meta-analysis
Education
PhD in Statistics
University Pierre and Marie Curie (Paris 6) and University of New South Wales
Masters of Statistics
University Pierre and Marie Curie (Paris 6)
Publications
(2024).
ExtremalDep: Modelling extremal dependence in high-dimensional extremes.
arXiv preprint.
(2024).
Analysing symbolic data by pseudo-marginal methods.
arXiv preprint.
(2024).
Fast and flexible inference for spatial extremes.
arXiv preprint.
(2023).
The influence of neighbourhood disadvantage on charge dismissal: the case of drunk driving.
Current Issues in Criminal Justice, 36(3), 265–282.
(2023).
Improving population-level refractive error monitoring via mixture distributions.
Ophthalmic and Physiological Optics, 43(3), 445-453.
(2023).
New models for symbolic data analysis.
Advances in Data Analysis and Classification, 17, 659–699.
(2022).
Likelihood-based inference for modelling packet transit from thinned flow summaries.
IEEE Transactions on Signal and Information Processing over Networks, 8, 571-583.
(2021).
High-dimensional inference using the extremal skew-t process.
Extremes, 24(3), 653-685.
(2021).
Estimation and uncertainty quantification for extreme quantile regions.
Extremes, 24(2), 349-375.
(2021).
Logistic regression models for aggregated data.
Journal of Computational and Graphical Statistics, 30(4), 1049-1067.
(2020).
Composite likelihood methods for histogram-valued random variables.
Statistics and Computing, 30(5), 1459–1477.
(2020).
Constructing likelihood functions for interval-valued random variables.
Scandinavian Journal of Statistics, 47(1), 1-35.
(2019).
Extremal properties of the multivariate extended skew-normal distribution, Part B.
Statistics and Probability Letters, 147, 105–114.
(2019).
Extremal properties of the univariate extended skew-normal distribution, Part A.
Statistics and Probability Letters, 147, 73–82.
(2019).
Tail density estimation for exploratory data analysis using kernel methods.
Journal of Nonparametric Statistics, 31(1), 144–174.
(2017).
Models for Extremal Dependence Derived from Skew-symmetric Families.
Scandinavian Journal of Statistics, 44(1), 21–45.
(2016).
Extreme Dependence Models.
Extreme Value Modelling and Risk Analysis: Methods and Applications. Eds. D. Dey and J. Yan. Chapman & Hall/CRC Press.
Recent & Upcoming Talks
Fast and flexible inference for spatial extremes.
Extreme Value Analysis Conference 2025,
2025.
Advances in data analysis using aggregated data.
CMStatistics2024,
2024.
Logistic Regression Models for Aggregated Data.
RSFAS Summer Research Camp,
2022.
Logistic Regression Models for Aggregated Data.
7th Conference of the International Federation of the Classification Societies,
2022.
Fitting max-stable processes to high-dimensional data.
One World Extremes seminar,
2022.
Using symbolic data to understand underlying data behaviour.
One World seminar - YoungStatS,
2021.
Estimation and uncertainty quantification for extreme quantile regions.
ANZSC2021,
2021.
Fitting models to underlying data using aggregates.
The Statistical and Applied Mathematical Science Institute (SAMSI), Program on Combinatorial Probability,
2021.
High-dimensional inference for max-stable processes.
King Abdullah University of Science and Technology,
2021.
Estimation and uncertainty quantification for extreme quantile regions.
CMStatistics2020,
2020.
High-dimensional inference for max-stable processes.
Extremes Webinar, University of Lisbon, Portugal,
2020.
Composite likelihood and logistic regression models for aggregated data.
Mathematics Colloquium, University of Technology Sydney,
2020.
Estimating Equations for Data Summaries.
New Perspectives in Data Science,
2020.
Advances in the analysis of aggregated data.
Research Seminar Series, Macquarie University,
2019.
New Models for Symbolic Data.
Statistics seminar, Australian National University,
2019.
Inference for extremal-$t$ and skew-$t$ max-stable models in high dimensions.
CMStatistics2018,
2018.
First steps in the analysis of Symbolic Data.
Statistics seminar, University of Melbourne,
2017.
A composite likelihood based approach for max-stable processes using histogram-valued variables.
Extreme Value Analysis Conference 2017,
2017.
On some features of the skewed families of max-stable processes.
CMStatistics2016,
2016.
Exploratory data analysis of extreme values using non-parametric kernel methods.
Extreme Value Analysis Conference 2015,
2015.
Teaching
^ indicates courses taught in 2025
AMSI Summer School 2022 -
A modern introduction to Extreme Value Theory.
DATA9001 -
Fundamentals of Data Science.
MATH3841 -
Statistical Analysis of Dependent Data.
MATH5805 -
Special Topics in Statistics^.
MATH5806 -
Applied Regression Analysis^.
ZZSC5806 -
Regression Analysis for Data Scientists.
ZZSC9001 -
Foundations of Data Science.
Supervision
Postdoctoral Fellows
Dr Peng Zhong
,
2023-
Present.
PhD Students
Dr Thomas Whitaker,
2016-
2020,
Innovative methods for the analysis of complex and non-standard data.
Jointly supervised with Prof. Scott Sisson.
Dr Prosha A. Rahman,
2019-
2024,
Statistical Analysis on Complexly Structured Data.
Jointly supervised with Prof. Scott Sisson.
Dr Ahmad Hakiim Jamaluddin,
2021-
2025,
Optimal Design of Symbolic Data for Statistical Inference in Large Datasets.
Jointly supervised with Prof. Scott Sisson.
Ms Mehreen Azfaal,
2024-
Present,
Jointly supervised with Prof. Jake Olivier.
Mr Max Fisher,
2025-
Present,
Jointly supervised with Prof. Scott Sisson.
Honours Students
2019:
Lewis Wright, Max Fisher.
2022:
Haoyang Wang, Jaydon Miranda, Jiasheng Huang.
2023:
Anastasios Diakos.
2025:
Jini Gao.
Masters Students
2017:
Yangfan Xu.
2019:
Bowen Wang.
2020:
Yujia He.
2021:
Chuqin Zhou, Jinyi Yang, Weidi Wang, Xin Lin.
2022:
Filip Reierson, Nicholas Graham, Martin Burgess, Jason Wang, Daijun Deng, Chris Gu.
2024:
Ge Liu, Lexiang Kuang, Xinyi Chen, Siru A, Xue Cao, Ruiyi Li, Yichun Wang, Ruijie Xu.
2025:
Haitao Gao, Han Yang, Kun Du, Migxuan Han, Xiwen Yang, Juntao Dong, Nanpeng Qu, Tian Gan, Xianglin Kong, Zihan Yang, Edwin Lu, Jingze Han, Qiru Zhang, Qiuyu Yue, Longfu Xu.
Experience
Natural Perils Lead
Allianz AustraliaLecturer
UNSW SydneyResearch Associate
UNSW SydneyPhD Student
University Pierre and Marie Curie, Paris 6 \n UNSW SydneyPhD (cotuelle) supervised by Prof. Michel Broniatowski and Prof Scott Sisson. Co-supervised by Dr. Simone Padoan
Education
PhD in Statistics
University Pierre and Marie Curie (Paris 6) and University of New South Wales Get my thesis hereMasters of Statistics
University Pierre and Marie Curie (Paris 6)
Awards & Grants
Discovery Project
Australian Research Council ∙
December 2022
DP220103269 ‘‘New methods for modelling real-world extremes’’ with Prof Scott Sisson (UNSW). Amount awarded: $405,000.00.
Research Sprint Scheme
ARC Centre of Excellence for Mathematical and Statistical Frontiers ∙
August 2021
Project ‘‘New models for the analysis of spatial extremes via max-stable and r-Pareto processes’’ with Prof Scott Sisson (UNSW). Amount awarded: $29,502.00.
Research Support Scheme (RSS)
ARC Centre of Excellence for Mathematical and Statistical Frontiers ∙
April 2021
Project ‘‘Modelling of Environmental and Climate Extremes’’ with Dr Kate Saunders (Monash) and Dr Alec Stephenson (CSIRO, Data61). Amount awarded: $14,524.00.
Outreach Participation Award
ARC Centre of Excellence for Mathematical and Statistical Frontiers ∙
November 2019
Involvement in the `Work experience in Data Science’ program between 2017 and 2019.
See certificateResearch Support Scheme (RSS)
ARC Centre of Excellence for Mathematical and Statistical Frontiers ∙
February 2018
Collaboration with Alec Stephenson (CSIRO, Data61). Amount awarded: $7,600.00.
J.B Douglas Award
Statistical Society of Australia, New South Wales Branch ∙
November 2014
Excellence in postgraduate research
Industry Projects
Reducing Indigenous contact with the court system.
3 Months internship (May-July 2010) at the Bureau of Crime Statistics and Research, NSW Department of Justice. Supervised by Dr Don Weatherburn (BOCSAR). Published output.
3 Months internship (May-July 2010) at the Bureau of Crime Statistics and Research, NSW Department of Justice. Supervised by Dr Don Weatherburn (BOCSAR). Published output.
SIGMA Project: Modelling of the reliability of cast iron gas pipes in the Paris region.
6 Months internship (April-September 2011) at GDF-Suez Research and Innovation. Supervised by Frédéric Cossalter-Rufie (GDF-Suez) and Prof. Michel Broniatowski (UPMC).
6 Months internship (April-September 2011) at GDF-Suez Research and Innovation. Supervised by Frédéric Cossalter-Rufie (GDF-Suez) and Prof. Michel Broniatowski (UPMC).
Languages
100%
English
100%
French
25%
Spanish