Research

I develop theory and methods for describing rare events involving several variables. My work on geometric extremes uses radial and directional representations to build models for multivariate tails and estimate return sets: regions associated with specified return periods. This connects limit theory, point processes and Bayesian inference, with applications to hydrological and oceanographic data. I also work on generative modelling of multivariate extremes using normalising flows, developing flexible models for extremal dependence and estimating rare-event probabilities, with applications to wind energy.

I study how conditional independence and graph structure interact with extremal dependence. My work includes max-stable distributions, decomposable tail graphical models and geometric extremal graphical models. A central aim is to use structure to make complex multivariate extremes more interpretable and tractable, including when variables need not become extreme together.

I investigate how extreme events develop, persist and decay over time. This includes hidden tail chains for Markov processes, conditional models for time series extremes and clustering in non-stationary sequences. Applications include temperature extremes and changes in the distribution of annual maximum temperatures across Europe.

I have also worked on statistical models for neural activity, including Bayesian point-process models with latent oscillatory Gaussian fields for grid-cell firing. These models relate neural spike trains to position, head direction and time. Related collaborations have examined local directional modulation of grid cells and variation in the properties of stellate cells in the medial entorhinal cortex.

• Geometric extremal graphical models and coefficients of extremal dependence on block graphs

  Papastathopoulos, I. and Wadsworth, J. (2026). Preprint, arXiv:2601.00239.

• Generative modelling of multivariate geometric extremes using normalising flows

  De Monte, L., Huser, R., Papastathopoulos, I. and Richards, J. (2025). Preprint, arXiv:2505.02957.

• Statistical inference for radial generalized Pareto distributions and return sets in geometric extremes

  Papastathopoulos, I., de Monte, L., Campbell, R. and Rue, H. (2023). Preprint, arXiv:2310.06130; revised 2025.

• Bayesian inference of grid cell firing patterns using Poisson point process models with latent oscillatory Gaussian random fields

  Papastathopoulos, I., Auld, G., Lindgren, F., Gerlei, K. Z. and Nolan, M. F. (2023). Preprint, arXiv:2303.17217.

• Decomposable tail graphical models

  Casey, A. and Papastathopoulos, I. (2023). Preprint, arXiv:2302.05182.

Titles link to published articles; preprint versions are linked separately where available.

• A directional Poisson point process for univariate extremes

  De Monte, L. and Papastathopoulos, I. (2026). Statistics & Probability Letters, 235, 110722.

• Hidden tail chains and recurrence equations for dependence parameters associated with extremes of stationary higher-order Markov chains

  Papastathopoulos, I., Casey, A. and Tawn, J. A. (2025). Advances in Applied Probability, 57(2), 407–452.

  Preprint (arXiv)

• Changes in the distribution of annual maximum temperatures in Europe

  Auld, G., Hegerl, G. C. and Papastathopoulos, I. (2023). Advances in Statistical Climatology, Meteorology and Oceanography, 9(1), 45–66.

  Preprint (arXiv)

• Extremal clustering in non-stationary random sequences

  Auld, G. and Papastathopoulos, I. (2021). Extremes, 24(4), 725–752.

  Preprint (arXiv)

• Grid cells are modulated by local head direction

  Gerlei, K., Passlack, J., Hawes, I., Vandrey, B., Stevens, H., Papastathopoulos, I. and Nolan, M. F. (2020). Nature Communications, 11, 4228.

  Preprint (bioRxiv) · Data

• Inter- and intra-animal variation in the integrative properties of stellate cells in the medial entorhinal cortex

  Pastoll, H., Garden, D. L., Papastathopoulos, I., Sürmeli, G. and Nolan, M. F. (2020). eLife, 9, e52258.

  Preprint (bioRxiv)

• Extreme events of Markov chains

  Papastathopoulos, I., Strokorb, K., Tawn, J. A. and Butler, A. (2017). Advances in Applied Probability, 49(1), 134–161.

  Preprint (arXiv)

• Conditioned limit laws for inverted max-stable processes

  Papastathopoulos, I. and Tawn, J. A. (2016). Journal of Multivariate Analysis, 150, 214–228.

  Preprint (arXiv)

• Conditional independence and conditioned limit laws

  Papastathopoulos, I. (2016). Statistics & Probability Letters, 112, 1–4.

  Preprint (arXiv)

• Conditional independence among max-stable laws

  Papastathopoulos, I. and Strokorb, K. (2016). Statistics & Probability Letters, 108, 9–15.

  Preprint (arXiv)

• Stochastic ordering under conditional modelling of extreme values: drug-induced liver injury

  Papastathopoulos, I. and Tawn, J. A. (2015). Journal of the Royal Statistical Society: Series C (Applied Statistics), 64(2), 299–317.

  Preprint (arXiv)

• Dependence properties of multivariate max-stable distributions

  Papastathopoulos, I. and Tawn, J. A. (2014). Journal of Multivariate Analysis, 130, 134–140.

  Preprint (arXiv)

• Estimation of the conditional distribution of a multivariate variable given that one of its components is large: additional constraints for the Heffernan and Tawn model

  Keef, C., Papastathopoulos, I. and Tawn, J. A. (2013). Journal of Multivariate Analysis, 115, 396–404.

• A generalised Student's t-distribution

  Papastathopoulos, I. and Tawn, J. A. (2013). Statistics & Probability Letters, 83(1), 70–77.

• Extended generalised Pareto models for tail estimation

  Papastathopoulos, I. and Tawn, J. A. (2013). Journal of Statistical Planning and Inference, 143(1), 131–143.

  Preprint (arXiv)

• The analysis of safety data from clinical trials

  Papastathopoulos, I. and Southworth, H. (2015). Chapter in Extreme Value Modeling and Risk Analysis: Methods and Applications, edited by Dey, D. K. and Yan, J.

• Graphical structures in extreme multivariate events

  Papastathopoulos, I. and Tawn, J. A. (2013). Conference contribution, SCO 2013.

• Statistical models for pharmaceutical extremes

  Papastathopoulos, I. (2013). PhD thesis, Lancaster University.