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Related papers: Modeling All Exceedances Above a Threshold Using a…

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Dynamical downscaling with high-resolution regional climate models may offer the possibility of realistically reproducing precipitation and weather events in climate simulations. As resolutions fall to order kilometers, the use of explicit…

Applications · Statistics 2018-08-01 Won Chang , Jiali Wang , Julian Marohnic , Rao Kotamarthi , Elisabeth J. Moyer

Latent space models are powerful statistical tools for modeling and understanding network data. While the importance of accounting for uncertainty in network analysis has been well recognized, the current literature predominantly focuses on…

Statistics Theory · Mathematics 2025-08-15 Jinming Li , Shihao Wu , Chengyu Cui , Gongjun Xu , Ji Zhu

Max-stable processes are natural models for spatial extremes because they provide suitable asymptotic approximations to the distribution of maxima of random fields. In the recent past, several parametric families of stationary max-stable…

Methodology · Statistics 2016-02-22 Raphael Huser , Marc G. Genton

Extreme values modeling has attracting the attention of researchers in diverse areas such as the environment, engineering, or finance. Multivariate extreme value distributions are particularly suitable to model the tails of multidimensional…

Statistics Theory · Mathematics 2017-01-16 Helena Ferreira , Marta Ferreira

Intensifying climate change will lead to more extreme weather events, including heavy rainfall and drought. Accurate stream flow prediction models which are adaptable and robust to new circumstances in a changing climate will be an…

Computer Vision and Pattern Recognition · Computer Science 2023-04-05 Aleksis Pirinen , Olof Mogren , Mårten Västerdal

Catastrophic losses caused by natural disasters receive a growing concern about the severe rise in magnitude and frequency. The constructions of insurance and financial management scheme become increasingly necessary to diversify the…

Risk Management · Quantitative Finance 2021-12-02 Chengxiu Ling , Jiayi Li , Yixuan Liu , Zhiyan Cai

Predicting future probable values of model parameters, is an essential pre-requisite for assessing model decision reliability in an uncertain environment. Scenario Analysis is a methodology for modelling uncertainty in water resources…

Methodology · Statistics 2013-04-17 Seyed Hamed Alemohammad , Reza Ardakanian , Akbar Karimi

An impact of climate change is the increase in frequency and intensity of extreme precipitation events. However, confidently predicting the likelihood of extreme precipitation at seasonal scales remains an outstanding challenge. Here, we…

Machine Learning · Computer Science 2021-07-15 Daniel Salles Civitarese , Daniela Szwarcman , Bianca Zadrozny , Campbell Watson

The Everglades play a crucial role in flood and drought regulation, water resource planning, and ecosystem management in the surrounding regions. However, traditional physics-based and statistical methods for predicting water levels often…

Machine Learning · Computer Science 2025-08-08 Rahuul Rangaraj , Jimeng Shi , Azam Shirali , Rajendra Paudel , Yanzhao Wu , Giri Narasimhan

Non-stationary extremal dependence, whereby the relationship between the extremes of multiple variables evolves over time, is commonly observed in many environmental and financial data sets. However, most multivariate extreme value models…

Methodology · Statistics 2025-09-29 C. J. R. Murphy-Barltrop , J. L. Wadsworth , M. de Carvalho , B. D. Youngman

Time series and extreme value analyses are two statistical approaches usually applied to study hydrological data. Classical techniques, such as ARIMA models (in the case of mean flow predictions), and parametric generalised extreme value…

Applications · Statistics 2024-02-01 Alejandro Quintela-del-Río , Mario Francisco-Fernández

Understanding the processes that influence groundwater levels is crucial for forecasting and responding to hazards such as groundwater droughts. Mixed models, which combine a fixed mean, expressed using independent predictors, with…

Methodology · Statistics 2025-12-25 Jakub J. Pypkowski , Adam M. Sykulski , James S. Martin , Ben P. Marchant

The principle of maximum entropy is a broadly applicable technique for computing a distribution with the least amount of information possible constrained to match empirical data, for instance, feature expectations. We seek to generalize…

Information Theory · Computer Science 2022-05-30 Kenneth Bogert

Time series models often deal with extreme events and anomalies, both prevalent in real-world datasets. Such models often need to provide careful probabilistic forecasting, which is vital in risk management for extreme events such as…

Machine Learning · Statistics 2022-08-23 Ashkan Farhangi , Jiang Bian , Arthur Huang , Haoyi Xiong , Jun Wang , Zhishan Guo

Modelling multivariate extreme events is essential when extrapolating beyond the range of observed data. Parametric models that are suitable for real-world extremes must be flexible -- particularly in their ability to capture asymmetric…

Methodology · Statistics 2025-12-05 Pavel Krupskii , Boris Béranger

Exceedance refers to instances where a dynamic process surpasses given thresholds, e.g., the occurrence of a heat wave. We propose a novel exceedance framework for functional data, where each observed random trajectory is transformed into…

Methodology · Statistics 2025-04-04 Poorbita Kundu , Hang Zhou , Hans-Georg Müller

We propose a new method for estimating the extreme quantiles for a function of several dependent random variables. In contrast to the conventional approach based on extreme value theory, we do not impose the condition that the tail of the…

Methodology · Statistics 2013-11-25 Jinguo Gong , Yadong Li , Liang Peng , Qiwei Yao

Numerical climate models are complex and combine a large number of physical processes. They are key tools in quantifying the relative contribution of potential anthropogenic causes (e.g., the current increase in greenhouse gases) on high…

Applications · Statistics 2020-05-19 Anna Kiriliouk , Philippe Naveau

Flooding is one of the most destructive and costly natural disasters, and climate changes would further increase risks globally. This work presents a novel multimodal machine learning approach for multi-year global flood risk prediction,…

Machine Learning · Computer Science 2023-01-31 Cynthia Zeng , Dimitris Bertsimas

There is substantial empirical and climatological evidence that precipitation extremes have become more extreme during the twentieth century, and that this trend is likely to continue as global warming becomes more intense. However,…