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Various natural phenomena exhibit spatial extremal dependence at short spatial distances. However, existing models proposed in the spatial extremes literature often assume that extremal dependence persists across the entire domain. This is…

Methodology · Statistics 2024-05-01 Arnab Hazra , Raphaël Huser , David Bolin

We present a new approach to modeling the future development of extreme temperatures globally and on a long time-scale by using non-stationary generalized extreme value distributions in combination with logistic functions. This approach is…

Atmospheric and Oceanic Physics · Physics 2022-07-28 Justus Contzen , Thorsten Dickhaus , Gerrit Lohmann

Accurate weather forecasts are essential for supporting a wide range of activities and decision-making processes, as well as mitigating the impacts of adverse weather events. While traditional numerical weather prediction (NWP) remains the…

Machine Learning · Computer Science 2026-02-16 Daniele Zambon , Michele Cattaneo , Ivan Marisca , Jonas Bhend , Daniele Nerini , Cesare Alippi

This paper introduces a new methodology for extreme spatial dependence structure selection. It is based on deep learning techniques, specifically Convolutional Neural Networks -CNNs. Two schemes are considered: in the first scheme, the…

Data Analysis, Statistics and Probability · Physics 2024-09-23 Manaf Ahmed , Véronique Maume-Deschamps , Pierre Ribereau

Earth System Models (ESMs) are the state of the art for projecting the effects of climate change. However, longstanding uncertainties in their ability to simulate regional and local precipitation extremes and related processes inhibit…

Applications · Statistics 2017-07-20 Evan Kodra , Singdhansu Chatterjee , Stone Chen , Auroop R. Ganguly

Recent years have seen a huge development in spatial modelling and prediction methodology, driven by the increased availability of remote-sensing data and the reduced cost of distributed-processing technology. It is well known that…

Computation · Statistics 2020-02-18 Andrew Zammit-Mangion , Jonathan Rougier

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

To study trends in extreme precipitation across US over the years 1951-2017, we consider 10 climate indexes that represent extreme precipitation, such as annual maximum of daily precipitation, annual maximum of consecutive 5-day average…

Applications · Statistics 2019-01-01 Arnab Hazra , Brian J. Reich , Ana-Maria Staicu

Microclimate models are essential for linking climate to ecological processes, yet most physically based frameworks estimate temperature independently for each spatial unit and rely on simplified representations of lateral heat exchange. As…

Machine Learning · Computer Science 2026-03-17 Idan Sulami , Alon Itzkovitch , Michael R. Kearney , Moni Shahar , Ofir Levy

For modeling extreme rainfall, the widely used Brown-Resnick max-stable model extends the concept of the variogram to suit bloc maxima, allowing the explicit modeling of the extremal dependence shown by the spatial data. This extremal…

Atmospheric and Oceanic Physics · Physics 2022-08-16 Oscar E. Jurado , Marco Oesting , Henning W. Rust

Spatial maps of extreme precipitation are crucial in flood protection. With the aim of producing maps of precipitation return levels, we propose a novel approach to model a collection of spatially distributed time series where the…

Methodology · Statistics 2023-04-27 Federica Stolf , Antonio Canale

Max-stable processes provide natural models for the modelling of spatial extreme values observed at a set of spatial sites. Full likelihood inference for max-stable data is, however, complicated by the form of the likelihood function as it…

Methodology · Statistics 2022-12-15 Patrik Andersson , Alexander Engberg

Capturing the potentially strong dependence among the peak concentrations of multiple air pollutants across a spatial region is crucial for assessing the related public health risks. In order to investigate the multivariate spatial…

Applications · Statistics 2018-04-13 Sabrina Vettori , Raphaël Huser , Marc G. Genton

Uncertainty in return level estimates for rare events, like the intensity of large rainfall events, makes it difficult to develop strategies to mitigate related hazards, like flooding. Latent spatial extremes models reduce uncertainty by…

Applications · Statistics 2018-12-27 Joshua Hewitt , Miranda J. Fix , Jennifer A. Hoeting , Daniel S. Cooley

Tail dependence models for distributions attracted to a max-stable law are fitted using observations above a high threshold. To cope with spatial, high-dimensional data, a rank-based M-estimator is proposed relying on bivariate margins…

Methodology · Statistics 2015-01-12 John Einmahl , Anna Kiriliouk , Andrea Krajina , Johan Segers

Alpine permafrost environments are highly vulnerable and sensitive to changes in regional and global climate trends. Thawing and degradation of permafrost has numerous adverse environmental, economic, and societal impacts. Mathematical…

Atmospheric and Oceanic Physics · Physics 2021-10-19 Jonas Beddrich , Shubhangi Gupta , Barbara Wohlmuth , Gabriele Chiogna

We study the class of dependence models for spatial data obtained from Cauchy convolution processes based on different types of kernel functions. We show that the resulting spatial processes have appealing tail dependence properties, such…

Methodology · Statistics 2022-06-09 Pavel Krupskii , Raphaël Huser

Understanding the spatial distribution of animals, during all their life phases, as well as how the distributions are influenced by environmental covariates, is a fundamental requirement for the effective management of animal populations.…

Applications · Statistics 2020-10-26 Soraia Pereira , Raquel Menezes , Maria Manuel Angélico , Tiago Marques

A new approach for evaluating time-trends in extreme values accounting also for spatial dependence is proposed. Based on exceedances over a space-time threshold, estimators for a trend function and for extreme value parameters are given,…

Methodology · Statistics 2017-07-17 Ana Ferreira , Petra Friederichs , Laurens de Haan , Cláudia Neves , Martin Schlather

It is no secret that statistical modelling often involves making simplifying assumptions when attempting to study complex stochastic phenomena. Spatial modelling of extreme values is no exception, with one of the most common such…

Applications · Statistics 2025-05-05 Lydia Kakampakou , Emma S. Simpson , Jennifer L. Wadsworth
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