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Estimation of stationary dependence structure parameters using only a single realisation of the spatial process, typically leads to inaccurate estimates and poorly identified parameters. A common way to handle this is to fix some of the…

Methodology · Statistics 2015-04-24 Rikke Ingebrigtsen , Finn Lindgren , Ingelin Steinsland , Sara Martino

In environmental applications of extreme value statistics, the underlying stochastic process is often modeled either as a max-stable process in continuous time/space or as a process in the domain of attraction of such a max-stable process.…

Statistics Theory · Mathematics 2018-02-13 Holger Drees , Laurens de Haan , Feridun Turkman

Forecasting of future snow depths is useful for many applications like road safety, winter sport activities, avalanche risk assessment and hydrology. Motivated by the lack of statistical forecasts models for snow depth, in this paper we…

Applications · Statistics 2019-01-16 Hugo Lewi Hammer

Statistical analysis of max-stable processes used to model spatial extremes has been limited by the difficulty in calculating the joint likelihood function. This precludes all standard likelihood-based approaches, including Bayesian…

Computation · Statistics 2011-12-14 Robert J. Erhardt , Richard L. Smith

Continuous observation of climate indicators, such as trends in lake freezing, is important to understand the dynamics of the local and global climate system. Consequently, lake ice has been included among the Essential Climate Variables…

Computer Vision and Pattern Recognition · Computer Science 2020-10-28 Manu Tom , Rajanie Prabha , Tianyu Wu , Emmanuel Baltsavias , Laura Leal-Taixe , Konrad Schindler

Aspects of operational modeling for climate, weather, and space weather forecasts are contrasted, with a particular focus on the somewhat conflicting demands of 'operational stability' versus 'dynamic development' of the involved models.…

Earth and Planetary Astrophysics · Physics 2018-05-01 Doris Folini

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

Modeling extreme precipitation and temperature is vital for understanding the impacts of climate change, as hazards like intense rainfall and record-breaking temperatures can result in severe consequences, including floods, droughts, and…

Methodology · Statistics 2026-01-13 Remy MacDonald , Benjamin Seiyon Lee , John Foley , Justin Lee

The Sihl river, located near the city of Zurich in Switzerland, is under continuous and tight surveillance as it flows directly under the city's main railway station. To issue early warnings and conduct accurate risk quantification, a dense…

Applications · Statistics 2021-06-25 Raphaël de Fondeville , Matthieu Wilhelm

Modeling the risk of extreme weather events in a changing climate is essential for developing effective adaptation and mitigation strategies. Although the available low-resolution climate models capture different scenarios, accurate risk…

Atmospheric and Oceanic Physics · Physics 2022-12-06 Anamitra Saha , Sai Ravela

We propose a Bayesian hierarchical model for spatial extremes on a large domain. In the data layer a Gaussian elliptical copula having generalized extreme value (GEV) marginals is applied. Spatial dependence in the GEV parameters are…

Climate change is one of the most critical challenges that our planet is facing today. Rising global temperatures are already bringing noticeable changes to Earth's weather and climate patterns with an increased frequency of unpredictable…

Atmospheric and Oceanic Physics · Physics 2024-01-19 Karandeep Singh , Chaeyoon Jeong , Naufal Shidqi , Sungwon Park , Arjun Nellikkattil , Elke Zeller , Meeyoung Cha

One of the main concerns in extreme value theory is to quantify the dependence between joint tails. Using stochastic processes that lack flexibility in the joint tail may lead to severe under-or over-estimation of probabilities associated…

Statistics Theory · Mathematics 2018-01-04 Abul-Fattah Abu-Awwad , Véronique Maume-Deschamps , Pierre Ribereau

Slope movements (e.g. landslides) are dynamic systems that are complex in time and space and closely linked to both inherited and current preparatory and triggering controls. It is not yet possible to assess in all cases conditions for…

Geophysics · Physics 2007-09-18 Theo Van Asch , Jean-Philippe Malet , Ludovicus Van Beek , David Amitrano

Monitoring and understanding forest dynamics is essential for environmental conservation and management. This is why the Swiss National Forest Inventory (NFI) provides countrywide vegetation height maps at a spatial resolution of 0.5 m. Its…

Computer Vision and Pattern Recognition · Computer Science 2023-09-06 Yuchang Jiang , Marius Rüetschi , Vivien Sainte Fare Garnot , Mauro Marty , Konrad Schindler , Christian Ginzler , Jan D. Wegner

A flexible spatio-temporal model is implemented to analyse extreme extra-tropical cyclones objectively identified over the Atlantic and Europe in 6-hourly re-analyses from 1979-2009. Spatial variation in the extremal properties of the…

Applications · Statistics 2015-01-27 Theodoros Economou , David B. Stephenson , Christopher A. T. Ferro

Global climate models represent small-scale processes such as clouds and convection using quasi-empirical models known as parameterizations, and these parameterizations are a leading cause of uncertainty in climate projections. A promising…

Atmospheric and Oceanic Physics · Physics 2020-08-31 Janni Yuval , Paul A. O'Gorman

The study of geometric extremes, where extremal dependence properties are inferred from the deterministic limiting shapes of scaled sample clouds, provides an exciting approach to modelling the extremes of multivariate data. These shapes,…

Methodology · Statistics 2024-09-16 Callum J. R. Murphy-Barltrop , Reetam Majumder , Jordan Richards

Understanding the complex structure of multivariate extremes is a major challenge in various fields from portfolio monitoring and environmental risk management to insurance. In the framework of multivariate Extreme Value Theory, a common…

Machine Learning · Statistics 2021-02-09 Hamid Jalalzai , Rémi Leluc

We develop a novel multi-factor copula model for multivariate spatial extremes, which is designed to capture the different combinations of marginal and cross-extremal dependence structures within and across different spatial random fields.…

Methodology · Statistics 2022-06-24 Yan Gong , Raphaël Huser