Related papers: Statistical Post-Processing of Forecasts for Extre…
Accurate models of turbulent wind fields have become increasingly important in the atmospheric sciences, e.g., for the determination of spatiotemporal correlations in wind parks, the estimation of individual loads on turbine rotor and…
We propose a new model for regression and dependence analysis when addressing spatial data with possibly heavy tails and an asymmetric marginal distribution. We first propose a stationary process with $t$ marginals obtained through scale…
Numerical weather forecasts can exhibit systematic errors due to simplifying model assumptions and computational approximations. Statistical postprocessing is a statistical approach to correcting such biases. A statistical postprocessing…
An influential step in weather forecasting was the introduction of ensemble forecasts in operational use due to their capability to account for the uncertainties in the future state of the atmosphere. However, ensemble weather forecasts are…
Accurate and reliable probabilistic forecasts of hydrological quantities like runoff or water level are beneficial to various areas of society. Probabilistic state-of-the-art hydrological ensemble prediction models are usually driven with…
A new model is presented for multisite statistical downscaling of temperature and precipitation using convolutional conditional neural processes (convCNPs). ConvCNPs are a recently developed class of models that allow deep learning…
Numerical weather predictions (NWP) are systematically subject to errors due to the deterministic solutions used by numerical models to simulate the atmosphere. Statistical postprocessing techniques are widely used nowadays for NWP…
Weather forecasting is an essential task to tackle global climate change. Weather forecasting requires the analysis of multivariate data generated by heterogeneous meteorological sensors. These sensors comprise of ground-based sensors,…
In this work, we propose a simulation-based estimation approach using generative neural networks to determine dependencies of precipitation maxima and their underlying uncertainty in time and space. Within the common framework of max-stable…
Recently the regular conditional distributions of max-infinitely divisible processes were derived by \citet{Dombry2011} and although these conditional distributions have complicated closed forms, \citet{Dombry2011b} introduce an algorithm…
The classical modeling of spatial extremes relies on asymptotic models (i.e., max-stable processes or $r$-Pareto processes) for block maxima or peaks over high thresholds, respectively. However, at finite levels, empirical evidence often…
Many important problems require modelling large-scale spatio-temporal datasets, with one prevalent example being weather forecasting. Recently, transformer-based approaches have shown great promise in a range of weather forecasting…
Accurate weather nowcasting remains one of the central challenges in atmospheric science, with critical implications for climate resilience, energy security, and disaster preparedness. Since it is not feasible to deploy observation stations…
We propose an extension of the non-homogeneous Gaussian regression (NGR) model by Gneiting et al. (2005) that yields locally calibrated probabilistic forecasts of tem- perature, based on the output of an ensemble prediction system (EPS).…
In applications of climate information, coarse-resolution climate projections commonly need to be downscaled to a finer grid. One challenge of this requirement is the modeling of sub-grid variability and the spatial and temporal dependence…
We introduce a nonparametric approach for estimating drift and diffusion functions in systems of stochastic differential equations from observations of the state vector. Gaussian processes are used as flexible models for these functions and…
Let $X_{i,n},n\in \mathbb{N},1\leq i\leq n$, be a triangular array of independent $\mathbb{R}^d$-valued Gaussian random vectors with correlation matrices $\Sigma_{i,n}$. We give necessary conditions under which the row-wise maxima converge…
This paper presents an initial exploration of high frequency records of extreme wind speed in two steps. The first consists in finding the suitable extreme distribution for $120$ measuring stations in Switzerland, by comparing three known…
In the context of adaptive optics for astronomy, one can rely on the statistics of the turbulent phase to assess a part of the system's performance. Temporal statistics with one source and spatial statistics with two sources are well-known…
We review some recent developments which make use of the concept of `superstatistics', an effective description for nonequilibrium systems with a varying intensive parameter such as the inverse temperature. We describe how the asymptotic…