Related papers: Modeling extreme values of processes observed at i…
Waves traveling through random media exhibit random focusing that leads to extremely high wave intensities even in the absence of nonlinearities. Although such extreme events are present in a wide variety of physical systems and the…
A method for estimating return values from ensembles of forecasts at advanced lead times is presented. Return values of significant wave height in the North-East Atlantic, the Norwegian Sea and the North Sea are computed from archived…
This paper presents and investigates a novel methodology for validating high-resolution ocean models using satellite imagery. High-resolution ocean models provide detailed information in coastal areas where other available data products are…
We explore extreme value phenomena in spatial scale-free random graphs in a continuum setting based on a homogeneous Poisson point process in $\mathbb{R}^d$. Vertices carry i.i.d. weights $(W_x)$ and, conditionally on the vertex set and the…
The analysis of spatial extremes requires the joint modeling of a spatial process at a large number of stations and max-stable processes have been developed as a class of stochastic processes suitable for studying spatial extremes. Spatial…
There is increasing evidence that global warming manifests itself in more frequent warm days and that heat waves will become more frequent. Presently, a formal definition of a heat wave is not agreed upon in the literature. To avoid this…
We use extreme value theory to estimate the probability of successive exceedances of a threshold value of a time-series of an observable on several classes of chaotic dynamical systems. The observables have either a Fr\'echet (fat-tailed)…
In-situ ocean wave observations are critical to improve model skill and validate remote sensing wave measurements. Historically, such observations are extremely sparse due to the large costs and complexity of traditional wave buoys and…
Classical peaks over threshold analysis is widely used for statistical modeling of sample extremes, and can be supplemented by a model for the sizes of clusters of exceedances. Under mild conditions a compound Poisson process model allows…
Recent extreme value theory literature has seen significant emphasis on the modelling of spatial extremes, with comparatively little consideration of spatio-temporal extensions. This neglects an important feature of extreme events: their…
In many applied fields, the prediction of more severe events than those already recorded is crucial for safeguarding against potential future calamities. What-if analyses, which evaluate hypothetical scenarios up to the worst-case event,…
In this paper, we analyze the asymptotic behavior of the point process of exceedances in a spatio-temporal setting whose points are given by the rescaled occurrence times, the sites and the rescaled values of exceedances. Here, the…
Max-stable processes are increasingly widely used for modelling complex extreme events, but existing fitting methods are computationally demanding, limiting applications to a few dozen variables. $r$-Pareto processes are mathematically…
We consider the extremal shot noise defined by $$M(y)=\sup\{mh(y-x);(x,m)\in\Phi\},$$ where $\Phi$ is a Poisson point process on $\bbR^d\times (0,+\infty)$ with intensity $\lambda dxG(dm)$ and $h:\bbR^d\to [0,+\infty]$ is a measurable…
In environmental science applications, extreme events frequently exhibit a complex spatio-temporal structure, which is difficult to describe flexibly and estimate in a computationally efficient way using state-of-art parametric…
We introduce a new methodology to study marine heat waves, extreme events in the sea surface temperature (SST) of the global ocean. Motivated by previously large and impactful marine heat waves and by theoretical expectation that the…
We review some recent development in the theory of spatial extremes related to Pareto Processes and modeling of threshold exceedances. We provide theoretical background, methodology for modeling, simulation and inference as well as an…
This paper presents a method for estimating significant wave height (Hs) from sparse S_pectral P_oint using a T_ransformer-based approach (SPT). Based on empirical observations that only a minority of spectral points with strong power…
Data-driven anomaly detection methods typically build a model for the normal behavior of the target system, and score each data instance with respect to this model. A threshold is invariably needed to identify data instances with high (or…
A well-known stochastic model for intermittent fluctuations in physical systems is investigated. The model is given by a super-position of uncorrelated exponential pulses, and the degree of pulse overlap is interpreted as an intermittency…