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Aiming to deliver improved precipitation simulations for hydrological impact assessment studies, we develop a methodology for modelling and simulating high-dimensional spatial precipitation extremes, focusing on both their marginal…

Applications · Statistics 2024-10-01 Silius M. Vandeskog , Raphaël Huser , Oddbjørn Bruland , Sara Martino

Modelling of precipitation and its extremes is important for urban and agriculture planning purposes. We present a method for producing spatial predictions and measures of uncertainty for spatio-temporal data that is heavy-tailed and…

Applications · Statistics 2014-11-19 Yang Liu , Philip Kokic

Precipitation exceedance probabilities are widely used in engineering design, risk assessment, and floodplain management. While common approaches like NOAA Atlas 14 assume that extreme precipitation characteristics are stationary over time,…

Applications · Statistics 2025-02-05 Yuchen Lu , Ben Seiyon Lee , James Doss-Gollin

Extreme floods cause casualties, and widespread damage to property and vital civil infrastructure. We here propose a Bayesian approach for predicting extreme floods using the generalized extreme-value (GEV) distribution within gauged and…

Obtaining high-resolution maps of precipitation data can provide key insights to stakeholders to assess a sustainable access to water resources at urban scale. Mapping a nonstationary, sparse process such as precipitation at very high…

Applications · Statistics 2023-02-08 Jiachen Zhang , Matthew Bonas , Diogo Bolster , Geir-Arne Fuglstad , Stefano Castruccio

Extreme environmental events frequently exhibit spatial and temporal dependence. These data are often modeled using max stable processes (MSPs). MSPs are computationally prohibitive to fit for as few as a dozen observations, with supposed…

Methodology · Statistics 2022-05-02 Emily C. Hector , Brian J. Reich

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

A new method is proposed for modelling the yearly maxima of sub-daily precipitation, with the aim of producing spatial maps of return level estimates. Yearly precipitation maxima are modelled using a Bayesian hierarchical model with a…

Applications · Statistics 2022-09-23 Silius M. Vandeskog , Sara Martino , Daniela Castro-Camilo , Håvard Rue

Short-term (0-24 hours) precipitation forecasting is highly valuable to socioeconomic activities and public safety. However, the highly complex evolution patterns of precipitation events, the extreme imbalance between precipitation and…

Machine Learning · Computer Science 2026-03-30 Shuangliang Li , Siwei Li , Li Li , Weijie Zou , Jie Yang , Maolin Zhang

A new stochastic model for daily precipitation occurrence processes observed at multiple locations is developed. The modeling concept is to use the indicator function and the elliptical shape of multivariate Gaussian distribution to…

Applications · Statistics 2020-09-02 Hsien-Wei Chen

Short-range forecasts of precipitation fields are needed in a wealth of agricultural, hydrological, ecological and other applications. Forecasts from numerical weather prediction models are often biased and do not provide uncertainty…

Applications · Statistics 2009-01-23 Veronica J. Berrocal , Adrian E. Raftery , Tilmann Gneiting

Spatial maps of extreme precipitation are a critical component of flood estimation in hydrological modeling, as well as in the planning and design of important infrastructure. This is particularly relevant in countries such as Norway that…

Applications · Statistics 2014-05-27 Anita V. Dyrrdal , Alex Lenkoski , Thordis L. Thorarinsdottir , Frode Stordal

In this chapter, we show how to efficiently model high-dimensional extreme peaks-over-threshold events over space in complex non-stationary settings, using extended latent Gaussian Models (LGMs), and how to exploit the fitted model in…

Methodology · Statistics 2021-10-07 Arnab Hazra , Raphaël Huser , Árni V. Jóhannesson

The generalized extreme value (GEV) distribution is a popular model for analyzing and forecasting extreme weather data. To increase prediction accuracy, spatial information is often pooled via a latent Gaussian process (GP) on the GEV…

Methodology · Statistics 2024-05-20 Meixi Chen , Reza Ramezan , Martin Lysy

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

With extreme weather events becoming more common, the risk posed by surface water flooding is ever increasing. In this work we propose a model, and associated Bayesian inference scheme, for generating probabilistic (high-resolution…

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…

Machine Learning · Statistics 2026-05-01 Christopher Bülte , Lisa Leimenstoll , Melanie Schienle

Extreme environmental phenomena such as major precipitation events manifestly exhibit spatial dependence. Max-stable processes are a class of asymptotically-justified models that are capable of representing spatial dependence among extreme…

Applications · Statistics 2013-01-09 Brian J. Reich , Benjamin A. Shaby

We propose a novel sparse spatiotemporal dynamic generalized linear model for efficient inference and prediction of bicycle count data. Assuming Poisson distributed counts with spacetime-varying rates, we model the log-rate using…

Precipitation is a complex physical process that varies in space and time. Predictions and interpolations at unobserved times and/or locations help to solve important problems in many areas. In this paper, we present a hierarchical Bayesian…

Applications · Statistics 2013-01-17 Fabio Sigrist , Hans R. Künsch , Werner A. Stahel
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