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Describing the complex dependence structure of extreme phenomena is particularly challenging. To tackle this issue we develop a novel statistical algorithm that describes extremal dependence taking advantage of the inherent hierarchical…

Methodology · Statistics 2018-07-24 Sabrina Vettori , Raphaël Huser , Johan Segers , Marc G. Genton

Intense precipitation events are commonly known to be associated with an increased risk of flooding. As a result of the societal and infrastructural risks linked with flooding, extremes of precipitation require careful modelling. Extreme…

Applications · Statistics 2017-10-06 Paul Sharkey , Hugo C. Winter

The climate system is a forced, dissipative, nonlinear, complex and heterogeneous system that is out of thermodynamic equilibrium. The system exhibits natural variability on many scales of motion, in time as well as space, and it is subject…

Atmospheric and Oceanic Physics · Physics 2020-08-05 Michael Ghil , Valerio Lucarini

Extreme events are often multivariate in nature. A compound extreme occurs when a combination of variables jointly produces a significant impact, even if individual components are not necessarily marginally extreme. Compound extremes have…

Methodology · Statistics 2025-09-24 Cathy Yin , Adam M. Sykulski , Almut E. D. Veraart

The last decade has seen numerous record-shattering heatwaves in all corners of the globe. In the aftermath of these devastating events, there is interest in identifying worst-case thresholds or upper bounds that quantify just how hot…

Data Analysis, Statistics and Probability · Physics 2025-01-24 Mark D. Risser , Likun Zhang , Michael F. Wehner

Classical assessments of trends in gridded temperature data perform independent evaluations across the grid, thus, ignoring spatial correlations in the trend estimates. In particular, this affects assessments of trend significance as…

Applications · Statistics 2019-01-28 Ola Haug , Thordis L Thorarinsdottir , Sigrunn H Sørbye , Christian L E Franzke

We focus on the problem estimating a monotone trend function under additive and dependent noise. New point-wise confidence interval estimators under both short- and long-range dependent errors are introduced and studied. These intervals are…

Statistics Theory · Mathematics 2016-02-23 Pramita Bagchi , Moulinath Banerjee , Stilian Stoev

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…

Statistical Mechanics · Physics 2017-08-23 Christian Beck

Natural and social multivariate systems are commonly studied through sets of simultaneous and time-spaced measurements of the observables that drive their dynamics, i.e., through sets of time series. Typically, this is done via hypothesis…

Statistical Finance · Quantitative Finance 2020-07-01 Riccardo Marcaccioli , Giacomo Livan

Acknowledging a considerable literature on modeling daily temperature data, we propose a multi-level spatio-temporal model which introduces several innovations in order to explain the daily maximum temperature in the summer period over 60…

In order to reach the supply/demand balance, electricity providers need to predict the demand and production of electricity at different time scales. This implies the need of modeling weather variables such as temperature, wind speed, solar…

Applications · Statistics 2017-10-24 Augustin Touron

Forecasting a particular variable can depend upon temporal or spatial scale. Temporal variations that indicate variations with time, reflect the stochasticity present in the variable. Spatial variation usually are dominant in climatology…

Signal Processing · Electrical Eng. & Systems 2020-09-07 Harsh S. Dhiman , Dipankar Deb

The paper introduces a new regression model designed for situations where both the response and covariates are non-stationary extremes. This method is specifically designed for situations where both the response variable and covariates are…

Methodology · Statistics 2025-06-26 Amina El Bernoussi , Mohamed El Arrouchi

Adaptation-relevant predictions of climate change are often derived by combining climate model simulations in a multi-model ensemble. Model evaluation methods used in performance-based ensemble weighting schemes have limitations in the…

Atmospheric and Oceanic Physics · Physics 2023-04-19 Mala Virdee , Markus Kaiser , Emily Shuckburgh , Carl Henrik Ek , Ieva Kazlauskaite

We consider the problem of detecting jumps in an otherwise smoothly evolving trend whilst the covariance and higher-order structures of the system can experience both smooth and abrupt changes over time. The number of jump points is allowed…

Methodology · Statistics 2023-12-27 Weichi Wu , Zhou Zhou

Sensors are the key to environmental monitoring, which impart benefits to smart cities in many aspects, such as providing real-time air quality information to assist human decision-making. However, it is impractical to deploy massive…

Machine Learning · Computer Science 2024-04-24 Junfeng Hu , Yuxuan Liang , Zhencheng Fan , Li Liu , Yifang Yin , Roger Zimmermann

In classical extreme value theory probabilities of extreme events are estimated assuming all the components of a random vector to be in a domain of attraction of an extreme value distribution. In contrast, the conditional extreme value…

Statistics Theory · Mathematics 2011-08-30 Bikramjit Das , Sidney I. Resnick

We introduce a new variational estimator for the intensity function of an inhomogeneous spatial point process with points in the $d$-dimensional Euclidean space and observed within a bounded region. The variational estimator applies in a…

Statistics Theory · Mathematics 2014-07-02 Jean-François Coeurjolly , Jesper Møller

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

We investigate the influence of time-varying meteoceanic conditions on coastal flooding under the prism of rare events. Focusing on conditions observed over half tidal cycles, we observe that such data fall within the framework of…

Applications · Statistics 2025-08-21 Nathan Gorse , Olivier Roustant , Jérémy Rohmer , Déborah Idier