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Max-stable processes are a popular tool for the study of environmental extremes, and the extremal skew-$t$ process is a general model that allows for a flexible extremal dependence structure. For inference on max-stable processes with…

Methodology · Statistics 2020-04-21 B. Beranger , A. G. Stephenson , S. A. Sisson

In this paper is described a numerical scheme that is used to simulate the coalescence process between clusters of water drops immersed in a continuous hydrocarbon phase (n-heptane). Two different values for the initial velocity of the…

Soft Condensed Matter · Physics 2017-07-10 Alejandro Acevedo-Malavé

Understanding droughts in a climate context remains a major challenge. Over the United States, different choices of observations and metrics have often produced diametrically opposite insights. This paper focuses on understanding and…

Atmospheric and Oceanic Physics · Physics 2015-12-31 Poulomi Ganguli , Auroop R. Ganguly

We propose a framework for studying predictability of extreme events in complex systems. Major conceptual elements -- hierarchical structure, spatial dynamics, and external driving -- are combined in a classical branching diffusion with…

Geophysics · Physics 2010-03-02 Andrei Gabrielov , Vladimir Keilis-Borok , Sayaka Olsen , Ilya Zaliapin

Identifying flood affected areas in remote sensing data is a critical problem in earth observation to analyze flood impact and drive responses. While a number of methods have been proposed in the literature, there are two main limitations…

Computer Vision and Pattern Recognition · Computer Science 2024-03-07 Xavier Bou , Thibaud Ehret , Rafael Grompone von Gioi , Jeremy Anger

In climate science and meteorology, high-resolution local precipitation (rain and snowfall) predictions are limited by the computational costs of simulation-based methods. Statistical downscaling, or super-resolution, is a common workaround…

Computer Vision and Pattern Recognition · Computer Science 2024-06-21 Prakhar Srivastava , Ruihan Yang , Gavin Kerrigan , Gideon Dresdner , Jeremy McGibbon , Christopher Bretherton , Stephan Mandt

Climate change is causing the intensification of rainfall extremes. Precipitation projections with high spatial resolution are important for society to prepare for these changes, e.g. to model flooding impacts. Physics-based simulations for…

Atmospheric and Oceanic Physics · Physics 2022-11-30 Henry Addison , Elizabeth Kendon , Suman Ravuri , Laurence Aitchison , Peter AG Watson

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

We study the spatio-temporal features of extremal sub-daily precipitation data over the Piave river basin in northeast Italy using a rich database of observed hourly rainfall. Empirical evidence suggests that both the marginal and…

Applications · Statistics 2025-11-26 Dáire Healy , Ilaria Prosdocimi , Isadora Antoniano-Villalobos

The analysis of seasonal or annual block maxima is of interest in fields such as hydrology, climatology or meteorology. In connection with the celebrated method of block maxima, we study several tests that can be used to assess whether the…

Methodology · Statistics 2016-09-22 Ivan Kojadinovic , Philippe Naveau

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…

Methodology · Statistics 2022-12-22 Marco Oesting , Raphaël Huser

The problem of assigning probability distributions which objectively reflect the prior information available about experiments is one of the major stumbling blocks in the use of Bayesian methods of data analysis. In this paper the method of…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Ariel Caticha , Roland Preuss

Here we present an application of two maxentropic procedures to determine the probability density distribution of compound sums of random variables, using only a finite number of empirically determined fractional moments. The two methods…

Risk Management · Quantitative Finance 2014-11-25 Erika Gomes-Gonçalves , Henryk Gzyl , Silvia Mayoral

We describe a method to computationally estimate the probability density function of a univariate random variable by applying the maximum entropy principle with some local conditions given by Gaussian functions. The estimation errors and…

Statistics Theory · Mathematics 2012-06-21 Mihail-Ioan Pop

Hydrodynamics provides a concise but powerful description of long-time and long-distance physics of correlated systems out of thermodynamic equilibrium. Here we construct hydrodynamic equations for nonrelativistic particles with a…

Quantum Gases · Physics 2018-12-27 Keisuke Fujii , Yusuke Nishida

Correctly forecasting the timing and location of changes in winter precipitation type could help decision makers mitigate the worst impacts of winter storms. Multiple precipitation type algorithms have been developed from both physical and…

Extreme events are the major weather-related hazard for humanity. It is then of crucial importance to have a good understanding of their statistics and to be able to forecast them. However, lack of sufficient data makes their study…

Atmospheric and Oceanic Physics · Physics 2025-03-13 Valeria Mascolo , Alessandro Lovo , Corentin Herbert , Freddy Bouchet

Numerical climate models are complex and combine a large number of physical processes. They are key tools in quantifying the relative contribution of potential anthropogenic causes (e.g., the current increase in greenhouse gases) on high…

Applications · Statistics 2020-05-19 Anna Kiriliouk , Philippe Naveau

In this work has been proposed a numerical scheme with the aim of simulate the coalescence process between water drops immersed in a continuous phase (n-heptane). This numerical scheme is based in the Finite Volume method and two different…

Soft Condensed Matter · Physics 2017-07-10 Alejandro Acevedo-Malavé

The classical multivariate extreme-value theory concerns the modeling of extremes in a multivariate random sample, suggesting the use of max-stable distributions. In this work, the classical theory is extended to the case where aggregated…

Methodology · Statistics 2020-03-12 Enkelejd Hashorva , Simone A. Padoan , Stefano Rizzelli
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