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A discrete version of the Gumbel (Type I) extreme value distribution has been derived by using the general approach of discretization of a continuous distribution. Important distributional and reliability properties have been explored. It…

Statistics Theory · Mathematics 2014-10-29 Subrata Chakraborty , Dhrubajyoti Chakravarty

Spatial maps of extreme precipitation are crucial in flood protection. With the aim of producing maps of precipitation return levels, we propose a novel approach to model a collection of spatially distributed time series where the…

Methodology · Statistics 2023-04-27 Federica Stolf , Antonio Canale

Extreme precipitation shows non-stationary behavior over time, but also with respect to other large-scale variables. While this effect is often neglected, we propose a model including the influence of North Atlantic Oscillation, time,…

Atmospheric and Oceanic Physics · Physics 2022-11-09 Felix S. Fauer , Henning W. Rust

Rainfall exhibits extreme variability at many space and time scales and calls for a statistical description. Based on an analysis of radar measurements of precipitation over the tropical oceans, we introduce a new probability law for the…

Atmospheric and Oceanic Physics · Physics 2015-09-30 Prasun K. Kundu , Ravi K. Siddani

We propose and compare methods for the analysis of extreme events in complex systems governed by PDEs that involve random parameters, in situations where we are interested in quantifying the probability that a scalar function of the…

Optimization and Control · Mathematics 2025-08-12 Shanyin Tong , Eric Vanden-Eijnden , Georg Stadler

The method of maximum entropy (ME) is extended to address the following problem: Once one accepts that the ME distribution is to be preferred over all others, the question is to what extent are distributions with lower entropy supposed to…

Mathematical Physics · Physics 2009-10-31 Ariel Caticha

Most climate trend studies analyze long-term trends as a proxy for climate dynamics. However, when examining seasonal data, it is unrealistic to assume that long-term trends remain consistent across all seasons. Instead, each season likely…

Applications · Statistics 2025-12-04 Jaechoul Lee , Mintaek Lee , Thea Sukianto

Improving the representation of precipitation in Earth system models (ESMs) is critical for assessing the impacts of climate change and especially of extreme events like floods and droughts. In existing ESMs, precipitation is not resolved…

Machine Learning · Computer Science 2026-05-27 Michael Aich , Sebastian Bathiany , Philipp Hess , Yu Huang , Niklas Boers

Natural climate variability, captured through multiple initial condition ensembles, may be comparable to the variability caused by knowledge gaps in future emissions trajectories and in the physical science basis, especially at…

Applications · Statistics 2019-06-24 Udit Bhatia , Auroop Ratan Ganguly

We develop the method of Maximum Entropy (ME) as a technique to generate approximations to probability distributions. The central results consist in (a) justifying the use of relative entropy as the uniquely natural criterion to select a…

Statistical Mechanics · Physics 2007-07-24 Chih-Yuan Tseng , Ariel Caticha

Statistical post-processing of dynamical forecast ensembles is an essential component of weather forecasting. In this article, we present a post-processing method that generates full predictive probability distributions for precipitation…

Applications · Statistics 2014-04-29 Michael Scheuerer

An extreme event is a sudden and violent change in the state of a nonlinear system. In fluid dynamics, extreme events can have adverse effects on the system's optimal design and operability, which calls for accurate methods for their…

Fluid Dynamics · Physics 2022-04-26 Alberto Racca , Luca Magri

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…

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

Aiming to estimate extreme precipitation forecast quantiles, we propose a nonparametric regression model that features a constant extreme value index. Using local linear quantile regression and an extrapolation technique from extreme value…

Methodology · Statistics 2019-03-06 Jasper Velthoen , Juan-Juan Cai , Geurt Jongbloed , Maurice Schmeits

Global warming is projected to intensify the hydrological cycle, amplifying risks to ecosystems and society. While extreme rainfall appears to exhibit stronger sensitivity to global warming compared to mean rainfall rates, a unifying…

Atmospheric and Oceanic Physics · Physics 2026-01-13 Jun Yin , Bei Gao , Amilcare Porporato

The main challenges of measuring precipitation are related to the spatio-temporal variability of the drop-size distribution, to the uncertainties that condition the modeling of that distribution, and to the instrumental errors present in…

Atmospheric and Oceanic Physics · Physics 2013-06-25 Ramiro Checa-Garcia

Despite the importance of quantifying how the spatial patterns of extreme precipitation will change with warming, we lack tools to objectively analyze the storm-scale outputs of modern climate models. To address this gap, we develop an…

Atmospheric and Oceanic Physics · Physics 2023-12-04 Griffin Mooers , Tom Beucler , Mike Pritchard , Stephan Mandt

Let $S$ be a finite set, and $X_1,\ldots,X_n$ an i.i.d. uniform sample from $S$. To estimate the size $|S|$, without further structure, one can wait for repeats and use the birthday problem. This requires a sample size of the order…

Statistics Theory · Mathematics 2026-04-28 Sourav Chatterjee , Persi Diaconis , Susan Holmes

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…