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We propose a framework for studying predictability of extreme events in complex systems. Major conceptual elements -- direct cascading or fragmentation, spatial dynamics, and external driving -- are combined in a classical age-dependent…

Adaptation and Self-Organizing Systems · Physics 2007-08-14 Andrei Gabrielov , Vladimir Keilis-Borok , Ilya Zaliapin

A geometric representation for multivariate extremes, based on the shapes of scaled sample clouds in light-tailed margins and their so-called limit sets, has recently been shown to connect several existing extremal dependence concepts.…

Methodology · Statistics 2023-11-03 Jennifer Wadsworth , Ryan Campbell

Extreme space weather events on Earth occur during intervals of strong solar wind driving. The solar wind drives plasma convection and currents in the near-Earth space environment. For low values of the driver, the Earth's response is…

Predicting extreme events is important in many applications in risk analysis. The extreme-value theory suggests modelling extremes by max-stable distributions. The Bayesian approach provides a natural framework for statistical prediction.…

Statistics Theory · Mathematics 2020-09-22 Simone A. Padoan , Stefano Rizzelli

Dam breach models are commonly used to predict outflow hydrographs of potentially failing dams and are key ingredients for evaluating flood risk. In this paper a new dam breach modeling framework is introduced that shall improve the…

Computation · Statistics 2018-06-14 S. J. Peter , A. Siviglia , J. Nagel , S. Marelli , R. M. Boes , D. Vetsch , B. Sudret

This paper introduces a method for spatial interpolation of extreme values, and in particular targets the case in which conventional data, resulting from a measurement for example, are available at only a few locations. To overcome this the…

Methodology · Statistics 2012-03-13 B. D. Youngman

We study the factorised steady state of a general class of mass transport models in which mass, a conserved quantity, is transferred stochastically between sites. Condensation in such models is exhibited when above a critical mass density…

Statistical Mechanics · Physics 2008-09-25 Martin R. Evans , Satya N. Majumdar

Entropy is a measure of heterogeneity widely used in applied sciences, often when data are collected over space. Recently, a number of approaches has been proposed to include spatial information in entropy. The aim of entropy is to…

Statistics Theory · Mathematics 2019-11-12 Linda Altieri , Daniela Cocchi , Giulia Roli

Phenomena such as air pollution levels are of greatest interest when observations are large, but standard prediction methods are not specifically designed for large observations. We propose a method, rooted in extreme value theory, which…

Applications · Statistics 2013-01-09 Daniel Cooley , Richard A. Davis , Philippe Naveau

Extreme dissipation events in turbulent flows are rare, but they can be orders of magnitude stronger than the mean dissipation rate. Despite its importance in many small-scale physical processes, there is presently no accurate theory or…

Fluid Dynamics · Physics 2020-11-09 Gerrit E. Elsinga , Takashi Ishihara , J. C. R. Hunt

Accurate precipitation forecasting is a vital challenge of societal importance. Though data-driven approaches have emerged as a widely used solution, solely relying on data-driven approaches has limitations in modeling the underlying…

Machine Learning · Computer Science 2024-10-14 Yujin Tang , Jiaming Zhou , Xiang Pan , Zeying Gong , Junwei Liang

We address the question of condensation and extremes for three classes of intimately related stochastic processes: (a) random allocation models and zero-range processes, (b) tied-down renewal processes, (c) free renewal processes. While for…

Statistical Mechanics · Physics 2021-02-03 Claude Godrèche

Multivariate extreme value models are used to estimate joint risk in a number of applications, with a particular focus on environmental fields ranging from climatology and hydrology to oceanography and seismic hazards. The semi-parametric…

Methodology · Statistics 2019-08-08 Ross Towe , Jonathan Tawn , Rob Lamb , Chris Sherlock

Accurate weather prediction is essential for many aspects of life, notably the early warning of extreme weather events such as rainstorms. Short-term predictions of these events rely on forecasts from numerical weather models, in which,…

Machine Learning · Computer Science 2023-04-05 Guoxing Chen , Wei-Chyung Wang

Extreme value statistics provides accurate estimates for the small occurrence probabilities of rare events. While theory and statistical tools for univariate extremes are well-developed, methods for high-dimensional and complex data sets…

Methodology · Statistics 2021-01-06 Sebastian Engelke , Jevgenijs Ivanovs

Extreme precipitation wreaks havoc throughout the world, causing billions of dollars in damage and uprooting communities, ecosystems, and economies. Accurate extreme precipitation prediction allows more time for preparation and disaster…

Machine Learning · Computer Science 2022-02-01 Weichen Huang

Existing energy balance models, which estimate maximum droplet spreading, insufficiently capture the droplet spreading from low to high Weber and Reynolds numbers and contact angles. This is mainly due to the simplified definition of the…

Fluid Dynamics · Physics 2022-04-12 Yunus Tansu Aksoy , Pinar Eneren , Erin Koos , Maria Rosaria Vetrano

To mitigate the risk posed by extreme rainfall events, we require statistical models that reliably capture extremes in continuous space with dependence. However, assuming a stationary dependence structure in such models is often erroneous,…

Applications · Statistics 2019-07-15 K. R. Saunders , A. G. Stephenson , D. J. Karoly

We propose a physics-constrained machine learning method-based on reservoir computing- to time-accurately predict extreme events and long-term velocity statistics in a model of turbulent shear flow. The method leverages the strengths of two…

Fluid Dynamics · Physics 2021-04-14 Nguyen Anh Khoa Doan , Wolfgang Polifke , Luca Magri

This paper considers the regional estimation of high quantiles of annual maximal river flow distributions $F$, an important problem from flood frequency analysis. Even though this particular problem has been addressed by many papers, less…

Methodology · Statistics 2017-01-26 Paul Kinsvater , Friederike Deiters , Roland Fried