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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

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…

The problem of estimating return levels of river discharge, relevant in flood frequency analysis, is tackled by relying on the extreme value theory. The Generalized Extreme Value (GEV) distribution is assumed to model annual maxima values…

Methodology · Statistics 2025-02-10 Aldo Gardini

Flood frequency analysis is usually based on the fitting of an extreme value distribution to the local streamflow series. However, when the local data series is short, frequency analysis results become unreliable. Regional frequency…

Applications · Statistics 2008-02-05 Mathieu Ribatet , Eric Sauquet , Jean-Michel Grésillon , Taha B. M. J. Ouarda

Regional flood frequency analysis is a convenient way to reduce estimation uncertainty when few data are available at the gauging site. In this work, a model that allows a non-null probability to a regional fixed shape parameter is…

Applications · Statistics 2008-02-05 Mathieu Ribatet , Eric Sauquet , Jean-Michel Grésillon , Taha B. M. J. Ouarda

Motivated by the analysis of extreme rainfall data, we introduce a general Bayesian hierarchical model for estimating the probability distribution of extreme values of intermittent random sequences, a common problem in geophysical and…

Methodology · Statistics 2020-05-26 Enrico Zorzetto , Antonio Canale , Marco Marani

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

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

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

We propose a Bayesian hierarchical model for spatial extremes on a large domain. In the data layer a Gaussian elliptical copula having generalized extreme value (GEV) marginals is applied. Spatial dependence in the GEV parameters are…

The fast-paced development of state-of-the-art limited area models and faster computational resources have made it possible to create simulations at increasing horizontal resolution. This has led to a ubiquitous demand for even higher…

Methodology · Statistics 2014-05-30 Michel d. S. Mesquita , Bjørn Ådlandsvik , Cindy Bruyère , Anne D. Sandvik

Generating accurate extremes from an observational data set is crucial when seeking to estimate risks associated with the occurrence of future extremes which could be larger than those already observed. Applications range from the…

Machine Learning · Statistics 2026-02-02 Nicolas Lafon , Philippe Naveau , Ronan Fablet

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

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

The generalized extreme value (GEV) distribution is commonly employed to help estimate the likelihood of extreme events in many geophysical and other application areas. The recently proposed blended generalized extreme value (bGEV)…

Applications · Statistics 2024-10-10 Nir Y. Krakauer

In this study, we examine a Bayesian approach to analyze extreme daily rainfall amounts and forecast return-levels. Estimating the probability of occurrence and quantiles of future extreme events is important in many applications, including…

Applications · Statistics 2022-08-29 Douglas E. Johnston

In extreme values theory, for a sufficiently large block size, the maxima distribution is approximated by the generalized extreme value (GEV) distribution. The GEV distribution is a family of continuous probability distributions, which has…

Methodology · Statistics 2021-09-28 Cira E. G. Otiniano , Bianca Sousa , Roberto Vila , Marcelo Bourguignon

In flood disasters, decision-makers have to rapidly prioritise the areas that need assistance based on a high volume of information. While approaches that combine GIS with Bayesian networks are generally effective in integrating multiple…

Applications · Statistics 2025-06-24 Moritz Schneider , Lukas Halekotte , Tina Comes , Frank Fiedrich

We consider forecasting functional time series of extreme values within a generalised extreme value distribution (GEV). The GEV distribution can be characterised using the three parameters (location, scale and shape). As a result, the…

Methodology · Statistics 2020-12-22 Han Lin Shang , Ruofan Xu

The estimation of extreme flood quantiles is challenging due to the relative scarcity of extreme data compared to typical target return periods. Several approaches have been developed over the years to face this challenge, including…

Applications · Statistics 2016-02-17 Anne Sabourin , Benjamin Renard
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