Related papers: Inference for extreme values under threshold-based…
We present the winning strategy for the EVA2025 Data Challenge, which aimed to estimate the probability of extreme precipitation events. These events occurred at most once in the dataset making the challenge fundamentally one of…
Projections of extreme sea levels (ESLs) are critical for managing coastal risks, but are made complicated by deep uncertainties. One key uncertainty is the choice of model structure used to estimate coastal hazards. Differences in model…
This paper investigates the use of extreme value theory for modelling the distribution of demand-net-of-wind for capacity adequacy assessment. Extreme value theory approaches are well-established and mathematically justified methods for…
The extreme values theory presents specific tools for modeling and predicting extreme phenomena. In particular, risk assessment is often analyzed through measures for tail dependence and high values clustering. Despite technological…
We investigate the predictability of extreme events in time series. The focus of this work is to understand under which circumstances large events are better predictable than smaller events. Therefore we use a simple prediction algorithm…
When extreme weather events affect large areas, their regional to sub-continental spatial scale is important for their impacts. We propose a novel machine learning (ML) framework that integrates spatial extreme-value theory to model weather…
Statistical extreme value theory is concerned with the use of asymptotically motivated models to describe the extreme values of a process. A number of commonly used models are valid for observed data that exceed some high threshold.…
In a classical optimal stopping problem the aim is to maximize the expected value of a functional of a diffusion evaluated at a stopping time. This note considers optimal stopping problems beyond this paradigm. We study problems in which…
Risk assessment for extreme events requires accurate estimation of high quantiles that go beyond the range of historical observations. When the risk depends on the values of observed predictors, regression techniques are used to interpolate…
Floods are one of nature's most catastrophic calamities which cause irreversible and immense damage to human life, agriculture, infrastructure and socio-economic system. Several studies on flood catastrophe management and flood forecasting…
In the present paper we demonstrate the results of a statistical analysis of some characteristics of precipitation events and propose a kind of a theoretical explanation of the proposed models in terms of mixed Poisson and mixed exponential…
This study investigates, by means of numerical simulations, extreme mechanical force exerted by a turbulent flow impinging on a bluff body, and examines the relevance of two distinct rare-event algorithms to efficiently sample these events.…
Many random phenomena, including life-testing and environmental data, show positive values and excess zeros, which pose modeling challenges. In life testing, immediate failures result in zero lifetimes, often due to defects or poor quality,…
Extreme value analysis for time series is often based on the block maxima method, in particular for environmental applications. In the classical univariate case, the latter is based on fitting an extreme-value distribution to the sample of…
We develop methods, based on extreme value theory, for analysing observations in the tails of longitudinal data, i.e., a data set consisting of a large number of short time series, which are typically irregularly and non-simultaneously…
As part of global climate change an accelerated hydrologic cycle (including an increase in heavy precipitation) is anticipated. So, it is of great importance to be able to quantify high-impact hydrologic relationships, for example, the…
The climate change dispute is about changes over time of environmental characteristics (such as rainfall). Some people say that a possible change is not so much in the mean but rather in the extreme phenomena (that is, the average rainfall…
In emergency egress crowd behavior critically affects egress efficiency and public safety. By integrating psychological principles to Newtonian motion of crowd, a fluid-based equation is derived in this paper to explore how energy in…
Fluvial floods drive severe risk to riverine communities. There is a strong evidence of increasing flood hazards in many regions around the world. The choice of methods and assumptions used in flood hazard estimates can impact the design of…
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…