English
Related papers

Related papers: Inference for extreme values under threshold-based…

200 papers

In classical extreme value theory probabilities of extreme events are estimated assuming all the components of a random vector to be in a domain of attraction of an extreme value distribution. In contrast, the conditional extreme value…

Statistics Theory · Mathematics 2011-08-30 Bikramjit Das , Sidney I. Resnick

In this thesis we investigate the instabilities of superfluids at finite superflow by means of a hydrodynamical approach. We find that at a finite value of the background superfluid velocity a hydrodynamic collective mode crosses to the…

High Energy Physics - Theory · Physics 2024-01-10 Filippo Sottovia

This paper presents a new model for characterising temporal dependence in exceedances above a threshold. The model is based on the class of trawl processes, which are stationary, infinitely divisible stochastic processes. The model for…

Methodology · Statistics 2017-12-19 Ragnhild C. Noven , Almut E. D. Veraart , Axel Gandy

The extreme event statistics plays a very important role in the theory and practice of time series analysis. The reassembly of classical theoretical results is often undermined by non-stationarity and dependence between increments.…

Statistical Finance · Quantitative Finance 2015-05-28 Mauro Politi , Nicolas Millot , Anirban Chakraborti

In environmental applications of extreme value statistics, the underlying stochastic process is often modeled either as a max-stable process in continuous time/space or as a process in the domain of attraction of such a max-stable process.…

Statistics Theory · Mathematics 2018-02-13 Holger Drees , Laurens de Haan , Feridun Turkman

Random walk on discrete lattice models is important to understand various types of transport processes. The extreme events, defined as exceedences of the flux of walkers above a prescribed threshold, have been studied recently in the…

Statistical Mechanics · Physics 2012-05-31 Vimal Kishore , M. S. Santhanam , R. E. Amritkar

Flooding is the world's most costly type of natural disaster in terms of both economic losses and human causalities. A first and essential procedure towards flood monitoring is based on identifying the area most vulnerable to flooding,…

In this study, the cumulative effect of the empirical probability distribution of a random variable is identified as a factor that amplifies the occurrence of extreme events in datasets. To quantify this observation, a corresponding…

The proliferation of Large Language Models (LLMs) necessitates efficient mechanisms to distinguish machine-generated content from human text. While statistical watermarking has emerged as a promising solution, existing methods suffer from…

Machine Learning · Computer Science 2026-02-20 Baihe Huang , Eric Xu , Kannan Ramchandran , Jiantao Jiao , Michael I. Jordan

Advances in deep learning methods for weather forecasting are creating opportunities to computationally explore the potential for steering or control of extreme weather trajectories for societal risk reduction. We present initial…

Atmospheric and Oceanic Physics · Physics 2026-04-22 Moyan Liu , Qin Huang , Upmanu Lall

Regionalization methods have long been used to estimate high return levels of river discharges at ungauged locations on a river network. In these methods, the recorded discharge measurements of a group of similar, gauged, stations is used…

Applications · Statistics 2016-11-11 Peiman Asadi , Sebastian Engelke , Anthony C. Davison

Intensifying climate change will lead to more extreme weather events, including heavy rainfall and drought. Accurate stream flow prediction models which are adaptable and robust to new circumstances in a changing climate will be an…

Computer Vision and Pattern Recognition · Computer Science 2023-04-05 Aleksis Pirinen , Olof Mogren , Mårten Västerdal

Heavy rainfall distributional modeling is essential in any impact studies linked to the water cycle, e.g.\ flood risks. Still, statistical analyses that both take into account the temporal and multivariate nature of extreme rainfall are…

Methodology · Statistics 2022-05-13 Gloria Buriticá , Philippe Naveau

In recent environmental studies extreme events have a great impact. The yearly and monthly maxima of environment related indices can be analysed by the tools of extreme value theory. For instance, the monthly maxima of the fire weather…

Methodology · Statistics 2020-03-20 László Németh , Zuzana Hübnerová , András Zempléni

In many applied fields it is desired to make predictions with the aim of assessing the plausibility of more severe events than those already recorded to safeguard against calamities that have not yet occurred. This problem can be analysed…

Methodology · Statistics 2023-11-21 S. A. Padoan , Stefano Rizzelli

An adaptive sampling approach for efficient detection of bifurcation boundaries in parametrized fluid flow problems is presented herein. The study extends the machine-learning approach of Silvester~(J. Comput. Phys., 553 (2026), 114743),…

Fluid Dynamics · Physics 2026-02-19 Anshima Singh , David J. Silvester

Many scientific and engineering problems require accurate models of dynamical systems with rare and extreme events. Such problems present a challenging task for data-driven modelling, with many naive machine learning methods failing to…

Machine Learning · Computer Science 2021-12-03 Samuel Rudy , Themistoklis Sapsis

We propose a method for the accurate estimation of rare event or failure probabilities for expensive-to-evaluate numerical models in high dimensions. The proposed approach combines ideas from large deviation theory and adaptive importance…

Computation · Statistics 2023-03-28 Shanyin Tong , Georg Stadler

In recent years, climate extremes such as floods have created significant environmental and economic hazards for Australia. Deep learning methods have been promising for predicting extreme climate events; however, large flooding events…

Machine Learning · Computer Science 2025-02-12 Rohitash Chandra , Arpit Kapoor , Siddharth Khedkar , Jim Ng , R. Willem Vervoort

With the deterioration of climate, the phenomenon of rain-induced flooding has become frequent. To mitigate its impact, recent works adopt convolutional neural network or its variants to predict the floods. However, these methods directly…

Computer Vision and Pattern Recognition · Computer Science 2023-12-13 Feifei Wang , Yong Wang , Bing Li , Qidong Huang , Shaoqing Chen