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