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

In this paper, we investigate temporal clusters of extremes defined as subsequent exceedances of high thresholds in a stationary time series. Two meaningful features of these clusters are the probability distribution of the cluster size and…

Climate change has increased the severity and frequency of weather disasters all around the world. Flood inundation mapping based on earth observation data can help in this context, by providing cheap and accurate maps depicting the area…

Polycrystalline metal failure often begins with stress concentration at grain boundaries. Identifying which microstructural features trigger these events is important but challenging because these extreme damage events are rare and the…

Missing data occur in a variety of applications of extreme value analysis. In the block maxima approach to an extreme value analysis, missingness is often handled by either ignoring missing observations or dropping a block of observations…

Solving decision problems in complex, stochastic environments is often achieved by estimating the expected outcome of decisions via Monte Carlo sampling. However, sampling may overlook rare, but important events, which can severely impact…

A conceptual area is divided into units or barangays, each was allowed to evolve under a physical constraint. A risk assessment method was then used to identify the flood risk in each community using the following risk factors: the area's…

Extreme events are the major weather-related hazard for humanity. It is then of crucial importance to have a good understanding of their statistics and to be able to forecast them. However, lack of sufficient data makes their study…

The task of simplifying the complex spatio-temporal variables associated with climate modeling is of utmost importance and comes with significant challenges. In this research, our primary objective is to tailor clustering techniques to…

Hydrological post-processing using quantile regression algorithms constitutes a prime means of estimating the uncertainty of hydrological predictions. Nonetheless, conventional large-sample theory for quantile regression does not apply…

Inference over tails is performed by applying only the results of extreme value theory. Whilst such theory is well defined and flexible enough in the univariate case, multivariate inferential methods often require the imposition of…

We study the extreme events taking place on complex networks. The transport on networks is modelled using random walks and we compute the probability for the occurance and recurrence of extreme events on the network. We show that the nodes…

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,…

In recent years there has been a growing interest in developing "streaming algorithms" for efficient processing and querying of continuous data streams. These algorithms seek to provide accurate results while minimizing the required storage…

In many random phenomena, such as life-testing experiments and environmental data (like rainfall data), there are often positive values and an excess of zeros, which create modeling challenges. In life testing, immediate failures result in…

Modeling the risk of extreme weather events in a changing climate is essential for developing effective adaptation and mitigation strategies. Although the available low-resolution climate models capture different scenarios, accurate risk…

The key to successful statistical analysis of bivariate extreme events lies in flexible modelling of the tail dependence relationship between the two variables. In the extreme value theory literature, various techniques are available to…

For the purpose of causal inference we employ a stochastic model of the data generating process, utilizing individual propensity probabilities for the treatment, and also individual and counterfactual prognosis probabilities for the…

Lagrangian particle tracking is essential for characterizing turbulent flows, but inferring particle acceleration from inherently noisy position data remains a significant challenge. Fluid particles in turbulence experience extreme,…

We discuss the combined effects of overdamped motion in a quenched random potential and diffusion, in one dimension, in the limit where the diffusion coefficient is small. Our analysis considers the statistics of the mean first-passage time…

A central problem in uncertainty quantification is how to characterize the impact that our incomplete knowledge about models has on the predictions we make from them. This question naturally lends itself to a probabilistic formulation, by…