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Physical parameterizations are used as representations of unresolved subgrid processes within weather and global climate models or coarse-scale turbulent models, whose resolutions are too coarse to resolve small-scale processes. These…

Machine Learning · Statistics 2022-10-27 Mohamed Aziz Bhouri , Pierre Gentine

Dynamical weather and climate prediction models underpin many studies of the Earth system and hold the promise of being able to make robust projections of future climate change based on physical laws. However, simulations from these models…

Atmospheric and Oceanic Physics · Physics 2019-09-04 Peter A. G. Watson

Atmospheric Extreme Events (EEs) cause severe damages to human societies and ecosystems. The frequency and intensity of EEs and other associated events are increasing in the current climate change and global warming risk. The accurate…

Extreme weather events have significant consequences, dominating the impact of climate on society. While high-resolution weather models can forecast many types of extreme events on synoptic timescales, long-term climatological risk…

Atmospheric and Oceanic Physics · Physics 2023-01-25 Justin Finkel , Edwin P. Gerber , Dorian S. Abbot , Jonathan Weare

In this paper, we discuss the emergence of extreme events in a parametrically driven non-polynomial mechanical system with a velocity-dependent potential. We confirm the occurrence of extreme events from the probability distribution…

Statistical Mechanics · Physics 2021-06-22 S. Sudharsan , A. Venkatesan , P. Muruganandam , M. Senthilvelan

Models for extreme values accommodating non-stationarity have been amply studied and evaluated from a parametric perspective. Whilst these models are flexible, in the sense that many parametrizations can be explored, they assume an…

Applications · Statistics 2022-02-16 Evandro Konzen , Claudia Neves , Philip Jonathan

We compare probabilistic predictions of extreme temperature anomalies issued by two different forecast schemes. One is a dynamical physical weather model, the other a simple data model. We recall the concept of skill scores in order to…

Applications · Statistics 2013-12-17 Stefan Siegert , Jochen Broecker , Holger Kantz

Parameter estimation connects mathematical models to real-world data and decision making across many scientific and industrial applications. Standard approaches such as maximum likelihood estimation and Markov chain Monte Carlo estimate…

Methodology · Statistics 2026-02-06 Matthew J Simpson , James S Bennett , Alexander Johnston , Ruth E Baker

Modelling and forecasting the occurrence of extreme events is especially difficult when the event process is nonstationary, with changes in both the rate at which extremes occur and the magnitude of the extremes when they occur. We approach…

Methodology · Statistics 2026-05-06 Gordon J. Ross , Dean Markwick

Most extreme events in real life can be faithfully modeled as random realizations from a Generalized Pareto distribution, which depends on two parameters: the scale and the shape. In many actual situations, one is mostly concerned with the…

Statistics Theory · Mathematics 2016-06-30 Paul Rochet , Isabel Serra

We develop an efficient numerical method for the probabilistic quantification of the response statistics of nonlinear multi-degree-of-freedom structural systems under extreme forcing events, emphasizing accurate heavy-tail statistics. The…

Computational Engineering, Finance, and Science · Computer Science 2017-06-05 Han Kyul Joo , Mustafa A. Mohamad , Themistoklis P. Sapsis

Deep neural networks, when optimized with sufficient data, provide accurate representations of high-dimensional functions; in contrast, function approximation techniques that have predominated in scientific computing do not scale well with…

Data Analysis, Statistics and Probability · Physics 2021-03-15 Grant M. Rotskoff , Andrew R. Mitchell , Eric Vanden-Eijnden

In many applied fields, the prediction of more severe events than those already recorded is crucial for safeguarding against potential future calamities. What-if analyses, which evaluate hypothetical scenarios up to the worst-case event,…

Methodology · Statistics 2025-04-08 Simone A. Padoan , Stefano Rizzelli

This work employs variational techniques to revisit and expand the construction and analysis of extreme value processes. These techniques permit a novel study of spatial statistics of the location of minimizing events. We develop integral…

Probability · Mathematics 2018-08-10 Nicolas Garcia Trillos , Ryan Murray , Daniel Sanz-Alonso

Extreme values of real phenomena are events that occur with low frequency, but can have a large impact on real life. These are, in many practical problems, high-dimensional by nature (e.g. Tawn, 1990; Coles and Tawn, 1991). To study these…

Methodology · Statistics 2015-08-25 Boris Beranger , Simone A. Padoan

Common practice in modern machine learning involves fitting a large number of parameters relative to the number of observations. These overparameterized models can exhibit surprising generalization behavior, e.g., ``double descent'' in the…

Machine Learning · Statistics 2024-10-03 Pratik Patil , Jin-Hong Du , Ryan J. Tibshirani

Extreme events, such as market crashes, natural disasters, and pandemics, are rare but catastrophic, often triggering cascading failures across interconnected systems. Accurate prediction and early warning can help minimize losses and…

Machine Learning · Computer Science 2025-06-10 Jingyi Gu , Xuan Zhang , Guiling Wang

Global climate models represent small-scale processes such as clouds and convection using quasi-empirical models known as parameterizations, and these parameterizations are a leading cause of uncertainty in climate projections. A promising…

Atmospheric and Oceanic Physics · Physics 2020-08-31 Janni Yuval , Paul A. O'Gorman

In public discussions of the quality of forecasts, attention typically focuses on the predictive performance in cases of extreme events. However, the restriction of conventional forecast evaluation methods to subsets of extreme observations…

Predicting extreme events in nonlinear dynamical systems is challenging due to a limited understanding of their statistical properties. This study numerically and theoretically investigates the statistical properties of infinite-modal maps…

Chaotic Dynamics · Physics 2026-04-07 Masaki Nakagawa