Related papers: Extreme Value Based Estimation of Critical Single …
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…
The critical effective potential is the nonperturbative part of the effective action at a phase transition. It equals the scale invariant effective average potential and can be calculated from the renormalization group flow of the effective…
We discuss how an eigenvalue perturbation formula for transfer operators of dynamical systems is related to exponential hitting time distributions and extreme value theory for processes generated by chaotic dynamical systems. We also list a…
Estimating the probability of rare channel conditions is a central challenge in ultra-reliable wireless communication, where random events, such as deep fades, can cause sudden variations in the channel quality. This paper proposes a…
We present the methods employed by team `Uniofbathtopia' as part of the Data Challenge organised for the 13th International Conference on Extreme Value Analysis (EVA2023), including our winning entry for the third sub-challenge. Our…
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…
We propose Elliptic Power and Power parameterizations for the probability distribution of initial state anisotropies in heavy-ion collisions. By assuming a linear eccentricity scaling, the new parameterizations can also be applied to…
We develop a novel computational method for evaluating the extreme excursion probabilities arising from random initialization of nonlinear dynamical systems. The method uses excursion probability theory to formulate a sequence of Bayesian…
Extreme value analysis in the presence of censoring is receiving much attention as it has applications in many disciplines, including survival and reliability studies. Estimation of extreme value index (EVI) is of primary importance as it…
The extreme value statistics of active matter offer significant insight into their unique properties. A phase transition has recently been reported in a model of branching run-and-tumble particles, describing the spatial spreading of an…
The limitations resulting from the dichtomisation of continuous outcomes have been extensively described. But the need to present results based on binary outcomes in particular in health science remains. Alternatives based on the…
Causal phenomena associated with rare events occur across a wide range of engineering problems, such as risk-sensitive safety analysis, accident analysis and prevention, and extreme value theory. However, current methods for causal…
This paper addresses the problem of estimating, in the presence of random censoring as well as competing risks, the extreme value index of the (sub)-distribution function associated to one particular cause, in the heavy-tail case.…
In this paper, we consider a problem of failure prediction in the context of predictive maintenance applications. We present a new approach for rare failures prediction, based on a general methodology, which takes into account peculiar…
The objective of reliability sensitivity analysis is to determine input variables that mostly contribute to the variability of the failure probability. In this paper, we study a recently introduced method for the reliability sensitivity…
Comparing future antibiotic resistance levels resulting from different antibiotic treatments is challenging because some patients may survive only under one of the antibiotic treatments. We embed this problem within a semi-competing risks…
Having reliable estimates of the occurrence rates of extreme events is highly important for insurance companies, government agencies and the general public. The rarity of an extreme event is typically expressed through its return period,…
We explore the critical fluctuations near the chiral critical endpoint (CEP) in a chiral effective model and discuss possible signals of the CEP, recently explored experimentally in nuclear collision. Particular attention is paid to the…
Models for predicting the time of a future event are crucial for risk assessment, across a diverse range of applications. Existing time-to-event (survival) models have focused primarily on preserving pairwise ordering of estimated event…
Increasing frequency and intensity of extreme weather events motivates the assessment of power system resilience. The random nature of power system failures during these events mandates probabilistic resilience assessment, but…