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Currently available models for spatial extremes suffer either from inflexibility in the dependence structures that they can capture, lack of scalability to high dimensions, or in most cases, both of these. We present an approach to spatial…

Methodology · Statistics 2022-06-17 Jennifer L. Wadsworth , Jonathan Tawn

In environmental science applications, extreme events frequently exhibit a complex spatio-temporal structure, which is difficult to describe flexibly and estimate in a computationally efficient way using state-of-art parametric…

Methodology · Statistics 2022-12-22 Marco Oesting , Raphaël Huser

Large, non-stationary spatio-temporal data are ubiquitous in modern statistical applications, and the modeling of spatio-temporal extremes is crucial for assessing risks in environmental sciences among others. While the modeling of extremes…

Applications · Statistics 2019-12-03 Raphaël Huser

The conditional extremes framework allows for event-based stochastic modeling of dependent extremes, and has recently been extended to spatial and spatio-temporal settings. After standardizing the marginal distributions and applying an…

Methodology · Statistics 2024-03-26 Emma S. Simpson , Thomas Opitz , Jennifer L. Wadsworth

Extreme value analysis is an essential methodology in the study of rare and extreme events, which hold significant interest in various fields, particularly in the context of environmental sciences. Models that employ the exceedances of…

Methodology · Statistics 2025-07-16 Lorenzo Dell'Oro , Carlo Gaetan

The classical modeling of spatial extremes relies on asymptotic models (i.e., max-stable processes or $r$-Pareto processes) for block maxima or peaks over high thresholds, respectively. However, at finite levels, empirical evidence often…

Methodology · Statistics 2020-09-15 Raphaël Huser , Jennifer L. Wadsworth

It is no secret that statistical modelling often involves making simplifying assumptions when attempting to study complex stochastic phenomena. Spatial modelling of extreme values is no exception, with one of the most common such…

Applications · Statistics 2025-05-05 Lydia Kakampakou , Emma S. Simpson , Jennifer L. Wadsworth

Inference on the extremal behaviour of spatial aggregates of precipitation is important for quantifying river flood risk. There are two classes of previous approach, with one failing to ensure self-consistency in inference across different…

Methodology · Statistics 2022-06-22 Jordan Richards , Jonathan A. Tawn , Simon Brown

Understanding and mapping extreme heat is critical for risk management and public health planning, particularly in regions with complex terrain and heterogeneous climate. We present a case study of extreme heat in the Four Corners region of…

Applications · Statistics 2026-04-22 Ben Seiyon Lee , Reetam Majumder , Jordan Richards , Emma S. Simpson , Likun Zhang

Extreme environmental events such as severe storms, drought, heat waves, flash floods, and abrupt species collapse have become more prevalent in the earth-atmosphere dynamic system in recent years. In order to fully understand the…

Methodology · Statistics 2025-08-05 Myungsoo Yoo , Likun Zhang , Christopher K. Wikle , Thomas Opitz

Spatial modelling of extreme values allows studying the risk of joint occurrence of extreme events at different locations and is of significant interest in climatic and other environmental sciences. A popular class of dependence models for…

Methodology · Statistics 2026-02-11 Lorenzo Dell'Oro , Carlo Gaetan , Thomas Opitz

Since many environmental processes such as heat waves or precipitation are spatial in extent, it is likely that a single extreme event affects several locations and the areal modelling of extremes is therefore essential if the spatial…

Methodology · Statistics 2012-08-28 Clément Dombry , Frédéric Éyi-Minko , Mathieu Ribatet

The modeling of spatio-temporal trends in temperature extremes can help better understand the structure and frequency of heatwaves in a changing climate. Here, we study annual temperature maxima over Southern Europe using a century-spanning…

Methodology · Statistics 2020-09-08 Peng Zhong , Raphaël Huser , Thomas Opitz

A flexible spatio-temporal model is implemented to analyse extreme extra-tropical cyclones objectively identified over the Atlantic and Europe in 6-hourly re-analyses from 1979-2009. Spatial variation in the extremal properties of the…

Applications · Statistics 2015-01-27 Theodoros Economou , David B. Stephenson , Christopher A. T. Ferro

When extreme weather events affect large areas, their regional to sub-continental spatial scale is important for their impacts. We propose a novel machine learning (ML) framework that integrates spatial extreme-value theory to model weather…

Applications · Statistics 2025-05-29 Jonathan Koh , Daniel Steinfeld , Olivia Martius

We establish a theory for multivariate extreme value analysis of dynamical systems. Namely, we provide conditions adapted to the dynamical setting which enable the study of dependence between extreme values of the components of…

Dynamical Systems · Mathematics 2026-01-21 Romain Aimino , Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Mike Todd

This study investigates how conditional normalizing flows can be applied to remote sensing data products in climate science for spatio-temporal prediction. The method is chosen due to its desired properties such as exact likelihood…

Machine Learning · Computer Science 2024-06-03 Christina Winkler , David Rolnick

Environmental data science for spatial extremes has traditionally relied heavily on max-stable processes. Even though the popularity of these models has perhaps peaked with statisticians, they are still perceived and considered as the…

Methodology · Statistics 2024-02-01 Raphaël Huser , Thomas Opitz , Jennifer Wadsworth

Many environmental processes exhibit weakening spatial dependence as events become more extreme. Well-known limiting models, such as max-stable or generalized Pareto processes, cannot capture this, which can lead to a preference for models…

Methodology · Statistics 2017-09-06 Raphaël G. Huser , Jennifer L. Wadsworth

In this work, we estimate extreme sea surface temperature (SST) hotspots, i.e., high threshold exceedance regions, for the Red Sea, a vital region of high biodiversity. We analyze high-resolution satellite-derived SST data comprising daily…

Applications · Statistics 2020-10-20 Arnab Hazra , Raphaël Huser
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