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Multivariate extreme value models are used to estimate joint risk in a number of applications, with a particular focus on environmental fields ranging from climatology and hydrology to oceanography and seismic hazards. The semi-parametric…

Methodology · Statistics 2019-08-08 Ross Towe , Jonathan Tawn , Rob Lamb , Chris Sherlock

The paper introduces a new regression model designed for situations where both the response and covariates are non-stationary extremes. This method is specifically designed for situations where both the response variable and covariates are…

Methodology · Statistics 2025-06-26 Amina El Bernoussi , Mohamed El Arrouchi

Extreme value distributions are routinely employed to assess risks connected to extreme events in a large number of applications. They typically are two- or three- parameter distributions: the inference can be unstable, which is…

Statistics Theory · Mathematics 2026-02-19 Nathan Huet , Ilaria Prosdocimi

Weather extremes produce major impacts on society and ecosystems and are likely to change in likelihood and magnitude with climate change. However, very low probability events are hard to characterize statistically using observations or…

Applications · Statistics 2026-04-28 Christopher J. Paciorek , Daniel Cooley

A common approach for modeling extremes, such as peak flow or high temperatures, is the three-parameter Generalized Extreme-Value distribution. This is typically fit to extreme observations, here defined as maxima over disjoint blocks. This…

Applications · Statistics 2025-10-07 Nathan Huet , Ilaria Prosdocimi

Analysis of the rare and extreme values through statistical modeling is an important issue in economical crises, climate forecasting, and risk management of financial portfolios. Extreme value theory provides the probability models needed…

Methodology · Statistics 2017-02-15 Ali Reza Fotouhi

Modelling excesses over a high threshold using the Pareto or generalized Pareto distribution (PD/GPD) is the most popular approach in extreme value statistics. This method typically requires high thresholds in order for the (G)PD to fit…

Statistics Theory · Mathematics 2009-01-13 Jan Beirlant , Elisabeth Joossens , Johan Segers

The generalized extreme value (GEV) distribution is commonly employed to help estimate the likelihood of extreme events in many geophysical and other application areas. The recently proposed blended generalized extreme value (bGEV)…

Applications · Statistics 2024-10-10 Nir Y. Krakauer

One of the goals of climate science is to characterize the statistics of extreme and potentially dangerous events in the present and future climate. Extreme events like heat waves, droughts, or floods due to persisting rains are…

Atmospheric and Oceanic Physics · Physics 2020-01-08 Francesco Ragone , Freddy Bouchet

Extreme precipitation events occurring over large spatial domains pose substantial threats to societies because they can trigger compound flooding, landslides, and infrastructure failures across wide areas. A hybrid framework for spatial…

Applications · Statistics 2025-09-15 Zimu Wang , Yifan Wu , Daning Bi

Accurate rainfall forecasting, particularly for extreme events, remains a significant challenge in climatology and the Earth system. This paper presents novel physics-informed Graph Neural Networks (GNNs) combined with extreme-value…

Machine Learning · Computer Science 2026-05-25 Kiattikun Chobtham , Kanoksri Sarinnapakorn , Kritanai Torsri , Prattana Deeprasertkul , Jirawan Kamma

A new method is proposed for modelling the yearly maxima of sub-daily precipitation, with the aim of producing spatial maps of return level estimates. Yearly precipitation maxima are modelled using a Bayesian hierarchical model with a…

Applications · Statistics 2022-09-23 Silius M. Vandeskog , Sara Martino , Daniela Castro-Camilo , Håvard Rue

Wildfires are highly imbalanced natural hazards in both space and severity, making the prediction of extreme events particularly challenging. In this work, we introduce the first ordinal classification framework for forecasting wildfire…

Machine Learning · Computer Science 2026-05-26 Nicolas Caron , Christophe Guyeux , Hassan Noura , Benjamin Aynes

We quantify changes DeltaQ in 100-year return values for regional annual maxima and minima of near-surface atmospheric temperature from output of five CMIP6 models, for five of the Earth's desert regions, over the interval (2025,2125). We…

Atmospheric and Oceanic Physics · Physics 2026-03-16 Callum Leach , Kevin Ewans , Philip Jonathan

Reliable estimates of sea level return levels are crucial for coastal flooding risk assessments and for coastal flood defence design. We describe a novel method for estimating extreme sea levels that is the first to capture seasonality,…

Applications · Statistics 2022-07-21 Eleanor D'Arcy , Jonathan A. Tawn , Amélie Joly , Dafni E. Sifnioti

Phenomena such as air pollution levels are of greatest interest when observations are large, but standard prediction methods are not specifically designed for large observations. We propose a method, rooted in extreme value theory, which…

Applications · Statistics 2013-01-09 Daniel Cooley , Richard A. Davis , Philippe Naveau

Changes in extreme weather may produce some of the largest societal impacts of anthropogenic climate change. However, it is intrinsically difficult to estimate changes in extreme events from the short observational record. In this work we…

Forecasting extreme precipitation is essential yet challenging due to its rarity and complexity. We develop a large deviation framework to estimate the return times of extreme precipitation events. We first find that the Landau…

Statistical Mechanics · Physics 2026-04-14 Haotian Xie , Haoxian Liu , Jingfang Fan , Ying Tang

Generating accurate extremes from an observational data set is crucial when seeking to estimate risks associated with the occurrence of future extremes which could be larger than those already observed. Applications range from the…

Machine Learning · Statistics 2026-02-02 Nicolas Lafon , Philippe Naveau , Ronan Fablet

Modeling precipitation and its accumulation over time and space is essential for flood risk assessment. In this paper, we analyze rainfall data collected over several years through a micro-scale precipitation sensor network in Montpellier,…

Applications · Statistics 2026-04-23 Chloé Serre-Combe , Nicolas Meyer , Thomas Opitz , Gwladys Toulemonde