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Related papers: Extreme event probability estimation using PDE-con…

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This paper presents a novel semiparametric method to study the effects of extreme events on binary outcomes and subsequently forecast future outcomes. Our approach, based on Bayes' theorem and regularly varying (RV) functions, facilitates a…

Econometrics · Economics 2025-02-25 Laura Liu , Yulong Wang

Physical systems whose dynamics are governed by partial differential equations (PDEs) find applications in numerous fields, from engineering design to weather forecasting. The process of obtaining the solution from such PDEs may be…

Machine Learning · Computer Science 2022-09-21 Pratyush Bhatt , Yash Kumar , Azzeddine Soulaimani

Extreme events are emergent phenomena in multi-particle transport processes on complex networks. In practice, such events could range from power blackouts to call drops in cellular networks to traffic congestion on roads. All the earlier…

Physics and Society · Physics 2020-10-27 Aanjaneya Kumar , Suman Kulkarni , M. S. Santhanam

Extreme events arising in georeferenced processes can take various forms, such as occurring in isolated patches or stretching contiguously over large areas, and can further vary with the spatial location and the extremeness of the events.…

Statistics Theory · Mathematics 2025-01-15 Ryan Cotsakis , Elena Di Bernardino , Thomas Opitz

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

In this chapter, we illustrate the use of split bulk-tail models and subasymptotic models motivated by extreme-value theory in the context of hazard assessment for earthquake-induced landslides. A spatial joint areal model is presented for…

Applications · Statistics 2024-04-16 Rishikesh Yadav , Luigi Lombardo , Raphaël Huser

Event attribution in the context of climate change seeks to understand the role of anthropogenic greenhouse gas emissions on extreme weather events, either specific events or classes of events. A common approach to event attribution uses…

Methodology · Statistics 2018-02-06 Christopher J. Paciorek , Dáithí A. Stone , Michael F. Wehner

This work presents a systematic framework for improving the predictions of statistical quantities for turbulent systems, with a focus on correcting climate simulations obtained by coarse-scale models. While high resolution simulations or…

Atmospheric and Oceanic Physics · Physics 2023-04-06 Alexis-Tzianni Charalampopoulos , Shixuan Zhang , Bryce Harrop , Lai-yung Ruby Leung , Themistoklis Sapsis

Machine learning models play a vital role in the prediction task in several fields of study. In this work, we utilize the ability of machine learning algorithms to predict the occurrence of extreme events in a nonlinear mechanical system.…

Machine Learning · Computer Science 2021-12-03 J. Meiyazhagan , S. Sudharsan , A. Venkatasen , M. Senthilvelan

In this paper, we provide finite sample results to assess the consistency of Generalized Pareto regression trees, as tools to perform extreme value regression. The results that we provide are obtained from concentration inequalities, and…

Statistics Theory · Mathematics 2021-12-21 Sébastien Farkas , Antoine Heranval , Olivier Lopez , Maud Thomas

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

We propose a physics-constrained machine learning method-based on reservoir computing- to time-accurately predict extreme events and long-term velocity statistics in a model of turbulent shear flow. The method leverages the strengths of two…

Fluid Dynamics · Physics 2021-04-14 Nguyen Anh Khoa Doan , Wolfgang Polifke , Luca Magri

We consider the problem of autonomous navigation using limited information from a remote sensor network. Because the remote sensors are power and bandwidth limited, we use event-triggered (ET) estimation to manage communication costs. We…

Robotics · Computer Science 2023-03-22 Anne Theurkauf , Qi Heng Ho , Roland Ilyes , Nisar Ahmed , Morteza Lahijanian

The control and risk assessment in complex information systems require to take into account extremes arising from nodes with large node degrees. Various sampling techniques like a Page Rank random walk, a Metropolis-Hastings Markov chain…

Statistics Theory · Mathematics 2015-02-18 Natalia Markovich

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…

Methodology · Statistics 2025-05-05 Emma S. Simpson , Jonathan A. Tawn

Occurrences of tropical cyclones at a location are rare, and for many locations, only short periods of observations or hindcasts are available. Hence, estimation of return values (corresponding to a period considerably longer than that for…

Applications · Statistics 2022-02-16 Ryota Wada , Jeremy Rohmer , Yann Krien , Philip Jonathan

The occurrence of some extreme events (such as marine heatwaves or exceptional circulations) can cause other extreme events (such as heatwave, drought and flood). These concurrent extreme events have a great impact on environment and human…

Atmospheric and Oceanic Physics · Physics 2025-09-08 Siyang Yu , Yu Huang , Zuntao Fu

Small islands in the vicinity of the mainland are believed to offer protection from wind and waves and thus coastal communities have been developed in these areas. However, what happens when it comes to tsunamis is not clear. Will these…

Extreme events frequently occur in real-world time series and often carry significant practical implications. In domains such as climate and healthcare, these events, such as floods, heatwaves, or acute medical episodes, can lead to serious…

Machine Learning · Computer Science 2025-10-24 Quan Li , Wenchao Yu , Suhang Wang , Minhua Lin , Lingwei Chen , Wei Cheng , Haifeng Chen

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