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Quantifying and predicting rare and extreme events persists as a crucial yet challenging task in understanding complex dynamical systems. Many practical challenges arise from the infrequency and severity of these events, including the…

Machine Learning · Statistics 2025-10-23 Kai Chang , Themistoklis P. Sapsis

We propose and compare methods for the analysis of extreme events in complex systems governed by PDEs that involve random parameters, in situations where we are interested in quantifying the probability that a scalar function of the…

Optimization and Control · Mathematics 2025-08-12 Shanyin Tong , Eric Vanden-Eijnden , Georg Stadler

The summer of 2023 was the second hottest on record, with numerous extreme heatwaves across the globe. Using the Spherical Fourier Neural Operator machine learning (ML) weather model, we generated a massive ensemble of 7,424 weather…

Extreme events provide relevant insights into the dynamics of climate and their understanding is key for mitigating the impact of climate variability and climate change. By applying large deviation theory to a state-of-the-art Earth system…

Atmospheric and Oceanic Physics · Physics 2021-08-04 Vera Melinda Galfi , Valerio Lucarini

The low frequency variability of the extratropical atmosphere involves hemispheric-scale recurring, often persistent, states known as teleconnection patterns or regimes, which can have profound impact on predictability on intra-seasonal and…

Atmospheric and Oceanic Physics · Physics 2024-01-31 Dmitry Mukhin , Abdel Hannachi , Tobias Braun , Norbert Marwan

In this paper, we present a comprehensive analysis of extreme temperature patterns using emerging statistical machine learning techniques. Our research focuses on exploring and comparing the effectiveness of various statistical models for…

Applications · Statistics 2023-07-27 Kameron B. Kinast , Ernest Fokoué

Earth System Models (ESMs) are essential for understanding the interaction between human activities and the Earth's climate. However, the computational demands of ESMs often limit the number of simulations that can be run, hindering the…

Atmospheric and Oceanic Physics · Physics 2024-09-19 Seth Bassetti , Brian Hutchinson , Claudia Tebaldi , Ben Kravitz

The probability of rare and extreme events is an important quantity for design purposes. However, computing the probability of rare events can be expensive because only a few events, if any, can be observed. To this end, it is necessary to…

Computational Physics · Physics 2020-01-08 Malik Hassanaly , Venkat Raman

Elucidating the statistical properties of extreme meteo-climatic events and capturing the physical processes responsible for their occurrence are key steps for improving our understanding of climate variability and climate change and for…

Atmospheric and Oceanic Physics · Physics 2023-01-18 Valerio Lucarini , Vera Melinda Galfi , Gabriele Messori , Jacopo Riboldi

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

Rare events are events that are expected to occur infrequently, or more technically, those that have low probabilities (say, order of $10^{-3}$ or less) of occurring according to a probability model. In the context of uncertainty…

Computation · Statistics 2015-08-21 James L. Beck , Konstantin M. Zuev

We use extreme value theory to estimate the probability of successive exceedances of a threshold value of a time-series of an observable on several classes of chaotic dynamical systems. The observables have either a Fr\'echet (fat-tailed)…

Dynamical Systems · Mathematics 2023-11-07 Meagan Carney , Mark Holland , Matthew Nicol , Phuong Tran

Waves traveling through random media exhibit random focusing that leads to extremely high wave intensities even in the absence of nonlinearities. Although such extreme events are present in a wide variety of physical systems and the…

Chaotic Dynamics · Physics 2015-06-17 Jakob J. Metzger , Ragnar Fleischmann , Theo Geisel

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,…

Methodology · Statistics 2019-10-08 Ross Towe , Jonathan Tawn , Emma Eastoe , Rob Lamb

For rare events described in terms of Markov processes, truly unbiased estimation of the rare event probability generally requires the avoidance of numerical approximations of the Markov process. Recent work in the exact and…

Statistics Theory · Mathematics 2021-11-08 James Hodgson , Adam M. Johansen , Murray Pollock

In this paper, we analyze several instrumental records of temperatures at different locations by using new techniques originally developed for the analysis of extreme values of dynamical systems. We show that they have the same recurrence…

Geophysics · Physics 2014-03-24 Davide Faranda , Sandro Vaienti

Extreme events, such as wave-storms, need to be characterized for coastal infrastructure design purposes. Such description should contain information on both the univariate behaviour and the joint-dependence of storm-variables. These two…

Atmospheric and Oceanic Physics · Physics 2019-03-15 Jue Lin-Ye , Manuel García-León , Vicente Gràcia , Maribel Ortego , Piero Lionello , Agustín Sanchez-Arcilla

Motivated by the analysis of extreme rainfall data, we introduce a general Bayesian hierarchical model for estimating the probability distribution of extreme values of intermittent random sequences, a common problem in geophysical and…

Methodology · Statistics 2020-05-26 Enrico Zorzetto , Antonio Canale , Marco Marani

Atypical, rare trajectories of dynamical systems are important: they are often the paths for chemical reactions, the haven of (relative) stability of planetary systems, the rogue waves that are detected in oil platforms, the structures that…

Statistical Mechanics · Physics 2012-04-12 Cristian Giardina , Jorge Kurchan , Vivien Lecomte , Julien Tailleur

The extreme event statistics plays a very important role in the theory and practice of time series analysis. The reassembly of classical theoretical results is often undermined by non-stationarity and dependence between increments.…

Statistical Finance · Quantitative Finance 2015-05-28 Mauro Politi , Nicolas Millot , Anirban Chakraborti
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