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Modelling of precipitation and its extremes is important for urban and agriculture planning purposes. We present a method for producing spatial predictions and measures of uncertainty for spatio-temporal data that is heavy-tailed and…

Applications · Statistics 2014-11-19 Yang Liu , Philip Kokic

An extremal model for the plasticity of amorphous materials is studied in a simple two-dimensional anti-plane geometry. The steady-state is analyzed through numerical simulations. Long-range spatial and temporal correlations in local slip…

Disordered Systems and Neural Networks · Physics 2009-11-07 Jean-Christophe Baret , Damien Vandembroucq , Stephane Roux

When modeling geostatistical or areal data, spatial structure is commonly accommodated via a covariance function for the former and a neighborhood structure for the latter. In both cases the resulting spatial structure is a consequence of…

Methodology · Statistics 2015-04-20 Garritt L. Page , Fernando A. Quintana

Spatial maps of extreme precipitation are crucial in flood protection. With the aim of producing maps of precipitation return levels, we propose a novel approach to model a collection of spatially distributed time series where the…

Methodology · Statistics 2023-04-27 Federica Stolf , Antonio Canale

Max-stable processes are a common choice for modelling spatial extreme data as they arise naturally as the infinite-dimensional generalisation of multivariate extreme value theory. Statistical inference for such models is complicated by the…

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

Max-stable processes have been expanded to quantify extremal dependence in spatio-temporal data. Due to the interaction between space and time, spatio-temporal data are often complex to analyze. So, characterizing these dependencies is one…

Methodology · Statistics 2019-05-21 Abdul-Fattah Abu-Awwad , Véronique Maume-Deschamps , Pierre Ribereau

A successful model for high-dimensional spatial extremes should, in principle, be able to describe both weakening extremal dependence at increasing levels and changes in the type of extremal dependence class as a function of the distance…

Methodology · Statistics 2022-12-14 Silius M. Vandeskog , Sara Martino , Raphaël Huser

In this paper, we propose a novel approach to modeling nonstationary spatial fields. The proposed method works by expanding the geographic plane over which these processes evolve into higher dimensional spaces, transforming and clarifying…

Methodology · Statistics 2013-01-22 Luke Bornn , Gavin Shaddick , James V Zidek

Both marginal and dependence features must be described when modelling the extremes of a stationary time series. There are standard approaches to marginal modelling, but long- and short-range dependence of extremes may both appear. In…

Methodology · Statistics 2016-03-17 Thomas Lugrin , Anthony C. Davison , Jonathan A. Tawn

Extremal graphical models are sparse statistical models for multivariate extreme events. The underlying graph encodes conditional independencies and enables a visual interpretation of the complex extremal dependence structure. For the…

Methodology · Statistics 2022-08-18 Sebastian Engelke , Stanislav Volgushev

We propose a series-based nonparametric specification test for a regression function when data are spatially dependent, the `space' being of a general economic or social nature. Dependence can be parametric, parametric with increasing…

Econometrics · Economics 2022-08-30 Abhimanyu Gupta , Xi Qu

An important aspect of modeling spatially-referenced data is appropriately specifying the covariance function of the random field. A practitioner working with spatial data is presented a number of choices regarding the structure of the…

Methodology · Statistics 2015-11-06 Zachary D. Weller , Jennifer A. Hoeting

In process monitoring, it is common for measurements to be taken regularly or randomly from different spatial locations in two or three dimensions. While there are nonparametric methods for process monitoring with such spatial data to…

Methodology · Statistics 2025-05-06 Philipp Adämmer , Philipp Wittenberg , Christian H. Weiß , Murat Caner Testik

We propose a flexible and robust nonparametric framework for testing spatial dependence in two- and three-dimensional random fields. Our approach involves converting spatial data into one-dimensional time series using space-filling Hilbert…

Methodology · Statistics 2025-10-20 Christian H. Weiß , Philipp Adämmer

Aiming to deliver improved precipitation simulations for hydrological impact assessment studies, we develop a methodology for modelling and simulating high-dimensional spatial precipitation extremes, focusing on both their marginal…

Applications · Statistics 2024-10-01 Silius M. Vandeskog , Raphaël Huser , Oddbjørn Bruland , Sara Martino

Recent years have seen a huge development in spatial modelling and prediction methodology, driven by the increased availability of remote-sensing data and the reduced cost of distributed-processing technology. It is well known that…

Computation · Statistics 2020-02-18 Andrew Zammit-Mangion , Jonathan Rougier

We develop a unified statistical framework for attributing heatwaves as spatio-temporal phenomena under climate change. We quantify the impact of anthropogenic forcing on the probability and persistence of heatwaves not captured by standard…

Applications · Statistics 2026-04-30 Kamal Gasser , Johan Segers , Francesco Ragone

A new approach for evaluating time-trends in extreme values accounting also for spatial dependence is proposed. Based on exceedances over a space-time threshold, estimators for a trend function and for extreme value parameters are given,…

Methodology · Statistics 2017-07-17 Ana Ferreira , Petra Friederichs , Laurens de Haan , Cláudia Neves , Martin Schlather

Precipitation exceedance probabilities are widely used in engineering design, risk assessment, and floodplain management. While common approaches like NOAA Atlas 14 assume that extreme precipitation characteristics are stationary over time,…

Applications · Statistics 2025-02-05 Yuchen Lu , Ben Seiyon Lee , James Doss-Gollin