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It has become increasingly common to collect high-dimensional binary response data; for example, with the emergence of new sampling techniques in ecology. In smaller dimensions, multivariate probit (MVP) models are routinely used for…

Methodology · Statistics 2022-10-26 Antik Chakraborty , Rihui Ou , David B. Dunson

Recently all major weather prediction centres provide forecast ensembles of different weather quantities which are obtained from multiple runs of numerical weather prediction models with various initial conditions and model…

Methodology · Statistics 2016-07-20 Sándor Baran , Dóra Nemoda

Earth System Models (ESMs) are the state of the art for projecting the effects of climate change. However, longstanding uncertainties in their ability to simulate regional and local precipitation extremes and related processes inhibit…

Applications · Statistics 2017-07-20 Evan Kodra , Singdhansu Chatterjee , Stone Chen , Auroop R. Ganguly

The recently proposed non-Gaussian Mat\'{e}rn random field models, generated through Stochastic Partial differential equations (SPDEs), are extended by considering the class of Generalized Hyperbolic processes as noise forcings. The models…

Applications · Statistics 2013-07-25 David Bolin , Jonas Wallin

In this work, we propose a simulation-based estimation approach using generative neural networks to determine dependencies of precipitation maxima and their underlying uncertainty in time and space. Within the common framework of max-stable…

Machine Learning · Statistics 2026-05-01 Christopher Bülte , Lisa Leimenstoll , Melanie Schienle

In this paper, we provide a multiscale perspective on the problem of maximum marginal likelihood estimation. We consider and analyse a diffusion-based maximum marginal likelihood estimation scheme using ideas from multiscale dynamics. Our…

Computation · Statistics 2024-06-11 O. Deniz Akyildiz , Michela Ottobre , Iain Souttar

Gridded data products, for example interpolated daily measurements of precipitation from weather stations, are commonly used as a convenient substitute for direct observations because these products provide a spatially and temporally…

Recent developments in extreme value statistics have established the so-called geometric approach as a powerful modelling tool for multivariate extremes. We tailor these methods to the case of spatial modelling and examine their efficacy at…

Methodology · Statistics 2026-02-20 Lydia Kakampakou , Jennifer L. Wadsworth

Obtaining high-resolution maps of precipitation data can provide key insights to stakeholders to assess a sustainable access to water resources at urban scale. Mapping a nonstationary, sparse process such as precipitation at very high…

Applications · Statistics 2023-02-08 Jiachen Zhang , Matthew Bonas , Diogo Bolster , Geir-Arne Fuglstad , Stefano Castruccio

Statistical modeling of multivariate and spatial extreme events has attracted broad attention in various areas of science. Max-stable distributions and processes are the natural class of models for this purpose, and many parametric families…

Methodology · Statistics 2017-08-09 Clement Dombry , Sebastian Engelke , Marco Oesting

Motivated by the EVA2025 data challenge, where we participated as the team DesiBoys, we propose a regression strategy within the framework of regular variation to estimate the occurrences and intensities of high precipitation extremes…

Methodology · Statistics 2026-02-10 Rishikesh Yadav , Arnab Hazra

We develop a flexible spline-based Bayesian hidden Markov model stochastic weather generator to statistically model daily precipitation over time by season at individual locations. The model naturally accounts for missing data (considered…

Applications · Statistics 2022-07-19 Christopher J. Paciorek

Extreme temperature events have traditionally been detected assuming a unimodal distribution of temperature data. We found that surface temperature data can be described more accurately with a multimodal rather than a unimodal distribution.…

Atmospheric and Oceanic Physics · Physics 2023-09-14 Aytaç Paçal , Birgit Hassler , Katja Weigel , M. Levent Kurnaz , Michael F. Wehner , Veronika Eyring

Deep learning has emerged as a promising tool for precipitation downscaling. However, current models rely on likelihood-based loss functions to properly model the precipitation distribution, leading to spatially inconsistent projections…

Atmospheric and Oceanic Physics · Physics 2024-08-02 Jose González-Abad

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…

Based on the negative binomial model for the duration of wet periods measured in days, an asymptotic approximation is proposed for the distribution of the maximum daily precipitation volume within a wet period. This approximation has the…

Probability · Mathematics 2018-10-16 V. Yu. Korolev , A. K. Gorshenin

Predictions of the uncertainty associated with extreme events are a vital component of any prediction system for such events. Consequently, the prediction system ought to be probabilistic in nature, with the predictions taking the form of…

Applications · Statistics 2012-10-26 Petra Friederichs , Thordis L. Thorarinsdottir

Statistical modeling of rainfall data is an active research area in agro-meteorology. The most common models fitted to such datasets are exponential, gamma, log-normal, and Weibull distributions. As an alternative to some of these models,…

Methodology · Statistics 2024-02-08 Arnab Hazra

As climate change drives an increase in global extremes, it is critical for Bangladesh, a nation highly vulnerable to these impacts, to assess future risks for effective adaptation and mitigation planning. Downscaling coarse-resolution…

Atmospheric and Oceanic Physics · Physics 2024-12-24 Anamitra Saha , Sai Ravela

In this paper we consider Bayesian estimation for the parameters of inverse Gaussian distribution. Our emphasis is on Markov Chain Monte Carlo methods. We provide complete implementation of the Gibbs sampler algorithm. Assuming an…

Methodology · Statistics 2012-10-17 B. N. Pandey , Pulastya Bandyopadhyay