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A baroclinic model for the atmospheric jet at middle-latitudes is used as a stochastic generator of time series of the total energy of the system. Statistical inference of extreme values is applied to yearly maxima sequences of the time…

Geophysics · Physics 2009-11-11 Mara Felici , Valerio Lucarini , Antonio Speranza , Renato Vitolo

The block maxima approach, which consists of dividing a series of observations into equal sized blocks to extract the block maxima, is commonly used for identifying and modelling extreme events using the generalized extreme value (GEV)…

Methodology · Statistics 2025-06-23 James H. McVittie , Orla A. Murphy

We present a new methodology to model total abundance by merging count data information from surveys with different sampling protocols. The proposed methods are used for data from national breeding bird monitoring programs in Norway and…

We develop a Bayesian spatio-temporal framework for extreme-value analysis that augments a hierarchical copula model with an autoregressive factor to capture residual temporal dependence in threshold exceedances. The factor can be specified…

Methodology · Statistics 2025-10-06 Carlos A. Pasquier , Luis A. Barboza

This work presents a model reduction approach to the inverse problem in the application of subsurface flows. For the Bayesian inverse problem, the forward model needs to be repeatedly computed for a large number of samples to get a…

Numerical Analysis · Mathematics 2016-04-04 Lijian Jiang , Na Ou

Estimation of stationary dependence structure parameters using only a single realisation of the spatial process, typically leads to inaccurate estimates and poorly identified parameters. A common way to handle this is to fix some of the…

Methodology · Statistics 2015-04-24 Rikke Ingebrigtsen , Finn Lindgren , Ingelin Steinsland , Sara Martino

When extreme weather events affect large areas, their regional to sub-continental spatial scale is important for their impacts. We propose a novel machine learning (ML) framework that integrates spatial extreme-value theory to model weather…

Applications · Statistics 2025-05-29 Jonathan Koh , Daniel Steinfeld , Olivia Martius

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

Extreme environmental events frequently exhibit spatial and temporal dependence. These data are often modeled using max stable processes (MSPs). MSPs are computationally prohibitive to fit for as few as a dozen observations, with supposed…

Methodology · Statistics 2022-05-02 Emily C. Hector , Brian J. Reich

Time Series Forecasting (TSF) is a widely researched topic with broad applications in weather forecasting, traffic control, and stock price prediction. Extreme values in time series often significantly impact human and natural systems, but…

Machine Learning · Computer Science 2023-10-12 Jincheng Wang , Yue Gao

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

In climate science and meteorology, high-resolution local precipitation (rain and snowfall) predictions are limited by the computational costs of simulation-based methods. Statistical downscaling, or super-resolution, is a common workaround…

Computer Vision and Pattern Recognition · Computer Science 2024-06-21 Prakhar Srivastava , Ruihan Yang , Gavin Kerrigan , Gideon Dresdner , Jeremy McGibbon , Christopher Bretherton , Stephan Mandt

Non-stationary time series modelling is applied to long tidal records from Esbjerg, Denmark, and coupled to climate change projections for sea-level and storminess, to produce projections of likely future sea-level maxima. The model has…

Various natural phenomena exhibit spatial extremal dependence at short spatial distances. However, existing models proposed in the spatial extremes literature often assume that extremal dependence persists across the entire domain. This is…

Methodology · Statistics 2024-05-01 Arnab Hazra , Raphaël Huser , David Bolin

In ecology we may find scenarios where the same phenomenon (species occurrence, species abundance, etc.) is observed using two different types of samplers. For instance, species data can be collected from scientific sampling with a…

Although most models for rainfall extremes focus on point-wise values, it is aggregated precipitation over areas up to river catchment scale that is of the most interest. To capture the joint behaviour of precipitation aggregates evaluated…

Applications · Statistics 2023-01-03 Jordan Richards , Jonathan A. Tawn , Simon Brown

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

In Bangladesh, a nation vulnerable to climate change, accurately quantifying the risk of extreme weather events is crucial for planning effective adaptation and mitigation strategies. Downscaling coarse climate model projections to finer…

Atmospheric and Oceanic Physics · Physics 2024-08-22 Anamitra Saha , Sai Ravela

We introduce a framework for updating large scale geospatial processes using a model-data synthesis method based on Bayesian hierarchical modelling. Two major challenges come from updating large-scale Gaussian process and modelling…

Applications · Statistics 2018-05-01 Zhe Sha , Jonathan Rougier , Maike Schumacher , Jonathan Bamber

The areal modeling of the extremes of a natural process such as rainfall or temperature is important in environmental statistics; for example, understanding extreme areal rainfall is crucial in flood protection. This article reviews recent…

Methodology · Statistics 2012-08-17 A. C. Davison , S. A. Padoan , M. Ribatet
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