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Assessing climate risk and its potential impacts on our cities and economies is of fundamental importance. Extreme weather events, such as hurricanes, floods, and storm surges can lead to catastrophic damages. We propose a flexible approach…

Risk Management · Quantitative Finance 2024-02-06 Chi Truong , Matteo Malavasi , Han Li , Stefan Trueck , Pavel V. Shevchenko

Electricity networks are vulnerable to weather damage, with severe events often leading to faults and power outages. Timely forecasts of fault occurrences, ranging from nowcasts to several days ahead, can enhance preparedness, support…

Applications · Statistics 2026-03-03 Mateus Maia , Daniela Castro-Camilo , Jethro Browell

In this work, we introduce an efficient generation procedure to produce synthetic multi-modal datasets of fluid simulations. The procedure can reproduce the dynamics of fluid flows and allows for exploring and learning various properties of…

Computational Physics · Physics 2024-03-11 Daniele Baieri , Donato Crisostomi , Stefano Esposito , Filippo Maggioli , Emanuele Rodolà

We present a general framework to predict precursors to extreme events in turbulent dynamical systems. The approach combines phase-space reconstruction techniques with recurrence matrices and convolutional neural networks to identify…

Computational Engineering, Finance, and Science · Computer Science 2025-08-07 Rahul Agarwal , Mustafa A. Mohamad

A conceptual area is divided into units or barangays, each was allowed to evolve under a physical constraint. A risk assessment method was then used to identify the flood risk in each community using the following risk factors: the area's…

Hydrological post-processing using quantile regression algorithms constitutes a prime means of estimating the uncertainty of hydrological predictions. Nonetheless, conventional large-sample theory for quantile regression does not apply…

Methodology · Statistics 2023-01-12 Hristos Tyralis , Georgia Papacharalampous

Understanding the dynamics of climate extreme is important in its prediction and modeling. In this study, linear trends in percentile, threshold, absolute, and duration based temperature and precipitation extremes indicator were obtained…

Atmospheric and Oceanic Physics · Physics 2019-09-09 Ibiyinka Fuwape , Sunday Oluyamo , Babatunde Rabiu , Samuel Ogunjo

Several environmental phenomena can be described by different correlated variables that must be considered jointly in order to be more representative of the nature of these phenomena. For such events, identification of extremes is…

Applications · Statistics 2018-03-15 Raúl Torres , Carlo De Michele , Henry Laniado , Rosa E. Lillo

Risk assessment for extreme events requires accurate estimation of high quantiles that go beyond the range of historical observations. When the risk depends on the values of observed predictors, regression techniques are used to interpolate…

Methodology · Statistics 2024-11-14 Olivier C. Pasche , Sebastian Engelke

Regression-based frameworks for streamflow regionalization are built around catchment attributes that traditionally originate from catchment hydrology, flood frequency analysis and their interplay. In this work, we deviated from this…

Methodology · Statistics 2022-06-22 Georgia Papacharalampous , Hristos Tyralis

Windstorms are a primary natural hazard affecting Europe that are commonly linked to substantial property and infrastructural damage and are responsible for the largest spatially aggregated financial losses. Such extreme winds are typically…

Applications · Statistics 2019-06-10 Paul Sharkey , Jonathan A. Tawn , Simon J. Brown

Spatial maps of extreme precipitation are a critical component of flood estimation in hydrological modeling, as well as in the planning and design of important infrastructure. This is particularly relevant in countries such as Norway that…

Applications · Statistics 2014-05-27 Anita V. Dyrrdal , Alex Lenkoski , Thordis L. Thorarinsdottir , Frode Stordal

This paper presents an efficient surrogate modeling strategy for the uncertainty quantification and Bayesian calibration of a hydrological model. In particular, a process-based dynamical urban drainage simulator that predicts the discharge…

Computation · Statistics 2019-11-14 Joseph B. Nagel , Jörg Rieckermann , Bruno Sudret

Modelling and forecasting the occurrence of extreme events is especially difficult when the event process is nonstationary, with changes in both the rate at which extremes occur and the magnitude of the extremes when they occur. We approach…

Methodology · Statistics 2026-05-06 Gordon J. Ross , Dean Markwick

Verifying probabilistic forecasts for extreme events is a highly active research area because popular media and public opinions are naturally focused on extreme events, and biased conclusions are readily made. In this context, classical…

Although the fundamental probabilistic theory of extremes has been well developed, there are many practical considerations that must be addressed in application. The contribution of this thesis is four-fold. The first concerns the choice of…

Methodology · Statistics 2016-11-28 Brian Bader

Understanding multivariate extreme events play a crucial role in managing the risks of complex systems since extremes are governed by their own mechanisms. Conditional on a given variable exceeding a high threshold (e.g.\ traffic…

Methodology · Statistics 2021-06-28 Valentin Courgeau , Almut E. D. Veraart

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

Normalizing flows are a class of generative models that enable exact likelihood evaluation. While these models have already found various applications in particle physics, normalizing flows are not flexible enough to model many of the…

High Energy Physics - Phenomenology · Physics 2022-09-07 Rob Verheyen

Extreme floods pose escalating risks in a changing climate, yet forecasting remains challenging due to peak flow underestimation and high uncertainty. We introduce DRUM, a diffusion-based probabilistic deep learning approach that advances…