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Modeling nonstationarity that often prevails in extremal dependence of spatial data can be challenging, and typically requires bespoke or complex spatial models that are difficult to estimate. Inference for stationary and isotropic models…

Methodology · Statistics 2026-04-21 Xuanjie Shao , Jordan Richards , Raphael Huser

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

The El Ni\~no-Southern Oscillation (ENSO) is a fluctuation in sea surface temperature (SST) and pressure across the equatorial Pacific Ocean with a period of 2-7 years. As the largest mode of interannual variability on Earth, ENSO shapes…

Atmospheric and Oceanic Physics · Physics 2026-03-05 PJ Tuckman , Da Yang

The El Ni\~no phenomenon, synonymously El Ni\~no-Southern Oscillation (ENSO), is an anomalous climatic oscillation in the Equatorial Pacific that occurs once every 3-8 years. It affects the earth's climate on a global scale. Whether it is a…

Chaotic Dynamics · Physics 2007-05-23 Debabrata Panja , Gerrit Burgers

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

The effects of El Ni\~no's two distinct flavors, East Pacific (EP) and Central Pacific (CP)/Modoki El Ni\~no, on global climate variability have been studied intensively in recent years. Most of these studies have made use of linear…

Atmospheric and Oceanic Physics · Physics 2021-01-11 Marc Wiedermann , Jonatan F. Siegmund , Jonathan F. Donges , Reik V. Donner

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

The statistical modeling of space-time extremes in environmental applications is key to understanding complex dependence structures in original event data and to generating realistic scenarios for impact models. In this context of…

Methodology · Statistics 2019-05-16 Jean-Noel Bacro , Carlo Gaetan , Thomas Opitz , Gwladys Toulemonde

To disentangle the complex non-stationary dependence structure of precipitation extremes over the entire contiguous U.S., we propose a flexible local approach based on factor copula models. Our sub-asymptotic spatial modeling framework…

Applications · Statistics 2019-03-26 Daniela Castro-Camilo , Raphaël Huser

El Ni\~no-Southern Oscillation (ENSO) exhibits diverse characteristics in spatial pattern, peak intensity, and temporal evolution. Here we develop a three-region multiscale stochastic model to show that the observed ENSO complexity can be…

Atmospheric and Oceanic Physics · Physics 2021-04-16 Nan Chen , Xianghui Fang , Jin-Yi Yu

Uncertainty in return level estimates for rare events, like the intensity of large rainfall events, makes it difficult to develop strategies to mitigate related hazards, like flooding. Latent spatial extremes models reduce uncertainty by…

Applications · Statistics 2018-12-27 Joshua Hewitt , Miranda J. Fix , Jennifer A. Hoeting , Daniel S. Cooley

A spatiotemporal oscillator model for El Ni\~no/Southern Oscillation (ENSO) is constructed based on the sea surface temperature (SST) and thermocline depth dynamics. The model is enclosed by introducing a proportional relationship between…

Atmospheric and Oceanic Physics · Physics 2023-06-08 Yaokun Li

The statistical modelling of spatial extremes has recently made major advances. Much of its focus so far has been on the modelling of the magnitudes of extreme events but little attention has been paid on the timing of extremes. To address…

Statistics Theory · Mathematics 2015-03-20 Clément Dombry , Mathieu Ribatet , Stilian Stoev

The joint extremal spatial dependence of wind speed and significant wave height in the North East Atlantic is quantified using Metop satellite scatterometer and hindcast observations for the period 2007-2018, and a multivariate spatial…

Methodology · Statistics 2022-02-16 Rob Shooter , Emma Ross , Agustinus Ribal , Ian R. Young , Philip Jonathan

The skill of the statistical as well as physics-based coupled climate models in predicting the El Ni\~no-Southern Oscillation (ENSO) is limited by their inability to represent the observed ENSO nonlinearity. A promising alternative, namely…

Atmospheric and Oceanic Physics · Physics 2017-09-11 Shivsai Ajit Dixit , B N Goswami

The conditional extremes framework allows for event-based stochastic modeling of dependent extremes, and has recently been extended to spatial and spatio-temporal settings. After standardizing the marginal distributions and applying an…

Methodology · Statistics 2024-03-26 Emma S. Simpson , Thomas Opitz , Jennifer L. Wadsworth

In highly renewable power systems the increased weather dependence can result in new resilience challenges, such as renewable energy droughts, or a lack of sufficient renewable generation at times of high demand. The weather conditions…

Physics and Society · Physics 2024-06-21 Aleksander Grochowicz , Koen van Greevenbroek , Hannah C. Bloomfield

Modeling the joint distribution of extreme weather events in multiple locations is a challenging task with important applications. In this study, we use max-stable models to study extreme daily precipitation events in Switzerland. The…

Methodology · Statistics 2018-11-29 Clément Chevalier , David Ginsbourger , Olivia Martius

We consider a highly idealized model for El Nino/Southern Oscillation (ENSO) variability, as introduced in an earlier paper. The model is governed by a delay differential equation for sea surface temperature in the Tropical Pacific, and it…

Atmospheric and Oceanic Physics · Physics 2011-01-13 Ilya Zaliapin , Michael Ghil

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