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We propose a physics-constrained machine learning method-based on reservoir computing- to time-accurately predict extreme events and long-term velocity statistics in a model of turbulent shear flow. The method leverages the strengths of two…

Fluid Dynamics · Physics 2021-04-14 Nguyen Anh Khoa Doan , Wolfgang Polifke , Luca Magri

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

Extreme precipitation wreaks havoc throughout the world, causing billions of dollars in damage and uprooting communities, ecosystems, and economies. Accurate extreme precipitation prediction allows more time for preparation and disaster…

Machine Learning · Computer Science 2022-02-01 Weichen Huang

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

In the hydrology field, time series forecasting is crucial for efficient water resource management, improving flood and drought control and increasing the safety and quality of life for the general population. However, predicting long-term…

Machine Learning · Computer Science 2023-12-19 Yanhong Li , Jack Xu , David C. Anastasiu

Max-stable processes are the natural extension of the classical extreme-value distributions to the functional setting, and they are increasingly widely used to estimate probabilities of complex extreme events. In this paper we broaden them…

Methodology · Statistics 2016-02-05 Peiman Asadi , Anthony C. Davison , Sebastian Engelke

Leveraging the recently emerging geometric approach to multivariate extremes and the flexibility of normalising flows on the hypersphere, we propose a principled deep-learning-based methodology that enables accurate joint tail extrapolation…

Methodology · Statistics 2025-05-07 Lambert De Monte , Raphaël Huser , Ioannis Papastathopoulos , Jordan Richards

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

Extreme weather is one of the main mechanisms through which climate change will directly impact human society. Coping with such change as a global community requires markedly improved understanding of how global warming drives extreme…

Computational Physics · Physics 2019-09-18 Adam Rupe , Karthik Kashinath , Nalini Kumar , Victor Lee , Prabhat , James P. Crutchfield

To address the need for efficient inference for a range of hydrological extreme value problems, spatial pooling of information is the standard approach for marginal tail estimation. We propose the first extreme value spatial clustering…

Methodology · Statistics 2019-06-21 Christian Rohrbeck , Jonathan A Tawn

The last decade has seen max-stable processes emerge as a common tool for the statistical modeling of spatial extremes. However, their application is complicated due to the unavailability of the multivariate density function, and so…

Methodology · Statistics 2009-02-23 Simone A. Padoan , Mathieu Ribatet , Scott A. Sisson

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

The spatial modeling of extreme snow is important for adequate risk management in Alpine and high altitude countries. A natural approach to such modeling is through the theory of max-stable processes, an infinite-dimensional extension of…

Applications · Statistics 2011-12-01 Juliette Blanchet , Anthony C. Davison

Extreme floods cause casualties, and widespread damage to property and vital civil infrastructure. We here propose a Bayesian approach for predicting extreme floods using the generalized extreme-value (GEV) distribution within gauged and…

To mitigate the risk posed by extreme rainfall events, we require statistical models that reliably capture extremes in continuous space with dependence. However, assuming a stationary dependence structure in such models is often erroneous,…

Applications · Statistics 2019-07-15 K. R. Saunders , A. G. Stephenson , D. J. Karoly

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…

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

The analysis of spatial extremes requires the joint modeling of a spatial process at a large number of stations and max-stable processes have been developed as a class of stochastic processes suitable for studying spatial extremes. Spatial…

Methodology · Statistics 2012-09-28 Soyoung Jeon , Richard L. Smith

Diffusion models have emerged as powerful generative frameworks with widespread applications across machine learning and artificial intelligence systems. While current research has predominantly focused on linear diffusions, these…

Machine Learning · Statistics 2025-10-06 Kulunu Dharmakeerthi , Yousef El-Laham , Henry H. Wong , Vamsi K. Potluru , Changhong He , Taosong He

Flood quantile estimation is of great importance for many engineering studies and policy decisions. However, practitioners must often deal with small data available. Thus, the information must be used optimally. In the last decades, to…

Applications · Statistics 2009-11-13 Mathieu Ribatet , Taha B. M. J. Ouarda , Eric Sauquet , Jean-Michel Grésillon