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Motivated by the analysis of extreme rainfall data, we introduce a general Bayesian hierarchical model for estimating the probability distribution of extreme values of intermittent random sequences, a common problem in geophysical and…

Methodology · Statistics 2020-05-26 Enrico Zorzetto , Antonio Canale , Marco Marani

Max-stable processes are increasingly widely used for modelling complex extreme events, but existing fitting methods are computationally demanding, limiting applications to a few dozen variables. $r$-Pareto processes are mathematically…

Methodology · Statistics 2017-06-14 Raphaël de Fondeville , Anthony C. Davison

Modeling extreme precipitation and temperature is vital for understanding the impacts of climate change, as hazards like intense rainfall and record-breaking temperatures can result in severe consequences, including floods, droughts, and…

Methodology · Statistics 2026-01-13 Remy MacDonald , Benjamin Seiyon Lee , John Foley , Justin Lee

Many environmental processes such as rainfall, wind or snowfall are inherently spatial and the modelling of extremes has to take into account that feature. In addition, environmental processes are often attached with an angle, e.g., wind…

Methodology · Statistics 2024-07-04 Gaspard Tamagny , Mathieu Ribatet

The max-stable process is an asymptotically justified model for spatial extremes. In particular, we focus on the hierarchical extreme-value process (HEVP), which is a particular max-stable process that is conducive to Bayesian computing.…

Methodology · Statistics 2020-03-25 Yuan Tian , Brian J. Reich

The modeling of spatio-temporal trends in temperature extremes can help better understand the structure and frequency of heatwaves in a changing climate. Here, we study annual temperature maxima over Southern Europe using a century-spanning…

Methodology · Statistics 2020-09-08 Peng Zhong , Raphaël Huser , Thomas Opitz

In recent years, climate extremes such as floods have created significant environmental and economic hazards for Australia. Deep learning methods have been promising for predicting extreme climate events; however, large flooding events…

Machine Learning · Computer Science 2025-02-12 Rohitash Chandra , Arpit Kapoor , Siddharth Khedkar , Jim Ng , R. Willem Vervoort

Predicting the spatiotemporal variation in streamflow along with uncertainty quantification enables decision-making for sustainable management of scarce water resources. Process-based hydrological models (aka physics-based models) are based…

This paper introduces a novel measure to quantify the directional dependence of extreme events between two variables. The proposed approach is designed to capture asymmetric tail dependence by studying conditional tail expectations of…

Methodology · Statistics 2026-04-06 Matthieu Garcin , Maxime L. D. Nicolas

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

Fully describing the entire data set is essential in multivariate risk assessment, since moderate levels of one variable can influence another, potentially leading it to be extreme. Additionally, modelling both non-extreme and extreme…

Methodology · Statistics 2025-03-11 Lídia M. André , Jonathan A. Tawn

Forecasting meteorological variables is challenging due to the complexity of their processes, requiring advanced models for accuracy. Accurate precipitation forecasts are vital for society. Reliable predictions help communities mitigate…

Streamflow forecasting is key to effectively managing water resources and preparing for the occurrence of natural calamities being exacerbated by climate change. Here we use the concept of fast and slow flow components to create a new…

Machine Learning · Computer Science 2021-07-14 Miguel Paredes Quiñones , Maciel Zortea , Leonardo S. A. Martins

Accurate estimation of the frequency and magnitude of successive extreme events in energy demand is critical for strategic resource planning. Traditional approaches based on extreme value theory (EVT) are typically limited to modelling…

Statistics Theory · Mathematics 2025-09-10 Grace Burtenshaw , Joe Lane , Meagan Carney

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

Quantifying uncertainty in weather forecasts is critical, especially for predicting extreme weather events. This is typically accomplished with ensemble prediction systems, which consist of many perturbed numerical weather simulations, or…

Machine Learning · Computer Science 2021-03-17 Peter Grönquist , Chengyuan Yao , Tal Ben-Nun , Nikoli Dryden , Peter Dueben , Shigang Li , Torsten Hoefler

Learning dynamical systems from incomplete or noisy data is inherently ill-posed, as a single observation may correspond to multiple plausible futures. While physics-based ensemble forecasting relies on perturbing initial states to capture…

Machine Learning · Computer Science 2026-02-27 Siddharth Rout , Eldad Haber , Stephane Gaudreault

Motivated by the EVA 2025 Data Challenge, we address the problem of predicting extreme rainfall in the eastern United States using data from a large ensemble of climate model runs. The challenge focuses on three quantities of interest…

Methodology · Statistics 2026-03-20 Ryan Campbell , Kristina Grolmusova , Lydia Kakampakou , Jeongjin Lee

Streamflow forecasting is crucial for water resource management and risk mitigation. While deep learning models have achieved strong predictive performance, they often overlook underlying physical processes, limiting interpretability and…

Machine Learning · Computer Science 2025-12-19 Shu Wan , Reepal Shah , John Sabo , Huan Liu , K. Selçuk Candan

Multiple studies have now demonstrated that machine learning (ML) can give improved skill for predicting or simulating fairly typical weather events, for tasks such as short-term and seasonal weather forecasting, downscaling simulations to…

Atmospheric and Oceanic Physics · Physics 2023-08-30 Peter AG Watson