Related papers: Regionalization approaches for the spatial analysi…
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,…
Max-stable processes are natural models for spatial extremes because they provide suitable asymptotic approximations to the distribution of maxima of random fields. In the recent past, several parametric families of stationary max-stable…
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…
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…
Environmental data science for spatial extremes has traditionally relied heavily on max-stable processes. Even though the popularity of these models has perhaps peaked with statisticians, they are still perceived and considered as the…
Understanding the complex structure of multivariate extremes is a major challenge in various fields from portfolio monitoring and environmental risk management to insurance. In the framework of multivariate Extreme Value Theory, a common…
The $k$-means clustering algorithm and its variant, the spherical $k$-means clustering, are among the most important and popular methods in unsupervised learning and pattern detection. In this paper, we explore how the spherical $k$-means…
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…
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…
Recently, there has been substantial interest in clustering research that takes a beyond worst-case approach to the analysis of algorithms. The typical idea is to design a clustering algorithm that outputs a near-optimal solution, provided…
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…
Extreme environmental phenomena such as major precipitation events manifestly exhibit spatial dependence. Max-stable processes are a class of asymptotically-justified models that are capable of representing spatial dependence among extreme…
It is well known that the distribution of extreme values of strictly stationary sequences differ from those of independent and identically distributed sequences in that extremal clustering may occur. Here we consider non-stationary but…
Since many environmental processes such as heat waves or precipitation are spatial in extent, it is likely that a single extreme event affects several locations and the areal modelling of extremes is therefore essential if the spatial…
Describing the complex dependence structure of extreme phenomena is particularly challenging. To tackle this issue we develop a novel statistical algorithm that describes extremal dependence taking advantage of the inherent hierarchical…
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…
Mapping of spatial hotspots, i.e., regions with significantly higher rates of generating cases of certain events (e.g., disease or crime cases), is an important task in diverse societal domains, including public health, public safety,…
Since many environmental processes such as heat waves or precipitation are spatial in extent, it is likely that a single extreme event affects several locations and the areal modeling of extremes is therefore essential if the spatial…
Understanding the spatial extent of extreme precipitation is necessary for determining flood risk and adequately designing infrastructure (e.g., stormwater pipes) to withstand such hazards. While environmental phenomena typically exhibit…
In multivariate or spatial extremes, inference for max-stable processes observed at a large collection of locations is among the most challenging problems in computational statistics, and current approaches typically rely on less expensive…