Related papers: Spatial modeling of extremes and an angular compon…
Statistical physics and dynamical systems theory are key tools to study high-impact geophysical events such as temperature extremes, cyclones, thunderstorms, geomagnetic storms and many more. Despite the intrinsic differences between these…
Modeling extremes of climate variables in the framework of climate change is a particularly difficult task, since it implies taking into account spatio-temporal nonstationarities. In this paper, we propose a new method for estimating…
The hazard of pluvial flooding is largely influenced by the spatial and temporal dependence characteristics of precipitation. When extreme precipitation possesses strong spatial dependence, the risk of flooding is amplified due to catchment…
Accurate spatiotemporal modeling of conditions leading to moderate and large wildfires provides better understanding of mechanisms driving fire-prone ecosystems and improves risk management. We here develop a joint model for the occurrence…
Recent developments in extreme value statistics have established the so-called geometric approach as a powerful modelling tool for multivariate extremes. We tailor these methods to the case of spatial modelling and examine their efficacy at…
Spatio-temporal processes in environmental applications are often assumed to follow a Gaussian model, possibly after some transformation. However, heterogeneity in space and time might have a pattern that will not be accommodated by…
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…
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…
Environmental and climate processes are often distributed over large space-time domains. Their complexity and the amount of available data make modelling and analysis a challenging task. Statistical modelling of environment and climate data…
Due to complex physical phenomena, the distribution of heavy rainfall events is difficult to model spatially. Physically based numerical models can often provide physically coherent spatial patterns, but may miss some important…
Statistical methods for inference on spatial extremes of large datasets are yet to be developed. Motivated by standard dimension reduction techniques used in spatial statistics, we propose an approach based on empirical basis functions to…
This paper presents an initial exploration of high frequency records of extreme wind speed in two steps. The first consists in finding the suitable extreme distribution for $120$ measuring stations in Switzerland, by comparing three known…
Inference on the extremal behaviour of spatial aggregates of precipitation is important for quantifying river flood risk. There are two classes of previous approach, with one failing to ensure self-consistency in inference across different…
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…
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…
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,…
Understanding complex spatial dependency structures is a crucial consideration when attempting to build a modeling framework for wind speeds. Ideally, wind speed modeling should be very efficient since the wind speed can vary significantly…
Atmospheric near surface wind speed and wind direction play an important role in many applications, ranging from air quality modeling, building design, wind turbine placement to climate change research. It is therefore crucial to accurately…
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…
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…