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The accurate prediction of precipitation is important to allow for reliable warnings of flood or drought risk in a changing climate. However, to make trust-worthy predictions of precipitation, at a local scale, is one of the most difficult…

Computation · Statistics 2021-02-26 Sherman Lo , Peter Watson , Peter Dueben , Ritabrata Dutta

The Standardized Precipitation Index (SPI) is a critical tool for monitoring drought conditions, typically relying on normalized accumulated precipitation. While longer historical records of precipitation yield more accurate parameter…

Applications · Statistics 2025-07-22 Touqeer Ahmad , Taha Hasan

We investigate the changing nature of the frequency, magnitude and spatial extent of extreme temperatures in Ireland from 1931 to 2022. We develop an extreme value model that captures spatial and temporal non-stationarity in extreme daily…

Methodology · Statistics 2023-04-03 Dáire Healy , Jonathan Tawn , Peter Thorne , Andrew Parnell

Precipitation is a complex physical process that varies in space and time. Predictions and interpolations at unobserved times and/or locations help to solve important problems in many areas. In this paper, we present a hierarchical Bayesian…

Applications · Statistics 2013-01-17 Fabio Sigrist , Hans R. Künsch , Werner A. Stahel

Weather radar echoes, correlated in both space and time, are the most important input data for short-term precipitation forecast. Motivated by real datasets, this paper is concerned with the spatio-temporal modeling of two-dimensional radar…

Methodology · Statistics 2016-10-03 Xiao Liu , Viknesswaran Gopal , Jayant Kalagnanam

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

Numerous approaches are proposed in the literature for non-stationarity marginal extreme value inference, including different model parameterisations with respect to covariate, and different inference schemes. The objective of this article…

Applications · Statistics 2022-02-16 Matthew Jones , David Randell , Kevin Ewans , Philip Jonathan

Classical models for multivariate or spatial extremes are mainly based upon the asymptotically justified max-stable or generalized Pareto processes. These models are suitable when asymptotic dependence is present, i.e., the joint tail…

Methodology · Statistics 2021-05-13 Zhongwei Zhang , Raphaël Huser , Thomas Opitz , Jennifer L. Wadsworth

When extreme weather events affect large areas, their regional to sub-continental spatial scale is important for their impacts. We propose a novel machine learning (ML) framework that integrates spatial extreme-value theory to model weather…

Applications · Statistics 2025-05-29 Jonathan Koh , Daniel Steinfeld , Olivia Martius

Despite the importance of quantifying how the spatial patterns of extreme precipitation will change with warming, we lack tools to objectively analyze the storm-scale outputs of modern climate models. To address this gap, we develop an…

Atmospheric and Oceanic Physics · Physics 2023-12-04 Griffin Mooers , Tom Beucler , Mike Pritchard , Stephan Mandt

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 spatial and temporal distribution of precipitation has a significant impact on human lives by determining freshwater resources and agricultural yield, but also rainfall-driven hazards like flooding or landslides. While the ERA5…

Atmospheric and Oceanic Physics · Physics 2025-06-23 Luca Glawion , Julius Polz , Harald Kunstmann , Benjamin Fersch , Christian Chwala

It is no secret that statistical modelling often involves making simplifying assumptions when attempting to study complex stochastic phenomena. Spatial modelling of extreme values is no exception, with one of the most common such…

Applications · Statistics 2025-05-05 Lydia Kakampakou , Emma S. Simpson , Jennifer L. Wadsworth

The key to successful statistical analysis of bivariate extreme events lies in flexible modelling of the tail dependence relationship between the two variables. In the extreme value theory literature, various techniques are available to…

Methodology · Statistics 2025-05-05 Emma S. Simpson , Jonathan A. Tawn

Climate change is intensifying rainfall extremes, making high-resolution precipitation projections crucial for society to better prepare for impacts such as flooding. However, current Global Climate Models (GCMs) operate at spatial…

Machine Learning · Computer Science 2024-12-20 Ran Lyu , Linhan Wang , Yanshen Sun , Hedanqiu Bai , Chang-Tien Lu

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

Integrated Nested Laplace Approximation provides a fast and effective method for marginal inference on Bayesian hierarchical models. This methodology has been implemented in the R-INLA package which permits INLA to be used from within R…

Computation · Statistics 2021-06-01 Virgilio Gomez-Rubio , Roger S. Bivand , Håvard Rue

Due to rapid data growth, statistical analysis of massive datasets often has to be carried out in a distributed fashion, either because several datasets stored in separate physical locations are all relevant to a given problem, or simply to…

Computation · Statistics 2016-02-08 Matthias Katzfuss , Dorit Hammerling

In climate science and meteorology, high-resolution local precipitation (rain and snowfall) predictions are limited by the computational costs of simulation-based methods. Statistical downscaling, or super-resolution, is a common workaround…

Computer Vision and Pattern Recognition · Computer Science 2024-06-21 Prakhar Srivastava , Ruihan Yang , Gavin Kerrigan , Gideon Dresdner , Jeremy McGibbon , Christopher Bretherton , Stephan Mandt

We tackle the modeling of threshold exceedances in asymptotically independent stochastic processes by constructions based on Laplace random fields. These are defined as Gaussian random fields scaled with a stochastic variable following an…

Methodology · Statistics 2016-03-09 Thomas Opitz