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Related papers: Modeling Extreme Events: Univariate and Multivaria…

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This paper presents an innovative approach to Extreme Value Analysis (EVA) by introducing the Extreme Value Dynamic Benchmarking Method (EVDBM). EVDBM integrates extreme value theory to detect extreme events and is coupled with the novel…

This paper presents a novel semiparametric method to study the effects of extreme events on binary outcomes and subsequently forecast future outcomes. Our approach, based on Bayes' theorem and regularly varying (RV) functions, facilitates a…

Econometrics · Economics 2025-02-25 Laura Liu , Yulong Wang

Event-based approaches, which are based on bio-inspired asynchronous event cameras, have achieved promising performance on various computer vision tasks. However, the study of the fundamental event data association problem is still in its…

Computer Vision and Pattern Recognition · Computer Science 2025-06-30 Haosheng Chen , Yue Wu , Yidong Peng

In this work, we propose a simulation-based estimation approach using generative neural networks to determine dependencies of precipitation maxima and their underlying uncertainty in time and space. Within the common framework of max-stable…

Machine Learning · Statistics 2026-05-01 Christopher Bülte , Lisa Leimenstoll , Melanie Schienle

Impact assessment of natural hazards requires the consideration of both extreme and non-extreme events. Extensive research has been conducted on the joint modeling of bulk and tail in univariate settings; however, the corresponding body of…

Methodology · Statistics 2026-03-31 Chenglei Hu , Ben Swallow , Daniela Castro-Camilo

We propose a vector generalized additive modeling framework for taking into account the effect of covariates on angular density functions in a multivariate extreme value context. The proposed methods are tailored for settings where the…

Methodology · Statistics 2017-11-28 Linda Mhalla , Miguel de Carvalho , Valérie Chavez-Demoulin

Logistic regression model is widely used in many studies to investigate the relationship between a binary response variable $Y$ and a set of potential predictors $\mathbf X$. The binary response may represent, for example, the occurrence of…

Methodology · Statistics 2021-05-04 Aba Diop , El Hadji Deme , Aliou Diop

Risk management in many environmental settings requires an understanding of the mechanisms that drive extreme events. Useful metrics for quantifying such risk are extreme quantiles of response variables conditioned on predictor variables…

Machine Learning · Statistics 2024-03-08 Jordan Richards , Raphaël Huser

Many ensemble-based models have been proposed to solve machine learning problems in the survival analysis framework, including random survival forests, the gradient boosting machine with weak survival models, ensembles of the Cox models. To…

Machine Learning · Computer Science 2024-12-11 Lev V. Utkin , Semen P. Khomets , Vlada A. Efremenko , Andrei V. Konstantinov

A geometric representation for multivariate extremes, based on the shapes of scaled sample clouds in light-tailed margins and their so-called limit sets, has recently been shown to connect several existing extremal dependence concepts.…

Methodology · Statistics 2023-11-03 Jennifer Wadsworth , Ryan Campbell

Accurately quantifying the increased risks of climate extremes requires generating large ensembles of climate realization across a wide range of emissions scenarios, which is computationally challenging for conventional Earth System Models.…

Computational Physics · Physics 2025-08-22 Mengze Wang , Benedikt Barthel Sorensen , Themistoklis Sapsis

The diverse relationships among real-world events, including coreference, temporal, causal, and subevent relations, are fundamental to understanding natural languages. However, two drawbacks of existing datasets limit event relation…

Computation and Language · Computer Science 2022-11-15 Xiaozhi Wang , Yulin Chen , Ning Ding , Hao Peng , Zimu Wang , Yankai Lin , Xu Han , Lei Hou , Juanzi Li , Zhiyuan Liu , Peng Li , Jie Zhou

This article proposes a generalized notion of extreme multivariate dependence between two random vectors which relies on the extremality of the cross-covariance matrix between these two vectors. Using a partial ordering on the…

Econometrics · Economics 2021-02-10 Damien Bosc , Alfred Galichon

Recent advancements in deep learning have led to the development of Foundation Models (FMs) for weather forecasting, yet their ability to predict extreme weather events remains limited. Existing approaches either focus on general weather…

Machine Learning · Computer Science 2025-12-12 Hang Ni , Weijia Zhang , Hao Liu

Most of the existing classification methods are aimed at minimization of empirical risk (through some simple point-based error measured with loss function) with added regularization. We propose to approach this problem in a more information…

Machine Learning · Computer Science 2015-01-22 Wojciech Marian Czarnecki , Jacek Tabor

The study of multivariate extremes is dominated by multivariate regular variation, although it is well known that this approach does not provide adequate distinction between random vectors whose components are not always simultaneously…

Statistics Theory · Mathematics 2021-08-17 Natalia Nolde , Jennifer L. Wadsworth

The last decade has seen numerous record-shattering heatwaves in all corners of the globe. In the aftermath of these devastating events, there is interest in identifying worst-case thresholds or upper bounds that quantify just how hot…

Data Analysis, Statistics and Probability · Physics 2025-01-24 Mark D. Risser , Likun Zhang , Michael F. Wehner

Modeling heterogeneity on heavy-tailed distributions under a regression framework is challenging, and classical statistical methodologies usually place conditions on the distribution models to facilitate the learning procedure. However,…

Methodology · Statistics 2024-10-29 Jiaxi Wang , Yanxi Hou , Xingchi Li , Tiandong Wang

The heavy-tailed behavior of the generalized extreme-value distribution makes it a popular choice for modeling extreme events such as floods, droughts, heatwaves, wildfires, etc. However, estimating the distribution's parameters using…

Various events in the nature, economics and in other areas force us to combine the study of extremes with regression and other methods. A useful tool for reducing the role of nuisance regression, while we are interested in the shape or…

Statistics Theory · Mathematics 2015-12-07 Jana Jureckova
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