English
Related papers

Related papers: A bivariate spatial extreme mixture model for unre…

200 papers

Climate hazards can cause major disasters when they occur simultaneously as compound hazards. To understand the distribution of climate risk and inform adaptation policies, scientists need to simulate a large number of physically realistic…

Machine Learning · Computer Science 2023-12-01 Alison Peard , Jim Hall

Data augmentation with generative adversarial networks (GANs) has been popular for class imbalance problems, mainly for pattern classification and computer vision-related applications. Extreme value forecasting is a challenging field that…

Machine Learning · Computer Science 2025-10-06 Junru Hua , Rahul Ahluwalia , Rohitash Chandra

In recent environmental studies extreme events have a great impact. The yearly and monthly maxima of environment related indices can be analysed by the tools of extreme value theory. For instance, the monthly maxima of the fire weather…

Methodology · Statistics 2020-03-20 László Németh , Zuzana Hübnerová , András Zempléni

Mixed modeling of extreme values and random effects is relatively unexplored topic. Computational difficulties in using the maximum likelihood method for mixed models and the fact that maximum likelihood method uses available data and does…

Applications · Statistics 2019-07-05 Ali Reza Fotouhi

Reliable estimates of sea level return levels are crucial for coastal flooding risk assessments and for coastal flood defence design. We describe a novel method for estimating extreme sea levels that is the first to capture seasonality,…

Applications · Statistics 2022-07-21 Eleanor D'Arcy , Jonathan A. Tawn , Amélie Joly , Dafni E. Sifnioti

We present a quasi-conjugate Bayes approach for estimating Generalized Pareto Distribution (GPD) parameters, distribution tails and extreme quantiles within the Peaks-Over-Threshold framework. Damsleth conjugate Bayes structure on Gamma…

Methodology · Statistics 2011-04-01 Jean Diebolt , Mhamed El-Aroui , Myriam Garrido , Stéphane Girard

Extreme quantile treatment effects (eQTEs) measure the causal impact of a treatment on the tails of an outcome distribution and are central for studying rare, high-impact events. Standard QTE methods often fail in extreme regimes due to…

Methodology · Statistics 2026-03-25 Mengran Li , Daniela Castro-Camilo

Max-stable processes are a popular tool for the study of environmental extremes, and the extremal skew-$t$ process is a general model that allows for a flexible extremal dependence structure. For inference on max-stable processes with…

Methodology · Statistics 2020-04-21 B. Beranger , A. G. Stephenson , S. A. Sisson

Consider $n$ i.i.d. random vectors on $\mathbb{R}^2$, with unknown, common distribution function $F$. Under a sharpening of the extreme value condition on $F$, we derive a weighted approximation of the corresponding tail copula process.…

Statistics Theory · Mathematics 2007-06-13 John H. J. Einmahl , Laurens de Haan , Deyuan Li

In this work we present for the first time an application of the Pareto approach to the modelling of the excesses of galaxy clusters over high-mass thresholds. The distribution of those excesses can be described by the generalized Pareto…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-03 Jean-Claude Waizmann , Stefano Ettori , Lauro Moscardini

Different ways to estimate future return levels for extreme rainfall are described and applied to the Iberian Peninsula (IP), based on Extreme Value Theory (EVT). This study is made for an ensemble of high quality rainfall time series…

Atmospheric and Oceanic Physics · Physics 2024-02-02 F. J. Acero , S. Parey , J. A. García , D. Dacunha-Castelle

A method is developed for estimating the emission rates of contaminants into the atmosphere from multiple point sources using measurements of particulate material deposited at ground level. The approach is based on a Gaussian plume type…

Atmospheric and Oceanic Physics · Physics 2010-06-11 Enkeleida Lushi , John M. Stockie

A recent development in extreme value modeling uses the geometry of the dataset to perform inference on the multivariate tail. A key quantity in this inference is the gauge function, whose values define this geometry. Methodology proposed…

Methodology · Statistics 2025-07-23 Ryan Campbell , Jennifer Wadsworth

Geophysical methods offer several key advantages over conventional subsurface measurement approaches, yet their use for hydrologic interpretation is often problematic. Here, we introduce theory and concepts of a novel Bayesian approach for…

Geophysics · Physics 2017-01-09 N. Linde , J. A. Vrugt

In groundwater hydrology, geophysical imaging holds considerable promise for improving parameter estimation, due to the generally high resolution and spatial coverage of geophysical data. However, inversion of geophysical data alone cannot…

Geophysics · Physics 2017-01-06 T. Lochbühler , J. Doetsch , R. Brauchler , N. Linde

We present a new nonparametric mixture-of-experts model for multivariate regression problems, inspired by the probabilistic k-nearest neighbors algorithm. Using a conditionally specified model, predictions for out-of-sample inputs are based…

Machine Learning · Statistics 2022-08-05 Tianfang Zhang , Rasmus Bokrantz , Jimmy Olsson

Reliable estimation of predictive performance is essential for spatial environmental modeling, where machine-learning models are used to generate maps from unevenly distributed observations. Standard cross-validation (CV) assumes that…

Machine Learning · Computer Science 2026-05-22 Alexander Brenning , Thomas Suesse

Applying a modification of Extreme value Theory (thanks to a dual distribution technique by the authors on data over the past 2,500 years, we show that pandemics are extremely fat-tailed in terms of fatalities, with a marked potentially…

Physics and Society · Physics 2020-07-07 Pasquale Cirillo , Nassim Nicholas Taleb

Precipitation exceedance probabilities are widely used in engineering design, risk assessment, and floodplain management. While common approaches like NOAA Atlas 14 assume that extreme precipitation characteristics are stationary over time,…

Applications · Statistics 2025-02-05 Yuchen Lu , Ben Seiyon Lee , James Doss-Gollin

The study of geometric extremes, where extremal dependence properties are inferred from the deterministic limiting shapes of scaled sample clouds, provides an exciting approach to modelling the extremes of multivariate data. These shapes,…

Methodology · Statistics 2024-09-16 Callum J. R. Murphy-Barltrop , Reetam Majumder , Jordan Richards
‹ Prev 1 8 9 10 Next ›