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Motivated by the EVA 2025 Data Challenge, we address the problem of predicting extreme rainfall in the eastern United States using data from a large ensemble of climate model runs. The challenge focuses on three quantities of interest…

Methodology · Statistics 2026-03-20 Ryan Campbell , Kristina Grolmusova , Lydia Kakampakou , Jeongjin Lee

We present a novel approach for the analysis of multivariate case-control georeferenced data using Bayesian inference in the context of disease mapping, where the spatial distribution of different types of cancers is analyzed. Extending…

The generalized extreme value (GEV) distribution is a popular model for analyzing and forecasting extreme weather data. To increase prediction accuracy, spatial information is often pooled via a latent Gaussian process (GP) on the GEV…

Methodology · Statistics 2024-05-20 Meixi Chen , Reza Ramezan , Martin Lysy

In this paper, we discuss the application of extreme value theory in the context of stationary $\beta$-mixing sequences that belong to the Fr\'echet domain of attraction. In particular, we propose a methodology to construct bias-corrected…

Statistics Theory · Mathematics 2017-08-24 Valérie Chavez-Demoulin , Armelle Guillou

Generalized extreme value (GEV) regression is often more adapted when we investigate a relationship between a binary response variable $Y$ which represents a rare event and potentiel predictors $\mathbf{X}$. In particular, we use the…

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

Observed accidents have been the main resource for road safety analysis over the past decades. Although such reliance seems quite straightforward, the rare nature of these events has made safety difficult to assess, especially for new and…

Applications · Statistics 2019-11-22 Joana Cavadas , Carlos Lima Azevedo , Haneen Farah , Ana Ferreira

The purpose of this paper is to illustrate new techniques for computing multiday extreme precipitation taken from recent theoretical advancements in extreme value theory in the framework of dynamical systems, using historical precipitation…

Dynamical Systems · Mathematics 2024-03-18 Ruethaichanok Kardkasem , Meagan Carney

When passing from the univariate to the multivariate setting, modelling extremes becomes much more intricate. In this introductory exposition, classical multivariate extreme value theory is presented from the point of view of multivariate…

Statistics Theory · Mathematics 2024-12-25 Philippe Naveau , Johan Segers

Estimating spatial extremes from sparse observational networks produces uncertain return level maps, but dense output from physics-based simulation models is often available as a complementary data source. We develop a two-stage frequentist…

Methodology · Statistics 2026-03-04 Brian N. White , Brian Blanton , Rick Luettich , Richard L. Smith

Modeling extreme precipitation and temperature is vital for understanding the impacts of climate change, as hazards like intense rainfall and record-breaking temperatures can result in severe consequences, including floods, droughts, and…

Methodology · Statistics 2026-01-13 Remy MacDonald , Benjamin Seiyon Lee , John Foley , Justin Lee

Extreme precipitation events occurring over large spatial domains pose substantial threats to societies because they can trigger compound flooding, landslides, and infrastructure failures across wide areas. A hybrid framework for spatial…

Applications · Statistics 2025-09-15 Zimu Wang , Yifan Wu , Daning Bi

Causal effect estimation seeks to determine the impact of an intervention from observational data. However, the existing causal inference literature primarily addresses treatment effects on frequently occurring events. But what if we are…

Machine Learning · Statistics 2025-06-18 Jiyuan Tan , Jose Blanchet , Vasilis Syrgkanis

Fitting mixed models to complex survey data is a challenging problem. Most methods in the literature, including the most widely used one, require a close relationship between the model structure and the survey design. In this paper we…

Methodology · Statistics 2023-11-23 Thomas Lumley , Xudong Huang

We study distributional robustness in the context of Extreme Value Theory (EVT). We provide a data-driven method for estimating extreme quantiles in a manner that is robust against incorrect model assumptions underlying the application of…

Statistics Theory · Mathematics 2020-06-09 Jose Blanchet , Fei He , Karthyek R. A. Murthy

Motivated by the goal of expanding currently existing genotype x environment interaction (GxE) models to simultaneously include multiple genetic variants and environmental exposures in a parsimonious way, we developed a novel method to…

Extreme temperature events have traditionally been detected assuming a unimodal distribution of temperature data. We found that surface temperature data can be described more accurately with a multimodal rather than a unimodal distribution.…

Atmospheric and Oceanic Physics · Physics 2023-09-14 Aytaç Paçal , Birgit Hassler , Katja Weigel , M. Levent Kurnaz , Michael F. Wehner , Veronika Eyring

This paper focuses on inhomogeneous quadratic tests, which involve the sum of a dependent non-central chi-square with a Gaussian random variable. Unfortunately, no closed-form expression is available for the statistical distribution of the…

Applications · Statistics 2018-10-12 Daniel Egea-Roca , Gonzalo Seco-Granados , José A. López-Salcedo

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…

Applications · Statistics 2020-03-13 Marco Oesting , Philippe Naveau

Semi- and non-parametric mixture of regressions are a very useful flexible class of mixture of regressions in which some or all of the parameters are non-parametric functions of the covariates. These models are, however, based on the…

Methodology · Statistics 2026-01-21 Peterson Mambondimumwe , Sphiwe B. Skhosana , Najmeh Nakhaei Rad

Currently available models for spatial extremes suffer either from inflexibility in the dependence structures that they can capture, lack of scalability to high dimensions, or in most cases, both of these. We present an approach to spatial…

Methodology · Statistics 2022-06-17 Jennifer L. Wadsworth , Jonathan Tawn
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