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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

Reliable nowcasting of extreme precipitation remains difficult because convective systems are strongly nonlinear, multiscale, and nonstationary in 3D. Radar is the backbone of nowcasting, yet existing methods struggle to predict extremes:…

Machine Learning · Computer Science 2026-01-27 Huaguan Chen , Wei Han , Haofei Sun , Ning Lin , Xingtao Song , Yunfan Yang , Jie Tian , Yang Liu , Ji-Rong Wen , Xiaoye Zhang , Xueshun Shen , Hao Sun

Quantifying changes in the probability and magnitude of extreme flooding events is key to mitigating their impacts. While hydrodynamic data are inherently spatially dependent, traditional spatial models such as Gaussian processes are poorly…

Methodology · Statistics 2024-05-06 Reetam Majumder , Brian J. Reich , Benjamin A. Shaby

A key building block in the design of ultra-reliable communication systems is a wireless channel model that captures the statistics of rare events occurring due to significant fading. In this paper, we propose a novel methodology based on…

Signal Processing · Electrical Eng. & Systems 2024-01-12 Niloofar Mehrnia , Sinem Coleri

Very short-term convective storm forecasting, termed nowcasting, has long been an important issue and has attracted substantial interest. Existing nowcasting methods rely principally on radar images and are limited in terms of nowcasting…

Computer Vision and Pattern Recognition · Computer Science 2020-11-11 Wei Zhang , Wei Li , Lei Han

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

To advance automated detection of extreme weather events, which are increasing in frequency and intensity with climate change, we explore modifications to a novel light-weight Context Guided convolutional neural network architecture trained…

Computer Vision and Pattern Recognition · Computer Science 2023-04-04 Romain Lacombe , Hannah Grossman , Lucas Hendren , David Lüdeke

Leveraging the recently emerging geometric approach to multivariate extremes and the flexibility of normalising flows on the hypersphere, we propose a principled deep-learning-based methodology that enables accurate joint tail extrapolation…

Methodology · Statistics 2025-05-07 Lambert De Monte , Raphaël Huser , Ioannis Papastathopoulos , Jordan Richards

Precipitation nowcasting, predicting future radar echo sequences from current observations, is a critical yet challenging task due to the inherently chaotic and tightly coupled spatio-temporal dynamics of the atmosphere. While recent…

Computer Vision and Pattern Recognition · Computer Science 2025-10-17 Thao Nguyen , Jiaqi Ma , Fahad Shahbaz Khan , Souhaib Ben Taieb , Salman Khan

Predictions of the uncertainty associated with extreme events are a vital component of any prediction system for such events. Consequently, the prediction system ought to be probabilistic in nature, with the predictions taking the form of…

Applications · Statistics 2012-10-26 Petra Friederichs , Thordis L. Thorarinsdottir

The goal of this paper is to develop distributionally robust optimization (DRO) estimators, specifically for multidimensional Extreme Value Theory (EVT) statistics. EVT supports using semi-parametric models called max-stable distributions…

Machine Learning · Statistics 2024-08-02 Patrick Kuiper , Ali Hasan , Wenhao Yang , Yuting Ng , Hoda Bidkhori , Jose Blanchet , Vahid Tarokh

In most risk assessment studies, it is important to accurately capture the entire distribution of the multivariate random vector of interest from low to high values. For example, in climate sciences, low precipitation events may lead to…

Machine learning-based precipitation nowcasting relies on high-fidelity radar reflectivity sequences to model the short-term evolution of convective storms. However, the development of models capable of predicting extreme weather has been…

Atmospheric and Oceanic Physics · Physics 2025-10-21 Andy Shi

Time series forecasting is a growing domain with diverse applications. However, changes of the system behavior over time due to internal or external influences are challenging. Therefore, predictions of a previously learned fore-casting…

Machine Learning · Computer Science 2021-07-07 Florian Haselbeck , Dominik G. Grimm

Risk assessment for extreme events requires accurate estimation of high quantiles that go beyond the range of historical observations. When the risk depends on the values of observed predictors, regression techniques are used to interpolate…

Methodology · Statistics 2024-11-14 Olivier C. Pasche , Sebastian Engelke

Statistical post-processing of dynamical forecast ensembles is an essential component of weather forecasting. In this article, we present a post-processing method that generates full predictive probability distributions for precipitation…

Applications · Statistics 2014-04-29 Michael Scheuerer

Hail nowcasting is a considerable contributor to meteorological disasters and there is a great need to mitigate its socioeconomic effects through precise forecast that has high resolution, long lead times and local details with large…

Machine Learning · Computer Science 2025-04-01 Haonan Shi , Long Tian , Jie Tao , Yufei Li , Liming Wang , Xiyang Liu

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

This article extends the multivariate extreme value theory (MEVT) to discrete settings, focusing on the generalized Pareto distribution (GPD) as a foundational tool. The purpose of the study is to enhance the understanding of extreme…

Methodology · Statistics 2025-06-25 Samira Aka , Marie Kratz , Philippe Naveau

Accurate precipitation forecasting is crucial for early warnings of disasters, such as floods and landslides. Traditional forecasts rely on ground-based radar systems, which are space-constrained and have high maintenance costs.…

Computer Vision and Pattern Recognition · Computer Science 2024-12-17 Young-Jae Park , Doyi Kim , Minseok Seo , Hae-Gon Jeon , Yeji Choi