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In a low-order model of the general circulation of the atmosphere we examine the predictability of threshold exceedance events of certain observables. The likelihood of such binary events -- the cornerstone also for the categoric (as…

Chaotic Dynamics · Physics 2015-10-28 Tamas Bodai

We introduce the extremal range, a local statistic for studying the spatial extent of extreme events in random fields on $\mathbb{R}^d$. Conditioned on exceedance of a high threshold at a location $s$, the extremal range at $s$ is the…

Statistics Theory · Mathematics 2024-11-06 Ryan Cotsakis , Elena Di Bernardino , Thomas Opitz

Large, non-stationary spatio-temporal data are ubiquitous in modern statistical applications, and the modeling of spatio-temporal extremes is crucial for assessing risks in environmental sciences among others. While the modeling of extremes…

Applications · Statistics 2019-12-03 Raphaël Huser

Understanding and predicting uncertain things are the central themes of scientific evolution. Human beings revolve around these fears of uncertainties concerning various aspects like a global pandemic, health, finances, to name but a few.…

Statistical Mechanics · Physics 2021-08-31 Sayantan Nag Chowdhury , Arnob Ray , Arindam Mishra , Dibakar Ghosh

Accurate estimation of the frequency and magnitude of successive extreme events in energy demand is critical for strategic resource planning. Traditional approaches based on extreme value theory (EVT) are typically limited to modelling…

Statistics Theory · Mathematics 2025-09-10 Grace Burtenshaw , Joe Lane , Meagan Carney

Extreme weather events, rare yet profoundly impactful, are often accompanied by severe conditions. Increasing global temperatures are poised to exacerbate these events, resulting in greater human casualties, economic losses, and ecological…

Atmospheric and Oceanic Physics · Physics 2025-04-17 Yuhao Feng , Jun Meng , Jingfang Fan

There is an ongoing debate in the literature about whether the present global warming is increasing local and global temperature variability. The central methodological issues of this debate relate to the proper treatment of normalised…

Fluid Dynamics · Physics 2017-02-24 Miklos Vincze , Ion Borcia , Uwe Harlander

There is continuing interest in the investigation of change in temperature over space and time. We offer a set of tools to illuminate such change temporally, at desired temporal resolution, and spatially, according to region of interest,…

In this work, we report the emergence of extreme events in a damped and driven velocity-dependent mechanical system. We observe that the extreme events emerge at multiple points. We further notice that the extreme events occur symmetrically…

Chaotic Dynamics · Physics 2021-06-18 Sudharsan S , Venkatesan A , Senthilvelan M

This article summarises the methods used by the team ``Ca' Foscari" for the EVA 2025 Data Challenge. The questions of the challenge concern the estimation of exceedance probabilities across several locations. Rather than modelling the…

In extreme value analysis, sensitivity of inference to the definition of extreme event is a paramount issue. Under the peaks-over-threshold (POT) approach, this translates directly into the need of fitting a Generalized Pareto distribution…

Methodology · Statistics 2020-09-01 Jessica Silva Lomba , Maria Isabel Fraga Alves

We present a study of the intermittent properties of a shell model of turbulence with unprecedented statistics, about $\sim 10^7$ eddy turn over time, achieved thanks to an implementation on a large-scale parallel GPU factory. This allows…

Recent extreme value theory literature has seen significant emphasis on the modelling of spatial extremes, with comparatively little consideration of spatio-temporal extensions. This neglects an important feature of extreme events: their…

Methodology · Statistics 2022-07-19 Emma S. Simpson , Jennifer L. Wadsworth

Extreme events occur across the natural, engineering, and socioeconomic sciences, where rare but high-impact episodes can lead to disproportionate consequences that pose major challenges for prediction and risk management. Existing studies…

Dynamical Systems · Mathematics 2026-05-22 Charlotte Moser , Nan Chen , Marios Andreou

Heat wave (HW) events are becoming more frequent, and they have important consequences because of the negative effects they can have not only on the human population in health terms, but also on biodiversity and agriculture. This motivated…

Extreme value theory for univariate and low-dimensional observations has been explored in considerable detail, but the field is still in an early stage regarding high-dimensional settings. This paper focuses on H\"usler-Reiss models, a…

Methodology · Statistics 2024-12-17 Johannes Lederer , Marco Oesting

Statistical inference for extreme values of random events is difficult in practice due to low sample sizes and inaccurate models for the studied rare events. If prior knowledge for extreme values is available, Bayesian statistics can be…

Methodology · Statistics 2022-05-18 Tobias Kallehauge

We investigate the predictability of extreme events in time series. The focus of this work is to understand under which circumstances large events are better predictable than smaller events. Therefore we use a simple prediction algorithm…

Data Analysis, Statistics and Probability · Physics 2008-01-30 S. Hallerberg , H. Kantz

This paper studies natural disasters and the psychological costs of climate change. It presents what we believe to be the first evidence that higher temperature variability and not a higher level of temperature is what predicts natural…

General Economics · Economics 2024-09-24 Aatishya Mohanty , Nattavudh Powdthavee , Cheng Keat Tang , Andrew J. Oswald

Extreme events such as natural and economic disasters leave lasting impacts on society and motivate the analysis of extremes from data. While classical statistical tools based on Gaussian distributions focus on average behaviour and can…

Applications · Statistics 2023-11-01 Michele Nguyen , Almut E. D. Veraart , Benoit Taisne , Tan Chiou Ting , David Lallemant