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During hurricanes, coupled wave-circulation models are critical tools for public safety. The standard approach is to use a high fidelity circulation model coupled with a wave model which uses the most advanced source terms. As a result, the…

Fluid Dynamics · Physics 2024-05-27 Mark Loveland , Jessica Meixner , Eirik Valseth , Clint Dawson

Studying extreme events and how they evolve in a changing climate is one of the most important current scientific challenges. Starting from complex climate models, a key difficulty is to be able to run long enough simulations in order to…

Atmospheric and Oceanic Physics · Physics 2017-12-27 Francesco Ragone , Jeroen Wouters , Freddy Bouchet

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

Estimating the parameters of max-stable parametric models poses significant challenges, particularly when some parameters lie on the boundary of the parameter space. This situation arises when a subset of variables exhibits extreme values…

Methodology · Statistics 2026-04-08 Anas Mourahib , Anna Kiriliouk , Johan Segers

Extreme value analysis (EVA) uses data to estimate long-term extreme environmental conditions for variables such as significant wave height and period, for the design of marine structures. Together with models for the short-term evolution…

Methodology · Statistics 2024-07-30 Matthew Speers , David Randell , Jonathan Angus Tawn , Philip Jonathan

Wind speed retrieval at sea surface is of primary importance for scientific and operational applications. Besides weather models, in-situ measurements and remote sensing technologies, especially satellite sensors, provide complementary…

Machine Learning · Computer Science 2022-08-19 Matteo Zambra , Dorian Cazau , Nicolas Farrugia , Alexandre Gensse , Sara Pensieri , Roberto Bozzano , Ronan Fablet

We consider the statistics of extreme ship motions in a nonlinear irregular wave field. While an accurate computation is possible by using a full Monte-Carlo method to cover all individual wave conditions, the computational cost may become…

Fluid Dynamics · Physics 2021-08-10 Xianliang Gong , Zhou Zhang , Kevin J. Maki , Yulin Pan

We generalize the well-known mixtures of Gaussians approach to density estimation and the accompanying Expectation--Maximization technique for finding the maximum likelihood parameters of the mixture to the case where each data point…

Methodology · Statistics 2011-08-01 Jo Bovy , David W. Hogg , Sam T. Roweis

Time averaging has been the traditional approach to handle mixed sampling frequencies. However, it ignores information possibly embedded in high frequency. Mixed data sampling (MIDAS) regression models provide a concise way to utilize the…

Econometrics · Economics 2018-09-17 Yun Liu , Yeonwoo Rho

The present article is a study of the applicability of different sources of meteorological forcing for the coastal wave and storm surge models, which provide the operational marine forecasts for the coastal early warning systems (EWS) and…

Atmospheric and Oceanic Physics · Physics 2014-03-04 Vasko Galabov , Anna Kortcheva

Clustering mixed data presents numerous challenges inherent to the very heterogeneous nature of the variables. A clustering algorithm should be able, despite of this heterogeneity, to extract discriminant pieces of information from the…

Machine Learning · Computer Science 2022-05-10 Robin Fuchs , Denys Pommeret , Cinzia Viroli

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

This work presents a systematic framework for improving the predictions of statistical quantities for turbulent systems, with a focus on correcting climate simulations obtained by coarse-scale models. While high resolution simulations or…

Atmospheric and Oceanic Physics · Physics 2023-04-06 Alexis-Tzianni Charalampopoulos , Shixuan Zhang , Bryce Harrop , Lai-yung Ruby Leung , Themistoklis Sapsis

A combined high-resolution atmospheric downscaling and wave hindcast based on the ERA-40 reanalysis covering the Norwegian Sea, the North Sea and the Barents Sea is presented. The period covered is from September 1957 to August 2002. The…

Atmospheric and Oceanic Physics · Physics 2011-11-04 Magnar Reistad , Øyvind Breivik , Hilde Haakenstad , Ole Johan Aarnes , Birgitte R. Furevik , Jean-Raymond Bidlot

Inference over tails is usually performed by fitting an appropriate limiting distribution over observations that exceed a fixed threshold. However, the choice of such threshold is critical and can affect the inferential results. Extreme…

Statistical Finance · Quantitative Finance 2019-02-26 Chiara Lattanzi , Manuele Leonelli

Accurate weather forecasts are important for disaster prevention, agricultural planning, etc. Traditional numerical weather prediction (NWP) methods offer physically interpretable high-accuracy predictions but are computationally expensive…

Machine Learning · Computer Science 2025-10-10 Yuan Gao , Hao Wu , Ruiqi Shu , Huanshuo Dong , Fan Xu , Rui Ray Chen , Yibo Yan , Qingsong Wen , Xuming Hu , Kun Wang , Jiahao Wu , Qing Li , Hui Xiong , Xiaomeng Huang

We establish a theory for multivariate extreme value analysis of dynamical systems. Namely, we provide conditions adapted to the dynamical setting which enable the study of dependence between extreme values of the components of…

Dynamical Systems · Mathematics 2026-01-21 Romain Aimino , Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Mike Todd

Many environmental processes such as rainfall, wind or snowfall are inherently spatial and the modelling of extremes has to take into account that feature. In addition, environmental processes are often attached with an angle, e.g., wind…

Methodology · Statistics 2024-07-04 Gaspard Tamagny , Mathieu Ribatet

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

Simultaneous concurrence of extreme values across multiple climate variables can result in large societal and environmental impacts. Therefore, there is growing interest in understanding these concurrent extremes. In many applications, not…

Applications · Statistics 2021-03-16 Whitney K. Huang , Adam H. Monahan , Francis W. Zwiers
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