Related papers: A simulation study comparing statistical approache…
Modelling dependencies between climate extremes is important for climate risk assessment, for instance when allocating emergency management funds. In statistics, multivariate extreme value theory is often used to model spatial extremes.…
We derive the properties and demonstrate the desirability of a model-based method for estimating the spatially-varying effects of covariates on the quantile function. By modeling the quantile function as a combination of I-spline basis…
Estimating quantiles of an outcome conditional on covariates is of fundamental interest in statistics with broad application in probabilistic prediction and forecasting. We propose an ensemble method for conditional quantile estimation,…
There is increasing interest in flexible parametric models for the analysis of time-to-event data, yet Bayesian approaches that offer incorporation of prior knowledge remain underused. A flexible Bayesian parametric model has recently been…
Extreme geophysical events are of crucial relevance to our daily life: they threaten human lives and cause property damage. To assess the risk and reduce losses, we need to model and probabilistically predict these events. Parametrizations…
It is often the case that risk assessment and prognostics are viewed as related but separate tasks. This chapter describes a risk-based approach to prognostics that seeks to provide a tighter coupling between risk assessment and fault…
Conformal prediction is a popular method to construct prediction intervals with marginal coverage guarantees from black-box machine learning models. In applications with potentially high-impact events, such as flooding or financial crises,…
In this paper, we provide finite sample results to assess the consistency of Generalized Pareto regression trees, as tools to perform extreme value regression. The results that we provide are obtained from concentration inequalities, and…
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…
Uncertainty in return level estimates for rare events, like the intensity of large rainfall events, makes it difficult to develop strategies to mitigate related hazards, like flooding. Latent spatial extremes models reduce uncertainty by…
Earth System Models (ESMs) are the state of the art for projecting the effects of climate change. However, longstanding uncertainties in their ability to simulate regional and local precipitation extremes and related processes inhibit…
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…
Quantile regression is increasingly encountered in modern big data applications due to its robustness and flexibility. We consider the scenario of learning the conditional quantiles of a specific target population when the available data…
As wildfires are expected to become more frequent and severe, improved prediction models are vital to mitigating risk and allocating resources. With remote sensing data, valuable spatiotemporal statistical models can be created and used for…
We introduce a transfer learning framework for regression that leverages heterogeneous source domains to improve predictive performance in a data-scarce target domain. Our approach learns a conditional generative model separately for each…
Predicting future states in uncertain environments, such as wildfire spread, medical diagnosis, or autonomous driving, requires models that can consider multiple plausible outcomes. While diffusion models can effectively learn such…
Multiple studies have now demonstrated that machine learning (ML) can give improved skill for predicting or simulating fairly typical weather events, for tasks such as short-term and seasonal weather forecasting, downscaling simulations to…
This work compares supervised machine learning methods using reliable data from constructive simulations to estimate the most effective moment for launching missiles during air combat. We employed resampling techniques to improve the…
In recent years, advances in computational power and spatial data analysis (GIS, remote sensing, etc) have led to an increase in attempts to model the spread and behaviour of wildland fires across the landscape. This series of review papers…
Extreme value statistics provides accurate estimates for the small occurrence probabilities of rare events. While theory and statistical tools for univariate extremes are well-developed, methods for high-dimensional and complex data sets…