Related papers: A Bayesian block maxima over threshold approach ap…
Extreme value theory (EVT) is well suited to model extreme events, such as floods, heatwaves, or mechanical failures, which is required for reliability assessment of systems across multiple domains for risk management and loss prevention.…
Extreme Value Theory (EVT) is one of the most commonly used approaches in finance for measuring the downside risk of investment portfolios, especially during financial crises. In this paper, we propose a novel approach based on EVT called…
Modelling block maxima using the generalised extreme value (GEV) distribution is a classical and widely used method for studying univariate extremes. It allows for theoretically motivated estimation of return levels, including extrapolation…
The conventional use of the Generalized Extreme Value (GEV) distribution to model block maxima may be inappropriate when extremes are actually structured into multiple heterogeneous groups. In this work, we propose a novel approach for…
In extreme value theory, there are two fundamental approaches, both widely used: the block maxima (BM) method and the peaks-over-threshold (POT) method. Whereas much theoretical research has gone into the POT method, the BM method has not…
Closed-loop shallow geothermal systems are one of the key technologies for decarbonizing the residential heating and cooling sector. The primary type of these systems involves vertical borehole heat exchangers (BHEs). During the planning…
Extreme value theory (EVT) has been utilized to estimate crash risk from traffic conflicts with the peak over threshold approach. However, it's challenging to determine a suitable threshold to distinguish extreme conflicts in an objective…
Localized corrosion is one of the most common causes of early degradation of engineering structures. To non-destructively determine the location, size and rate of localized corrosion in porous media, a new technique, electrochemical…
We introduce the entropic measure transform (EMT) problem for a general process and prove the existence of a unique optimal measure characterizing the solution. The density process of the optimal measure is characterized using a…
Designs conditions for marine structures are typically informed by threshold-based extreme value analyses of oceanographic variables, in which excesses of a high threshold are modelled by a generalized Pareto (GP) distribution. Too low a…
This paper introduces a novel sub-sampling block maxima technique to model and characterize environmental extreme risks. We examine the relationships between block size and block maxima statistics derived from the Gaussian and generalized…
Heat and mass transfer inside the porous wick of a capillary evaporator is studied using a mixed pore-network model. The impact of the thermal conductivity of the wick on the overheating limit (defined as the difference between the maximum…
We determine a fundamental upper bound on the performance of any adaptive protocol for discrimination or estimation of a channel which has an unknown parameter encoded in the state of its environment. Since our approach relies on the…
Recent advances in quantum computing have significantly accelerated research into quantum-assisted information retrieval and recommender systems, particularly in solving feature selection problems by formulating them as Quadratic…
This work focuses on determining the coefficient of thermal diffusivity in a one-dimensional heat transfer process along a homogeneous and isotropic bar, embedded in a moving fluid with heat generation. A first type (Dirichlet) condition is…
Periodic inspections are necessary to keep railroad tracks in state of good repair and prevent train accidents. Automatic track inspection using machine vision technology has become a very effective inspection tool. Because of its…
The Transition Edge Sensor is extremely sensitive to the change of temperature, combined with the high-Z metal of a certain thickness, it can realize the high energy resolution measurement of particles such as X-rays. X-rays with energies…
We consider the problem of evaluating risk for a system that is modeled by a complex stochastic simulation with many possible input parameter values. Two sources of computational burden can be identified: the effort associated with…
Temperature of a finite-sized system fluctuates due to the thermal fluctuations. However, a systematic mathematical framework for measuring or estimating the temperature is still underdeveloped. Here, we incorporate the estimation theory in…
A persistent challenge with the development of electric vertical take-off and landing vehicles (eVTOL) to meet flight power and energy demands is the mass of the load and thermal management systems for batteries. One possible strategy to…