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Describing the complex dependence structure of extreme phenomena is particularly challenging. To tackle this issue we develop a novel statistical algorithm that describes extremal dependence taking advantage of the inherent hierarchical…

Methodology · Statistics 2018-07-24 Sabrina Vettori , Raphaël Huser , Johan Segers , Marc G. Genton

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

The heavy-tailed behavior of the generalized extreme-value distribution makes it a popular choice for modeling extreme events such as floods, droughts, heatwaves, wildfires, etc. However, estimating the distribution's parameters using…

Machine learning (ML) offers a computationally efficient approach for generating large ensembles of high-resolution climate projections, but deterministic ML methods often smooth fine-scale structures and underestimate extremes. While…

The increasing frequency of extreme weather events due to global climate change urges accurate weather prediction. Recently, great advances have been made by the \textbf{end-to-end methods}, thanks to deep learning techniques, but they face…

Machine Learning · Computer Science 2025-07-24 Shaohan Li , Hao Yang , Min Chen , Xiaolin Qin

Accurate estimation of daily rainfall return levels associated with large return periods is needed for a number of hydrological planning purposes, including protective infrastructure, dams, and retention basins. This is especially relevant…

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,…

Methodology · Statistics 2026-04-02 Olivier C. Pasche , Henry Lam , Sebastian Engelke

The accurate prediction of precipitation is important to allow for reliable warnings of flood or drought risk in a changing climate. However, to make trust-worthy predictions of precipitation, at a local scale, is one of the most difficult…

Computation · Statistics 2021-02-26 Sherman Lo , Peter Watson , Peter Dueben , Ritabrata Dutta

Regression algorithms are regularly used for improving the accuracy of satellite precipitation products. In this context, satellite precipitation and topography data are the predictor variables, and gauged-measured precipitation data are…

Machine Learning · Computer Science 2023-10-17 Georgia Papacharalampous , Hristos Tyralis , Nikolaos Doulamis , Anastasios Doulamis

We propose a Bayesian hierarchical model for spatial extremes on a large domain. In the data layer a Gaussian elliptical copula having generalized extreme value (GEV) marginals is applied. Spatial dependence in the GEV parameters are…

In the domain of time series analysis, particularly in event detection tasks, current methodologies predominantly rely on segmentation-based approaches, which predict the class label for each individual timesteps and use the changepoints of…

Artificial Intelligence · Computer Science 2024-08-26 Clark Peng , Tolga Dinçer

In this work, we propose a simulation-based estimation approach using generative neural networks to determine dependencies of precipitation maxima and their underlying uncertainty in time and space. Within the common framework of max-stable…

Machine Learning · Statistics 2026-05-01 Christopher Bülte , Lisa Leimenstoll , Melanie Schienle

Due to complex physical phenomena, the distribution of heavy rainfall events is difficult to model spatially. Physically based numerical models can often provide physically coherent spatial patterns, but may miss some important…

Applications · Statistics 2020-03-13 Marco Oesting , Philippe Naveau

In recent years traditional numerical methods for accurate weather prediction have been increasingly challenged by deep learning methods. Numerous historical datasets used for short and medium-range weather forecasts are typically organized…

Machine Learning · Computer Science 2023-09-06 Andrea Asperti , Fabio Merizzi , Alberto Paparella , Giorgio Pedrazzi , Matteo Angelinelli , Stefano Colamonaco

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…

Methodology · Statistics 2021-01-06 Sebastian Engelke , Jevgenijs Ivanovs

Density regression characterizes the conditional density of the response variable given the covariates, and provides much more information than the commonly used conditional mean or quantile regression. However, it is often computationally…

Methodology · Statistics 2022-06-15 Yunlu Chen , Nan Zhang

The generalized exponential distribution is a well-known probability model in lifetime data analysis and several other research areas, including precipitation modeling. Despite having broad applications for independently and identically…

Applications · Statistics 2025-11-10 Arijit Dey , Arnab Hazra

We study the problem of estimating the parameters of a regression model from a set of observations, each consisting of a response and a predictor. The response is assumed to be related to the predictor via a regression model of unknown…

Machine Learning · Statistics 2016-05-19 Carlos Alberto Gomez-Uribe

Extreme precipitation events occurring over large spatial domains pose substantial threats to societies because they can trigger compound flooding, landslides, and infrastructure failures across wide areas. A hybrid framework for spatial…

Applications · Statistics 2025-09-15 Zimu Wang , Yifan Wu , Daning Bi

This study aims to improve the spatial representation of uncertainties when regressing surface wind speeds from large-scale atmospheric predictors for sub-seasonal forecasting. Sub-seasonal forecasting often relies on large-scale…

Machine Learning · Computer Science 2025-10-21 Ganglin Tian , Anastase Alexandre Charantonis , Camille Le Coz , Alexis Tantet , Riwal Plougonven
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