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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…

The generalized extreme value (GEV) distribution is a popular model for analyzing and forecasting extreme weather data. To increase prediction accuracy, spatial information is often pooled via a latent Gaussian process (GP) on the GEV…

Methodology · Statistics 2024-05-20 Meixi Chen , Reza Ramezan , Martin Lysy

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…

The generalised extreme value (GEV) distribution is a three parameter family that describes the asymptotic behaviour of properly renormalised maxima of a sequence of independent and identically distributed random variables. If the shape…

Applications · Statistics 2022-05-10 Daniela Castro-Camilo , Raphaël Huser , Håvard Rue

The Coupled Model Intercomparison Project (phase 6) (CMIP6) global circulation models (GCMs) predict equilibrium climate sensitivity (ECS) values ranging between 1.8 and 5.7 $^\circ$C. To narrow this range, we group 38 GCMs into low, medium…

Atmospheric and Oceanic Physics · Physics 2022-10-21 Nicola Scafetta

A major issue of extreme value analysis is the determination of the shape parameter $\xi$ common to Generalized Extreme Value (GEV) and Generalized Pareto (GP) distributions, which drives the tail behavior, and is of major impact on the…

Methodology · Statistics 2018-06-19 Nicolas Bousquet , Merlin Keller

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

We consider forecasting functional time series of extreme values within a generalised extreme value distribution (GEV). The GEV distribution can be characterised using the three parameters (location, scale and shape). As a result, the…

Methodology · Statistics 2020-12-22 Han Lin Shang , Ruofan Xu

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…

Most operational climate services providers base their seasonal predictions on initialised general circulation models (GCMs) or statistical techniques that fit past observations. GCMs require substantial computational resources, which…

Climate models are essential for assessing the impact of greenhouse gas emissions on our changing climate and the resulting increase in the frequency and severity of natural disasters. Despite the widespread acceptance of climate models…

Atmospheric and Oceanic Physics · Physics 2023-11-08 Vsevolod Morozov , Artem Galliamov , Aleksandr Lukashevich , Antonina Kurdukova , Yury Maximov

Mixed modeling of extreme values and random effects is relatively unexplored topic. Computational difficulties in using the maximum likelihood method for mixed models and the fact that maximum likelihood method uses available data and does…

Applications · Statistics 2019-07-05 Ali Reza Fotouhi

The increasing frequency of extreme temperature events, such as daily maximum temperature ($T_x$) records, underscores the need for robust tools to understand their drivers and predict their occurrence. Previous studies have identified…

With climate change-related extreme events on the rise, high dimensional Earth observation data presents a unique opportunity for forecasting and understanding impacts on ecosystems. This is, however, impeded by the complexity of…

Modeling extreme precipitation and temperature is vital for understanding the impacts of climate change, as hazards like intense rainfall and record-breaking temperatures can result in severe consequences, including floods, droughts, and…

Methodology · Statistics 2026-01-13 Remy MacDonald , Benjamin Seiyon Lee , John Foley , Justin Lee

Motivated by the EVA 2025 Data Challenge, we address the problem of predicting extreme rainfall in the eastern United States using data from a large ensemble of climate model runs. The challenge focuses on three quantities of interest…

Methodology · Statistics 2026-03-20 Ryan Campbell , Kristina Grolmusova , Lydia Kakampakou , Jeongjin Lee

Motivated by the EVA2025 data challenge, where we participated as the team DesiBoys, we propose a regression strategy within the framework of regular variation to estimate the occurrences and intensities of high precipitation extremes…

Methodology · Statistics 2026-02-10 Rishikesh Yadav , Arnab Hazra

Extreme event attribution characterizes how anthropogenic climate change may have influenced the probability and magnitude of selected individual extreme weather and climate events. Attribution statements often involve quantification of the…

Methodology · Statistics 2018-02-06 Soyoung Jeon , Christopher J. Paciorek , Michael F. Wehner

Weather extremes are a major societal and economic hazard, claiming thousands of lives and causing billions of dollars in damage every year. Under climate change, their impact and intensity are expected to worsen significantly.…

Machine Learning · Computer Science 2022-10-24 Antoine Blanchard , Nishant Parashar , Boyko Dodov , Christian Lessig , Themistoklis Sapsis

Climate models play a crucial role in understanding the effect of environmental and man-made changes on climate to help mitigate climate risks and inform governmental decisions. Large global climate models such as the Community Earth System…

Applications · Statistics 2020-12-02 Niccolò Dalmasso , Galen Vincent , Dorit Hammerling , Ann B. Lee