Related papers: Analysing Extreme Rainfall via a Geometric Framewo…
Capturing the extremal behaviour of data often requires bespoke marginal and dependence models which are grounded in rigorous asymptotic theory, and hence provide reliable extrapolation into the upper tails of the data-generating…
With the deterioration of climate, the phenomenon of rain-induced flooding has become frequent. To mitigate its impact, recent works adopt convolutional neural network or its variants to predict the floods. However, these methods directly…
The areal modeling of the extremes of a natural process such as rainfall or temperature is important in environmental statistics; for example, understanding extreme areal rainfall is crucial in flood protection. This article reviews recent…
We present a novel statistical treatment, the "metastatistics of extreme events", for calculating the frequency of extreme events. This approach, which is of general validity, is the proper statistical framework to address the problem of…
Extreme environmental events such as severe storms, drought, heat waves, flash floods, and abrupt species collapse have become more prevalent in the earth-atmosphere dynamic system in recent years. In order to fully understand the…
Although the fundamental probabilistic theory of extremes has been well developed, there are many practical considerations that must be addressed in application. The contribution of this thesis is four-fold. The first concerns the choice of…
Aiming to estimate extreme precipitation forecast quantiles, we propose a nonparametric regression model that features a constant extreme value index. Using local linear quantile regression and an extrapolation technique from extreme value…
This article summarizes the contribution of team genEVA to the EVA (2023) Conference Data Challenge. The challenge comprises four individual tasks, with two focused on univariate extremes and two related to multivariate extremes. In the…
Most climate trend studies analyze long-term trends as a proxy for climate dynamics. However, when examining seasonal data, it is unrealistic to assume that long-term trends remain consistent across all seasons. Instead, each season likely…
We study the spatio-temporal features of extremal sub-daily precipitation data over the Piave river basin in northeast Italy using a rich database of observed hourly rainfall. Empirical evidence suggests that both the marginal and…
In this study, we examine a Bayesian approach to analyze extreme daily rainfall amounts and forecast return-levels. Estimating the probability of occurrence and quantiles of future extreme events is important in many applications, including…
In many applications of time series models, such as climate analysis and social media analysis, we are often interested in extreme events, such as heatwave, wind gust, and burst of topics. These time series data usually exhibit a…
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…
Accurate estimation of the frequency and magnitude of successive extreme events in energy demand is critical for strategic resource planning. Traditional approaches based on extreme value theory (EVT) are typically limited to modelling…
Deep generative models are increasingly used to gain insights in the geospatial data domain, e.g., for climate data. However, most existing approaches work with temporal snapshots or assume 1D time-series; few are able to capture…
We use extreme value theory to estimate the probability of successive exceedances of a threshold value of a time-series of an observable on several classes of chaotic dynamical systems. The observables have either a Fr\'echet (fat-tailed)…
The statistical modeling of space-time extremes in environmental applications is key to understanding complex dependence structures in original event data and to generating realistic scenarios for impact models. In this context of…
To disentangle the complex non-stationary dependence structure of precipitation extremes over the entire contiguous U.S., we propose a flexible local approach based on factor copula models. Our sub-asymptotic spatial modeling framework…
Statistical physics and dynamical systems theory are key tools to study high-impact geophysical events such as temperature extremes, cyclones, thunderstorms, geomagnetic storms and many more. Despite the intrinsic differences between these…
Hazard event sets, a collection of synthetic extreme events over a given period, are important for catastrophe modelling. This paper addresses the issue of generating event sets of extreme river flow for northern England and southern…