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We study distributional robustness in the context of Extreme Value Theory (EVT). We provide a data-driven method for estimating extreme quantiles in a manner that is robust against incorrect model assumptions underlying the application of…

Statistics Theory · Mathematics 2020-06-09 Jose Blanchet , Fei He , Karthyek R. A. Murthy

We give a survey of the foundations of statistical queries and their many applications to other areas. We introduce the model, give the main definitions, and we explore the fundamental theory statistical queries and how how it connects to…

Machine Learning · Computer Science 2020-05-15 Lev Reyzin

This chapter illustrates how tools from univariate and multivariate statistics of extremes can complement classical methods used to study brain signals and enhance the understanding of brain activity and connectivity during specific…

Applications · Statistics 2024-04-16 Paolo V. Redondo , Matheus B. Guerrero , Raphaël Huser , Hernando Ombao

One of the main goal of extreme value analysis is to estimate the probability of rare events given a sample from an unknown distribution. The upper tail behavior of this distribution is described by the extreme value index. We present a new…

Probability · Mathematics 2007-05-23 Laurent Gardes , Stephane Girard

We obtain error terms on the rate of convergence to Extreme Value Laws for a general class of weakly dependent stochastic processes. The dependence of the error terms on the `time' and `length' scales is very explicit. Specialising to data…

Dynamical Systems · Mathematics 2016-03-24 Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Mike Todd

Observed accidents have been the main resource for road safety analysis over the past decades. Although such reliance seems quite straightforward, the rare nature of these events has made safety difficult to assess, especially for new and…

Applications · Statistics 2019-11-22 Joana Cavadas , Carlos Lima Azevedo , Haneen Farah , Ana Ferreira

We generalize to the finite-state case the notion of the extreme effect variable $Y$ that accumulates all the effect of a variant variable $V$ observed in changes of another variable $X$. We conduct theoretical analysis and turn the problem…

Machine Learning · Statistics 2020-01-01 Alexey Drutsa

We allow representing and reasoning in the presence of nested multiple aggregates over multiple variables and nested multiple aggregates over functions involving multiple variables in answer sets, precisely, in answer set optimization…

Artificial Intelligence · Computer Science 2013-04-11 Emad Saad

We present the methods employed by team `Uniofbathtopia' as part of the Data Challenge organised for the 13th International Conference on Extreme Value Analysis (EVA2023), including our winning entry for the third sub-challenge. Our…

Methodology · Statistics 2023-12-22 Henry Elsom , Matthew Pawley

The last decade has seen numerous record-shattering heatwaves in all corners of the globe. In the aftermath of these devastating events, there is interest in identifying worst-case thresholds or upper bounds that quantify just how hot…

Data Analysis, Statistics and Probability · Physics 2025-01-24 Mark D. Risser , Likun Zhang , Michael F. Wehner

This is a survey of old and new problems and results in additive number theory.

Number Theory · Mathematics 2025-10-28 Melvyn B. Nathanson

The statistical analysis of functional data is a growing need in many research areas. In particular, a robust methodology is important to study curves, which are the output of experiments in applied statistics. In this paper we study some…

Methodology · Statistics 2014-09-08 A. M. Franco-Pereira , R. E. Lillo , J. Romo

We review some recent developments which make use of the concept of `superstatistics', an effective description for nonequilibrium systems with a varying intensive parameter such as the inverse temperature. We describe how the asymptotic…

Statistical Mechanics · Physics 2017-08-23 Christian Beck

In this paper, we investigate the problem of nonparametric monotone frontier estimation from the perspective of extreme value theory. This enables us to revisit the asymptotic theory of the popular free disposal hull estimator in a more…

Statistics Theory · Mathematics 2010-11-29 Abdelaati Daouia , Jean-Pierre Florens , Léopold Simar

We study multiplicity of the supercritical traveling front solutions for scalar reaction-diffusion equations in infinite cylinders which invade a linearly unstable equilibrium. These equations are known to possess traveling wave solutions…

Analysis of PDEs · Mathematics 2013-09-24 P. V. Gordon , C. B. Muratov , M. Novaga

Based on a recent work on traveling waves in spatially nonlocal reaction-diffusion equations, we investigate the existence of traveling fronts in reaction-diffusion equations with a memory term. We will explain how such memory terms can…

Analysis of PDEs · Mathematics 2021-04-27 Alexander Mielke , Sina Reichelt

We consider heavy-tailed distributions and compare the well-known estimators of the tail index, based on extreme value theory with a comparatively recent estimator based on a different idea.

Probability · Mathematics 2016-08-14 Vygantas Paulauskas , Marijus Vaičiulis

The Correlates of War project scrupulously collects information about disputes between the countries over a long historical period together with other data relevant to the character and reasons of international conflicts. Using methods of…

Applications · Statistics 2015-09-09 Igor Mackarov

The masses of data now available have opened up the prospect of discovering weak signals using machine-learning algorithms, with a view to predictive or interpretation tasks. As this survey of recent results attempts to show, bringing…

Statistics Theory · Mathematics 2026-05-06 Stephan Clémençon , Anne Sabourin

This study explores information measures based on extropy, introducing dynamic relative extropy measures for residual and past lifetimes, and investigating their various properties. Furthermore, the study analyzes the relationships between…

Applications · Statistics 2025-03-11 Saranya P. , Sunoj S. M.
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