相关论文: Probabilities of concurrent extremes

Modeling the joint distribution of extreme weather events in multiple locations is a challenging task with important applications. In this study, we use max-stable models to study extreme daily precipitation events in Switzerland. The…

Recent developments in extreme value statistics have established the so-called geometric approach as a powerful modelling tool for multivariate extremes. We tailor these methods to the case of spatial modelling and examine their efficacy at…

The hazard of pluvial flooding is largely influenced by the spatial and temporal dependence characteristics of precipitation. When extreme precipitation possesses strong spatial dependence, the risk of flooding is amplified due to catchment…

There are a number of hypotheses underlying the existence of adversarial examples for classification problems. These include the high-dimensionality of the data, high codimension in the ambient space of the data manifolds of interest, and…

Various natural phenomena exhibit spatial extremal dependence at short spatial distances. However, existing models proposed in the spatial extremes literature often assume that extremal dependence persists across the entire domain. This is…

Gridded data products, for example interpolated daily measurements of precipitation from weather stations, are commonly used as a convenient substitute for direct observations because these products provide a spatially and temporally…

Quantitative predictions about the processes that promote species coexistence are a subject of active research in ecology. In particular, competitive interactions are known to shape and maintain ecological communities, and situations where…

We propose a spectral clustering algorithm for analyzing the dependence structure of multivariate extremes. More specifically, we focus on the asymptotic dependence of multivariate extremes characterized by the angular or spectral measure…

Multivariate extreme value statistical analysis is concerned with observations on several variables which are thought to possess some degree of tail-dependence. In areas such as the modeling of financial and insurance risks, or as the…

Severe thunderstorms cause substantial economic and human losses in the United States. Simultaneous high values of convective available potential energy (CAPE) and storm relative helicity (SRH) are favorable to severe weather, and both they…

Max-stable processes have proved to be useful for the statistical modelling of spatial extremes. Several representations of max-stable random fields have been proposed in the literature. For statistical inference it is often assumed that…

This work has been motivated by the challenge of the 2017 conference on Extreme-Value Analysis (EVA2017), with the goal of predicting daily precipitation quantiles at the $99.8\%$ level for each month at observed and unobserved locations.…

In this work, we focus on some conditional extreme risk measures estimation for elliptical random vectors. In a previous paper, we proposed a methodology to approximate extreme quantiles, based on two extremal parameters. We thus propose…

In this paper, we investigate the robust models for $\Lambda$-quantiles with partial information regarding the loss distribution, where $\Lambda$-quantiles extend the classical quantiles by replacing the fixed probability level with a…

We explore the dependence structure in the sampled sequence of large networks. We consider randomized algorithms to sample the nodes and study extremal properties in any associated stationary sequence of characteristics of interest like…

To study trends in extreme precipitation across US over the years 1951-2017, we consider 10 climate indexes that represent extreme precipitation, such as annual maximum of daily precipitation, annual maximum of consecutive 5-day average…

Inspired by applications in sports where the skill of players or teams competing against each other varies over time, we propose a probabilistic model of pairwise-comparison outcomes that can capture a wide range of time dynamics. We…

We prove that in many cases the existence of an extremal metric for some Laplace eigenvalue in a conformal class allows to find extremal metrics in conformal classes close by. As a consequence and as part of the arguments we obtain…

In environmental applications of extreme value statistics, the underlying stochastic process is often modeled either as a max-stable process in continuous time/space or as a process in the domain of attraction of such a max-stable process.…

In this paper, we investigate temporal clusters of extremes defined as subsequent exceedances of high thresholds in a stationary time series. Two meaningful features of these clusters are the probability distribution of the cluster size and…