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Regionalization methods have long been used to estimate high return levels of river discharges at ungauged locations on a river network. In these methods, the recorded discharge measurements of a group of similar, gauged, stations is used…

应用统计 · 统计学 2016-11-11 Peiman Asadi , Sebastian Engelke , Anthony C. Davison

We develop a method for the evaluation of extreme event statistics associated with nonlinear dynamical systems, using a small number of samples. From an initial dataset of design points, we formulate a sequential strategy that provides the…

机器学习 · 计算机科学 2022-06-08 Mustafa A. Mohamad , Themistoklis P. Sapsis

The increasing recognition of the association between adverse human health conditions and many environmental substances as well as processes has led to the need to monitor them. An important problem that arises in environmental statistics…

应用统计 · 统计学 2020-02-05 Yu Wang , Nhu D. Le , James V. Zidek

Max-stable processes are the natural extension of the classical extreme-value distributions to the functional setting, and they are increasingly widely used to estimate probabilities of complex extreme events. In this paper we broaden them…

统计方法学 · 统计学 2016-02-05 Peiman Asadi , Anthony C. Davison , Sebastian Engelke

The spatial modeling of extreme snow is important for adequate risk management in Alpine and high altitude countries. A natural approach to such modeling is through the theory of max-stable processes, an infinite-dimensional extension of…

应用统计 · 统计学 2011-12-01 Juliette Blanchet , Anthony C. Davison

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…

统计理论 · 数学 2020-04-08 Marco Oesting , Alexander Schnurr

There is a propensity for an extreme value analyses to be conducted as a consequence of the occurrence of a large flooding event. This timing of the analysis introduces bias and poor coverage probabilities into the associated risk…

应用统计 · 统计学 2021-07-02 Anna Maria Barlow , Chris Sherlock , Jonathan Tawn

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…

机器学习 · 统计学 2026-05-01 Christopher Bülte , Lisa Leimenstoll , Melanie Schienle

Spatial designs for monitoring stream networks, especially ephemeral systems, are typically non-standard, `sparse' and can be very complex, reflecting the complexity of the ecosystem being monitored, the scale of the population, and the…

统计方法学 · 统计学 2008-09-12 Melissa J. Dobbie , Brent L. Henderson , Don L. Stevens

Since many environmental processes such as heat waves or precipitation are spatial in extent, it is likely that a single extreme event affects several locations and the areal modelling of extremes is therefore essential if the spatial…

统计方法学 · 统计学 2012-08-28 Clément Dombry , Frédéric Éyi-Minko , Mathieu Ribatet

In this paper, we study a sampling problem where a source takes samples from a Wiener process and transmits them through a wireless channel to a remote estimator. Due to channel fading, interference, and potential collisions, the packet…

信息论 · 计算机科学 2023-10-19 Jiayu Pan , Yin Sun , Ness B. Shroff

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…

应用统计 · 统计学 2023-05-30 Christian Rohrbeck , Daniel Cooley

Accurate estimation of the traffic state over a network is essential since it is the starting point for designing and implementing any traffic management strategy. Hence, traffic operators and users of a transportation network can make…

计算机与社会 · 计算机科学 2022-01-04 Alexander Genser , Noel Hautle , Michail Makridis , Anastasios Kouvelas

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…

统计方法学 · 统计学 2018-11-29 Clément Chevalier , David Ginsbourger , Olivia Martius

Quantifying changes in the probability and magnitude of extreme flooding events is key to mitigating their impacts. While hydrodynamic data are inherently spatially dependent, traditional spatial models such as Gaussian processes are poorly…

统计方法学 · 统计学 2024-05-06 Reetam Majumder , Brian J. Reich , Benjamin A. Shaby

This paper presents an initial exploration of high frequency records of extreme wind speed in two steps. The first consists in finding the suitable extreme distribution for $120$ measuring stations in Switzerland, by comparing three known…

数据分析、统计与概率 · 物理学 2016-09-19 Mohamed Laib , Mikhail Kanevski

Estimation of latent network flows is a common problem in statistical network analysis. The typical setting is that we know the margins of the network, i.e. in- and outdegrees, but the flows are unobserved. In this paper, we develop a mixed…

应用统计 · 统计学 2020-01-23 Marc Schneble , Göran Kauermann

This paper explores the topic of preferential sampling, specifically situations where monitoring sites in environmental networks are preferentially located by the designers. This means the data arising from such networks may not accurately…

应用统计 · 统计学 2014-12-04 James V. Zidek , Gavin Shaddick , Carolyn G. Taylor

Risk assessment for extreme events requires accurate estimation of high quantiles that go beyond the range of historical observations. When the risk depends on the values of observed predictors, regression techniques are used to interpolate…

统计方法学 · 统计学 2024-11-14 Olivier C. Pasche , Sebastian Engelke

This paper considers the regional estimation of high quantiles of annual maximal river flow distributions $F$, an important problem from flood frequency analysis. Even though this particular problem has been addressed by many papers, less…

统计方法学 · 统计学 2017-01-26 Paul Kinsvater , Friederike Deiters , Roland Fried
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