相关论文: Outliers, Extreme Events and Multiscaling

A central problem in uncertainty quantification is how to characterize the impact that our incomplete knowledge about models has on the predictions we make from them. This question naturally lends itself to a probabilistic formulation, by…

Understanding and predicting uncertain things are the central themes of scientific evolution. Human beings revolve around these fears of uncertainties concerning various aspects like a global pandemic, health, finances, to name but a few.…

For measuring tail risk with scarce extreme events, extreme value analysis is often invoked as the statistical tool to extrapolate to the tail of a distribution. The presence of large datasets benefits tail risk analysis by providing more…

Extreme value statistics, or extreme statistics for short, refers to the statistics that characterizes rare events of either unusually high or low intensity: climate disasters like floods following extremely intense rains are among the…

Many random phenomena, including life-testing and environmental data, show positive values and excess zeros, which pose modeling challenges. In life testing, immediate failures result in zero lifetimes, often due to defects or poor quality,…

Extreme events have low occurrence probabilities and display pronounced deviation from their average behaviour, such as earthquakes or power blackouts. Such extreme events occurring on the nodes of a complex network have been extensively…

Rare events play a crucial role in understanding complex systems. Characterizing and analyzing them in scale-invariant situations is challenging due to strong correlations. In this work, we focus on characterizing the tails of probability…

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)…

Having reliable estimates of the occurrence rates of extreme events is highly important for insurance companies, government agencies and the general public. The rarity of an extreme event is typically expressed through its return period,…

Risk assessment for rare events is essential for understanding systemic stability in complex systems. As rare events are typically highly correlated, it is important to study heavy-tailed multivariate distributions of the relevant…

Rare events in the first-passage distributions of jump processes are capable of triggering anomalous reactions or series of events. Estimating their probability is particularly important when the jump probabilities have broad-tailed…

We provide theoretical and experimental evidence of statistical outliers in random laser emission that are not accounted for by the, now established, power-law tailed (L\'evy) distribution. Such outliers manifest themselves as single, large…

Extreme events are of great importance since they often represent impactive occurrences. For instance, in terms of climate and weather, extreme events might be major storms, floods, extreme heat or cold waves, and more. However, they are…

Extreme events occur across the natural, engineering, and socioeconomic sciences, where rare but high-impact episodes can lead to disproportionate consequences that pose major challenges for prediction and risk management. Existing studies…

Real data often contain anomalous cases, also known as outliers. These may spoil the resulting analysis but they may also contain valuable information. In either case, the ability to detect such anomalies is essential. A useful tool for…

The role of topological heterogeneity in the origin of extreme events in a network is investigated here. The dynamics of the oscillators associated with the nodes are assumed to be identical and influenced by mean-field repulsive…

We consider regularly varying random vectors. Our goal is to estimate in a non-parametric way some characteristics related to conditioning on an extreme event, like the tail dependence coefficient. We introduce a quasi-spectral…

Extreme events are emergent phenomena in multi-particle transport processes on complex networks. In practice, such events could range from power blackouts to call drops in cellular networks to traffic congestion on roads. All the earlier…

Strong anomalous diffusion is {often} characterized by a piecewise-linear spectrum of the moments of displacement. The spectrum is characterized by slopes $\xi$ and $\zeta$ for small and large moments, respectively, and by the critical…

Extreme events are an important theme in various areas of science because of their typically devastating effects on society and their scientific complexities. The latter is particularly true if the underlying dynamics does not lead to…