相关论文: Outliers, Extreme Events and Multiscaling

The key to successful statistical analysis of bivariate extreme events lies in flexible modelling of the tail dependence relationship between the two variables. In the extreme value theory literature, various techniques are available to…

Power-law distributions are typical macroscopic features occurring in almost all complex systems observable in nature. As a result, researchers in quantitative analyses must often generate random synthetic variates obeying power-law…

Recent numerical explorations of extremely intense circulation fluctuations at high Reynolds number flows have brought to light novel aspects of turbulent intermittency. Vortex gas modeling ideas, introduced alongside such developments,…

We investigate extreme value theory for physical systems with a global conservation law which describe renewal processes, mass transport models and long-range interacting spin models. As shown previously, a special feature is that the…

Max-stable distributions and processes are important models for extreme events and the assessment of tail risks. The full, multivariate likelihood of a parametric max-stable distribution is complicated and only recent advances enable its…

We propose Echo State Networks (ESNs) to predict the statistics of extreme events in a turbulent flow. We train the ESNs on small datasets that lack information about the extreme events. We asses whether the networks are able to extrapolate…

We point out that the functional form describing the frequency of sizes of events in complex systems (e.g. earthquakes, forest fires, bursts of neuronal activity) can be obtained from maximal likelihood inference, which, remarkably, only…

Extreme-event predictability in turbulence is strongly state dependent, yet event-by-event predictability horizons are difficult to quantify without access to governing equations or costly perturbation ensembles. Here we train an…

We consider the estimation of small probabilities or other risk quantities associated with rare but catastrophic events. In the model-based literature, much of the focus has been devoted to efficient Monte Carlo computation or analytical…

A geometric representation for multivariate extremes, based on the shapes of scaled sample clouds in light-tailed margins and their so-called limit sets, has recently been shown to connect several existing extremal dependence concepts.…

Heavy tailed phenomena are naturally analyzed by extreme value statistics. A crucial step in such an analysis is the estimation of the extreme value index, which describes the tail heaviness of the underlying probability distribution. We…

Predicting extreme events in nonlinear dynamical systems is challenging due to a limited understanding of their statistical properties. This study numerically and theoretically investigates the statistical properties of infinite-modal maps…

Outliers widely occur in big-data applications and may severely affect statistical estimation and inference. In this paper, a framework of outlier-resistant estimation is introduced to robustify an arbitrarily given loss function. It has a…

Anomalous diffusion phenomena occur on length scales spanning from intracellular to astrophysical ranges. A specific form of decay at large argument of the probability density function of rescaled displacement (scaling function) is derived…

In public discussions of the quality of forecasts, attention typically focuses on the predictive performance in cases of extreme events. However, the restriction of conventional forecast evaluation methods to subsets of extreme observations…

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…

In this work, we report the emergence of extreme events in a damped and driven velocity-dependent mechanical system. We observe that the extreme events emerge at multiple points. We further notice that the extreme events occur symmetrically…

Outlying observations are frequently encountered across a wide spectrum of scientific domains, posing notable challenges to the generalizability of statistical models and the reproducibility of downstream analysis. They are identified…

We introduce and analyze several variants of a system of differential equations which model the dynamics of social outbursts, such as riots. The systems involve the coupling of an explicit variable representing the intensity of rioting…

Extreme events over large spatial domains may exhibit highly heterogeneous tail dependence characteristics, yet most existing spatial extremes models yield only one dependence class over the entire spatial domain. To accurately characterize…