Advances in statistical modeling of spatial extremes
The classical modeling of spatial extremes relies on asymptotic models (ie, max‐stable or r‐
Pareto processes) for block maxima or peaks over high thresholds, respectively. However, at …
Pareto processes) for block maxima or peaks over high thresholds, respectively. However, at …
Statistics of extremes
Statistics of extremes concerns inference for rare events. Often the events have never yet
been observed, and their probabilities must therefore be estimated by extrapolation of tail …
been observed, and their probabilities must therefore be estimated by extrapolation of tail …
Spatial extremes
The health consequences of climate variability and change are diverse, potentially affecting
the burden of a wide range of health outcomes, including illnesses and deaths related to …
the burden of a wide range of health outcomes, including illnesses and deaths related to …
High-dimensional peaks-over-threshold inference
Max-stable processes are increasingly widely used for modelling complex extreme events,
but existing fitting methods are computationally demanding, limiting applications to a few …
but existing fitting methods are computationally demanding, limiting applications to a few …
[HTML][HTML] Higher-dimensional spatial extremes via single-site conditioning
Currently available models for spatial extremes suffer either from inflexibility in the
dependence structures that they can capture, lack of scalability to high dimensions, or in …
dependence structures that they can capture, lack of scalability to high dimensions, or in …
Efficient inference and simulation for elliptical Pareto processes
Recent advances in extreme value theory have established-Pareto processes as the natural
limits for extreme events defined in terms of exceedances of a risk functional. In this paper …
limits for extreme events defined in terms of exceedances of a risk functional. In this paper …
Exgan: Adversarial generation of extreme samples
Mitigating the risk arising from extreme events is a fundamental goal with many applications,
such as the modelling of natural disasters, financial crashes, epidemics, and many others …
such as the modelling of natural disasters, financial crashes, epidemics, and many others …
[HTML][HTML] Modelling spatial extreme events with environmental applications
Spatial extreme value analysis has been an area of rapid growth in the last decade. The
focus has been on modelling the spatial componentwise maxima by max-stable processes …
focus has been on modelling the spatial componentwise maxima by max-stable processes …
Modelling across extremal dependence classes
Different dependence scenarios can arise in multivariate extremes, entailing careful
selection of an appropriate class of models. In bivariate extremes, the variables are either …
selection of an appropriate class of models. In bivariate extremes, the variables are either …
Efficient modeling of spatial extremes over large geographical domains
Various natural phenomena exhibit spatial extremal dependence at short spatial distances.
However, existing models proposed in the spatial extremes literature often assume that …
However, existing models proposed in the spatial extremes literature often assume that …