Advances in statistical modeling of spatial extremes

R Huser, JL Wadsworth - Wiley Interdisciplinary Reviews …, 2022 - Wiley Online Library
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 …

Statistics of extremes

AC Davison, R Huser - Annual Review of Statistics and its …, 2015 - annualreviews.org
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 …

Spatial extremes

AC Davison, R Huser, E Thibaud - Handbook of environmental …, 2019 - taylorfrancis.com
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 …

High-dimensional peaks-over-threshold inference

R de Fondeville, AC Davison - Biometrika, 2018 - academic.oup.com
Max-stable processes are increasingly widely used for modelling complex extreme events,
but existing fitting methods are computationally demanding, limiting applications to a few …

[HTML][HTML] Higher-dimensional spatial extremes via single-site conditioning

JL Wadsworth, JA Tawn - Spatial Statistics, 2022 - Elsevier
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 …

Efficient inference and simulation for elliptical Pareto processes

E Thibaud, T Opitz - Biometrika, 2015 - academic.oup.com
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 …

Exgan: Adversarial generation of extreme samples

S Bhatia, A Jain, B Hooi - Proceedings of the AAAI Conference on …, 2021 - ojs.aaai.org
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 …

[HTML][HTML] Modelling spatial extreme events with environmental applications

J Tawn, R Shooter, R Towe, R Lamb - Spatial statistics, 2018 - Elsevier
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 …

Modelling across extremal dependence classes

JL Wadsworth, JA Tawn, AC Davison… - Journal of the Royal …, 2017 - academic.oup.com
Different dependence scenarios can arise in multivariate extremes, entailing careful
selection of an appropriate class of models. In bivariate extremes, the variables are either …

Efficient modeling of spatial extremes over large geographical domains

A Hazra, R Huser, D Bolin - Journal of Computational and …, 2024 - Taylor & Francis
Various natural phenomena exhibit spatial extremal dependence at short spatial distances.
However, existing models proposed in the spatial extremes literature often assume that …