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 …

Sparse structures for multivariate extremes

S Engelke, J Ivanovs - Annual Review of Statistics and Its …, 2021 - annualreviews.org
Extreme value statistics provides accurate estimates for the small occurrence probabilities of
rare events. While theory and statistical tools for univariate extremes are well developed …

Graphical models for extremes

S Engelke, AS Hitz - Journal of the Royal Statistical Society …, 2020 - academic.oup.com
Conditional independence, graphical models and sparsity are key notions for parsimonious
statistical models and for understanding the structural relationships in the data. The theory of …

Modeling spatial processes with unknown extremal dependence class

R Huser, JL Wadsworth - Journal of the American statistical …, 2019 - Taylor & Francis
Many environmental processes exhibit weakening spatial dependence as events become
more extreme. Well-known limiting models, such as max-stable or generalized Pareto …

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 …

[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 …

Statistical methods for extreme event attribution in climate science

P Naveau, A Hannart, A Ribes - Annual Review of Statistics and …, 2020 - annualreviews.org
Changes in the Earth's climate have been increasingly observed. Assessing the likelihood
that each of these changes has been caused by human influence is important for decision …

Statistical inference for Hüsler–Reiss graphical models through matrix completions

M Hentschel, S Engelke, J Segers - Journal of the American …, 2024 - Taylor & Francis
The severity of multivariate extreme events is driven by the dependence between the largest
marginal observations. The Hüsler–Reiss distribution is a versatile model for this extremal …

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 …

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 …