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 …

A modeler's guide to extreme value software

LR Belzile, C Dutang, PJ Northrop, T Opitz - Extremes, 2023 - Springer
This review paper surveys recent development in software implementations for extreme
value analyses since the publication of Stephenson and Gilleland (Extremes 8: 87–109,) …

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 …

Inference for extreme spatial temperature events in a changing climate with application to Ireland

D Healy, J Tawn, P Thorne… - Journal of the Royal …, 2024 - academic.oup.com
We investigate the changing nature of the frequency, magnitude, and spatial extent of
extreme temperatures in Ireland from 1942 to 2020. We develop an extreme value model …

Modeling of spatial extremes in environmental data science: time to move away from max-stable processes

R Huser, T Opitz, JL Wadsworth - Environmental Data Science, 2025 - cambridge.org
Environmental data science for spatial extremes has traditionally relied heavily on max-
stable processes. Even though the popularity of these models has perhaps peaked with …

ExtremalDep: Modelling extremal dependence in high-dimensional extremes

B Beranger, SA Padoan - arXiv preprint arXiv:2412.13453, 2024 - arxiv.org
From environmental sciences to finance, there are growing needs for assessing the risk of
more extreme events than those observed. Extrapolating extreme events beyond the range …

A Vecchia approximation for high-dimensional Gaussian cumulative distribution functions arising from spatial data

M Nascimento, BA Shaby - Journal of Statistical Computation and …, 2022 - Taylor & Francis
We introduce an approach to quickly and accurately approximate the cumulative distribution
function of multivariate Gaussian distributions arising from spatial Gaussian processes. This …

Non-stationary spatio-temporal extremal processes; an analysis of extreme temperature events in Ireland

D Healy - 2023 - mural.maynoothuniversity.ie
Climate change has resulted in extreme events becoming more frequent, intense, and
destructive. It is essential to understand the behaviour of extreme weather processes for …

Statistical Methods For Spatial And Multivariate Spatial Extreme Values

M Nascimento - 2020 - etda.libraries.psu.edu
Chapter 1: We analyze the joint tail of two variables related to fire threat associated with
SantaAna Winds in Southern California. To do this, we apply a flexible model for the joint tail …