Sparse Structures for Multivariate Extremes
60
TL;DR: Extreme value statistics provides accurate estimates for the small occurrence probabilities of rare events as mentioned in this paper, and has been used for univariate extreme value statistics for the prediction of extreme events in the literature.
read more
Abstract: 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, methods fo...
read more
Chat with Paper
AI Agents for this Paper
Find similar papers on Google Scholar, PubMed and Arxiv
Write a critical review of this paper
Analyze citations of this paper to find unaddressed research gaps
Citations
The record-breaking compound hot and dry 2018 growing season in Germany
TL;DR: In this article, the authors investigate spring to autumn temperature and precipitation in Germany over the historical period and show that since measurements started in 1881, Germany has never experienced as hot and dry conditions during March to November as in 2018.
176
Guidelines for Studying Diverse Types of Compound Weather and Climate Events
Emanuele Bevacqua,Emanuele Bevacqua,Carlo De Michele,Colin Manning,Anaïs Couasnon,Andreia F. S. Ribeiro,Andreia F. S. Ribeiro,Alexandre M. Ramos,Edoardo Vignotto,Ana Bastos,Suzana Blesic,Fabrizio Durante,John K. Hillier,Sérgio C. Oliveira,Joaquim G. Pinto,Elisa Ragno,Pauline Rivoire,Kate Saunders,Karin van der Wiel,Wenyan Wu,Tianyi Zhang,Jakob Zscheischler,Jakob Zscheischler,Jakob Zscheischler +23 more
TL;DR: In this paper, the authors consider four case studies, each associated with a specific event type and a research question, to illustrate how the key elements of compound events (e.g., analytical tools and relevant physical effects) can be identified.
170
Evaluating the dependence structure of compound precipitation and wind speed extremes
Jakob Zscheischler,Jakob Zscheischler,Philippe Naveau,Olivia Martius,Olivia Martius,Sebastian Engelke,Christoph C. Raible,Christoph C. Raible +7 more
TL;DR: In this article, the authors introduce a new metric that measures whether the tails of bivariate distributions show a similar dependence structure across different datasets and evaluate the dependence structure of wind and precipitation extremes.
Advancing research on compound weather and climate events via large ensemble model simulations
Emanuele Bevacqua,Laura Suarez-Gutierrez,Aglaé Jézéquel,Flavio Lehner,Mathieu Vrac,Pascal Yiou,Jakob Zscheischler +6 more
TL;DR: In this article , the authors focus on four event types arising from different combinations of climate variables across space and time, and demonstrate that robust analyses of compound events -such as frequency and uncertainty analysis under present-day and future conditions, event attribution to climate change, and exploration of low-probability-high-impact events - require data with very large sample size.
Causal discovery in heavy-tailed models
TL;DR: This work defines the causal tail coefficient that captures asymmetries in the extremal dependence of two random variables and proposes a computationally highly efficient algorithm that estimates the causal structure.
50
References
Causality: models, reasoning, and inference
TL;DR: The art and science of cause and effect have been studied in the social sciences for a long time as mentioned in this paper, see, e.g., the theory of inferred causation, causal diagrams and the identification of causal effects.
14.9K
•Book
An Introduction to Statistical Modeling of Extreme Values
Stuart Coles
- 20 Aug 2001
TL;DR: This paper presents a meta-modelling framework that automates the very labor-intensive and therefore time-heavy and therefore expensive and expensive process of manually cataloging and modeling extreme value values in sequences.
On the shortest spanning subtree of a graph and the traveling salesman problem
Joseph B. Kruskal
- 01 Feb 1956
TL;DR: Kurosh and Levitzki as discussed by the authors, on the radical of a general ring and three problems concerning nil rings, Bull Amer Math Soc vol 49 (1943) pp 913-919 10 -, On the structure of algebraic algebras and related rings.
Shortest connection networks and some generalizations
TL;DR: In this paper, the basic problem of interconnecting a given set of terminals with a shortest possible network of direct links is considered, and a set of simple and practical procedures are given for solving this problem both graphically and computationally.
4.9K
Related Papers (5)
Sidney I. Resnick
- 21 Jul 1987
Paul Embrechts,Thomas Mikosch,Claudia Klüppelberg +2 more
- 02 Jun 1997
Laurens de Haan,Ana Ferreira +1 more
- 01 Jan 2006
Jan Beirlant,Yuri Goegebeur,Johan Segers,JozefL Teugels +3 more
- 15 Oct 2004