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06/19/2023
A VAE Approach to Sample Multivariate Extremes
Generating accurate extremes from an observational data set is crucial w...
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06/19/2023
Robust and non asymptotic estimation of probability weighted moments with application to extreme value analysis
In extreme value theory and other related risk analysis fields, probabil...
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10/27/2022
Modelling of discrete extremes through extended versions of discrete generalized Pareto distribution
The statistical modelling of integer-valued extremes such as large avala...
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05/09/2022
Mathematical Properties of Continuous Ranked Probability Score Forecasting
The theoretical advances on the properties of scoring rules over the pas...
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12/27/2021
Evaluation of binary classifiers for asymptotically dependent and independent extremes
Machine learning classification methods usually assume that all possible...
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12/06/2021
Stable sums to infer high return levels of multivariate rainfall time series
We introduce the stable sums method for inference of extreme return leve...
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12/03/2021
High return level estimates of daily ERA-5 precipitation in Europe estimated using regionalised extreme value distributions
Accurate estimation of daily rainfall return levels associated with larg...
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11/01/2021
Non-parametric multimodel Regional Frequency Analysis applied to climate change detection and attribution
A recurrent question in climate risk analysis is determining how climate...
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01/26/2021
Probability distributions for analog-to-target distances
Some properties of chaotic dynamical systems can be probed through featu...
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03/12/2020
Spatial Modeling of Heavy Precipitation by Coupling Weather Station Recordings and Ensemble Forecasts with Max-Stable Processes
Due to complex physical phenomena, the distribution of heavy rainfall ev...
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08/08/2019
Climate extreme event attribution using multivariate peaks-over-thresholds modeling and counterfactual theory
Numerical climate models are complex and combine a large number of physi...
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05/10/2019
Extreme events evaluation using CRPS distributions
Verification of ensemble forecasts for extreme events remains a challeng...
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10/02/2018
Bias Reduced Peaks over Threshold Tail Estimation
In recent years several attempts have been made to extend tail modelling...
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06/10/2018
Forecast evaluation with imperfect observations and imperfect models
The field of statistics has become one of the mathematical foundations i...
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11/30/2017
Probabilities of causation of climate changes
Multiple changes in Earth's climate system have been observed over the p...
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11/29/2017