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 …

Total positivity in multivariate extremes

F Röttger, S Engelke, P Zwiernik - The Annals of Statistics, 2023 - projecteuclid.org
Total positivity in multivariate extremes Page 1 The Annals of Statistics 2023, Vol. 51, No. 3,
962–1004 https://doi.org/10.1214/23-AOS2272 © Institute of Mathematical Statistics, 2023 …

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 …

Graphical models for infinite measures with applications to extremes and L\'evy processes

S Engelke, J Ivanovs, K Strokorb - arXiv preprint arXiv:2211.15769, 2022 - arxiv.org
Conditional independence and graphical models are well studied for probability
distributions on product spaces. We propose a new notion of conditional independence for …

Joint modelling of landslide counts and sizes using spatial marked point processes with sub-asymptotic mark distributions

R Yadav, R Huser, T Opitz… - Journal of the Royal …, 2023 - academic.oup.com
To accurately quantify landslide hazard in a region of Turkey, we develop new marked point-
process models within a Bayesian hierarchical framework for the joint prediction of landslide …

Linking representations for multivariate extremes via a limit set

N Nolde, JL Wadsworth - Advances in Applied Probability, 2022 - cambridge.org
The study of multivariate extremes is dominated by multivariate regular variation, although it
is well known that this approach does not provide adequate distinction between random …

Modeling spatial extremes using normal mean-variance mixtures

Z Zhang, R Huser, T Opitz, J Wadsworth - Extremes, 2022 - Springer
Classical models for multivariate or spatial extremes are mainly based upon the
asymptotically justified max-stable or generalized Pareto processes. These models are …

Hierarchical transformed scale mixtures for flexible modeling of spatial extremes on datasets with many locations

L Zhang, BA Shaby, JL Wadsworth - Journal of the American …, 2022 - Taylor & Francis
Flexible spatial models that allow transitions between tail dependence classes have recently
appeared in the literature. However, inference for these models is computationally …

Realistic and fast modeling of spatial extremes over large geographical domains

A Hazra, R Huser, D Bolin - 2021 - repository.kaust.edu.sa
Various natural phenomena exhibit spatial extremal dependence at short distances only,
while it usually vanishes as the distance between sites increases arbitrarily. However …