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Analysis of wildfires and their extremes via spatial quantile autoregressive model 利用空间分位数自回归模型分析野火及其极端情况
IF 1.3 3区 数学
Extremes Pub Date : 2023-02-13 DOI: 10.1007/s10687-023-00462-0
Jongmin Lee, Joonpyo Kim, Joonho Shin, Seongjin Cho, Seongmin Kim, Kyoungjae Lee
{"title":"Analysis of wildfires and their extremes via spatial quantile autoregressive model","authors":"Jongmin Lee, Joonpyo Kim, Joonho Shin, Seongjin Cho, Seongmin Kim, Kyoungjae Lee","doi":"10.1007/s10687-023-00462-0","DOIUrl":"https://doi.org/10.1007/s10687-023-00462-0","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"26 1","pages":"353-379"},"PeriodicalIF":1.3,"publicationDate":"2023-02-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45465693","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Gradient boosting with extreme-value theory for wildfire prediction. 梯度增强极值理论用于野火预测。
IF 1.3 3区 数学
Extremes Pub Date : 2023-01-01 DOI: 10.1007/s10687-022-00454-6
Jonathan Koh
{"title":"Gradient boosting with extreme-value theory for wildfire prediction.","authors":"Jonathan Koh","doi":"10.1007/s10687-022-00454-6","DOIUrl":"https://doi.org/10.1007/s10687-022-00454-6","url":null,"abstract":"<p><p>This paper details the approach of the team <i>Kohrrelation</i> in the 2021 Extreme Value Analysis data challenge, dealing with the prediction of wildfire counts and sizes over the contiguous US. Our approach uses ideas from extreme-value theory in a machine learning context with theoretically justified loss functions for gradient boosting. We devise a spatial cross-validation scheme and show that in our setting it provides a better proxy for test set performance than naive cross-validation. The predictions are benchmarked against boosting approaches with different loss functions, and perform competitively in terms of the score criterion, finally placing second in the competition ranking.</p>","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"26 2","pages":"273-299"},"PeriodicalIF":1.3,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10115709/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"9757352","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Causal modelling of heavy-tailed variables and confounders with application to river flow. 重尾变量和混杂因素的因果模型及其在河流流量中的应用。
IF 1.3 3区 数学
Extremes Pub Date : 2023-01-01 Epub Date: 2022-12-17 DOI: 10.1007/s10687-022-00456-4
Olivier C Pasche, Valérie Chavez-Demoulin, Anthony C Davison
{"title":"Causal modelling of heavy-tailed variables and confounders with application to river flow.","authors":"Olivier C Pasche,&nbsp;Valérie Chavez-Demoulin,&nbsp;Anthony C Davison","doi":"10.1007/s10687-022-00456-4","DOIUrl":"10.1007/s10687-022-00456-4","url":null,"abstract":"<p><p>Confounding variables are a recurrent challenge for causal discovery and inference. In many situations, complex causal mechanisms only manifest themselves in extreme events, or take simpler forms in the extremes. Stimulated by data on extreme river flows and precipitation, we introduce a new causal discovery methodology for heavy-tailed variables that allows the effect of a known potential confounder to be almost entirely removed when the variables have comparable tails, and also decreases it sufficiently to enable correct causal inference when the confounder has a heavier tail. We also introduce a new parametric estimator for the existing causal tail coefficient and a permutation test. Simulations show that the methods work well and the ideas are applied to the motivating dataset.</p><p><strong>Supplementary information: </strong>The online version contains supplementary material available at 10.1007/s10687-022-00456-4.</p>","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"26 3","pages":"573-594"},"PeriodicalIF":1.3,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10423152/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"10372901","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines. 由b样条构造的Pickands依赖函数的内禀秩估计量的渐近性。
IF 1.3 3区 数学
Extremes Pub Date : 2023-01-01 DOI: 10.1007/s10687-022-00451-9
Axel Bücher, Christian Genest, Richard A Lockhart, Johanna G Nešlehová
{"title":"Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines.","authors":"Axel Bücher,&nbsp;Christian Genest,&nbsp;Richard A Lockhart,&nbsp;Johanna G Nešlehová","doi":"10.1007/s10687-022-00451-9","DOIUrl":"https://doi.org/10.1007/s10687-022-00451-9","url":null,"abstract":"<p><p>A bivariate extreme-value copula is characterized by its Pickands dependence function, i.e., a convex function defined on the unit interval satisfying boundary conditions. This paper investigates the large-sample behavior of a nonparametric estimator of this function due to Cormier et al. (Extremes 17:633-659, 2014). These authors showed how to construct this estimator through constrained quadratic median B-spline smoothing of pairs of pseudo-observations derived from a random sample. Their estimator is shown here to exist whatever the order <math><mrow><mi>m</mi> <mo>≥</mo> <mn>3</mn></mrow> </math> of the B-spline basis, and its consistency is established under minimal conditions. The large-sample distribution of this estimator is also determined under the additional assumption that the underlying Pickands dependence function is a B-spline of given order with a known set of knots.</p>","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"26 1","pages":"101-138"},"PeriodicalIF":1.3,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9898389/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"10669374","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Simple random forest classification algorithms for predicting occurrences and sizes of wildfires 用于预测野火发生和规模的简单随机森林分类算法
IF 1.3 3区 数学
Extremes Pub Date : 2022-12-27 DOI: 10.1007/s10687-022-00458-2
D. Makowski
{"title":"Simple random forest classification algorithms for predicting occurrences and sizes of wildfires","authors":"D. Makowski","doi":"10.1007/s10687-022-00458-2","DOIUrl":"https://doi.org/10.1007/s10687-022-00458-2","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"26 1","pages":"331-338"},"PeriodicalIF":1.3,"publicationDate":"2022-12-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48861596","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
A refined Weissman estimator for extreme quantiles 极值分位数的改进Weissman估计
IF 1.3 3区 数学
Extremes Pub Date : 2022-12-27 DOI: 10.1007/s10687-022-00452-8
Michael Allouche, Jonathan El Methni, S. Girard
{"title":"A refined Weissman estimator for extreme quantiles","authors":"Michael Allouche, Jonathan El Methni, S. Girard","doi":"10.1007/s10687-022-00452-8","DOIUrl":"https://doi.org/10.1007/s10687-022-00452-8","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"26 1","pages":"545 - 572"},"PeriodicalIF":1.3,"publicationDate":"2022-12-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49009067","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
Tail-dependence, exceedance sets, and metric embeddings 尾相关，超越集和度量嵌入
IF 1.3 3区 数学
Extremes Pub Date : 2022-12-02 DOI: 10.1007/s10687-023-00471-z
A. Janssen, Sebastian Neblung, Stilian A. Stoev
{"title":"Tail-dependence, exceedance sets, and metric embeddings","authors":"A. Janssen, Sebastian Neblung, Stilian A. Stoev","doi":"10.1007/s10687-023-00471-z","DOIUrl":"https://doi.org/10.1007/s10687-023-00471-z","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":" ","pages":""},"PeriodicalIF":1.3,"publicationDate":"2022-12-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44141588","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Conditions for finiteness and bounds on moments of record values from iid continuous life distributions id连续寿命分布记录值矩的有限性条件和界
IF 1.3 3区 数学
Extremes Pub Date : 2022-11-09 DOI: 10.1007/s10687-022-00449-3
T. Rychlik, Magdalena Szymkowiak
{"title":"Conditions for finiteness and bounds on moments of record values from iid continuous life distributions","authors":"T. Rychlik, Magdalena Szymkowiak","doi":"10.1007/s10687-022-00449-3","DOIUrl":"https://doi.org/10.1007/s10687-022-00449-3","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"26 1","pages":"83-100"},"PeriodicalIF":1.3,"publicationDate":"2022-11-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"52394370","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Integral Functionals and the Bootstrap for the Tail Empirical Process 积分泛函与尾经验过程的Bootstrap
IF 1.3 3区 数学
Extremes Pub Date : 2022-10-14 DOI: 10.1007/s10687-022-00445-7
B. Ivanoff, Rafal Kulik, Hicham Loukrati
{"title":"Integral Functionals and the Bootstrap for the Tail Empirical Process","authors":"B. Ivanoff, Rafal Kulik, Hicham Loukrati","doi":"10.1007/s10687-022-00445-7","DOIUrl":"https://doi.org/10.1007/s10687-022-00445-7","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"26 1","pages":"1-41"},"PeriodicalIF":1.3,"publicationDate":"2022-10-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45983145","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Publisher Correction: Integral Functionals and the Bootstrap for the Tail Empirical Process 出版者更正:积分函数和尾部经验过程的Bootstrap
IF 1.3 3区 数学
Extremes Pub Date : 2022-10-14 DOI: 10.1007/s10687-022-00455-5
B. Ivanoff, Rafal Kulik, Hicham Loukrati
{"title":"Publisher Correction: Integral Functionals and the Bootstrap for the Tail Empirical Process","authors":"B. Ivanoff, Rafal Kulik, Hicham Loukrati","doi":"10.1007/s10687-022-00455-5","DOIUrl":"https://doi.org/10.1007/s10687-022-00455-5","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"26 1","pages":"43"},"PeriodicalIF":1.3,"publicationDate":"2022-10-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48340572","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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