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, 2019 AbstractFrom travel disruptions to natural disasters, extreme events have long captured the public’s imagination and attention. Due to their rarity and often associated calamity, they make waves in the news (Fig. 3.1) and stir discussion in the public realm: is it a freak event? Events of this sort may be shrouded in mystery for the general public, but
Maria Jacob +2 more
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Weibull-Open-World (WOW) Multi-Type Novelty Detection in CartPole3D
Algorithms, 2022 Algorithms for automated novelty detection and management are of growing interest but must address the inherent uncertainty from variations in non-novel environments while detecting the changes from the novelty.
Terrance E. Boult +4 more
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Testing Conditions and Estimating Parameters in Extreme Value Theory
Revstat Statistical Journal, 2019 Extreme Value Theory has been asserting itself as one of the most important statistical theories for the applied sciences providing a solid theoretical basis for deriving statistical models describing extreme or even rare events.
Helena Penalva +3 more
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Portfolio Optimization for Extreme Risks with Maximum Diversification: An Empirical Analysis
Risks, 2022 Heavy tailedness and interconnectedness widely exist in stock returns and large insurance claims, which contributes to huge losses for financial institutions.
Navya Jayesh Mehta, Fan Yang
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Analysis of Extreme Wind Pressure Based on Extreme Value Distribution Theory
AtmosphereWhen extreme wind pressure is predicted based on the extreme value distribution theory, the sampling time–distance and sample volume of wind pressure data are important influencing factors. To discuss and analyze the influence of time–distance and sample
Weihu Chen, Yuji Tian, Fan Bai
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Safety analysis of passing maneuvers using extreme value theory
IATSS Research, 2017 The increased availability of detailed trajectory data sets from naturalistic, observational, and simulation-based studies, is a key source for potential improvements in the development of detailed safety models that explicitly account for vehicle ...
Haneen Farah, Carlos Lima Azevedo
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Spatial Clustering of Extreme Annual Precipitation in Uruguay
Revista Brasileira de Meteorologia, 2023 The main objective of this work is to study the existence of spatial patterns maximum annual rainfall (through daily observations) within the territory of Uruguay and to show the application of two new statistical tools recently proposed.
Florencia Santiñaque +2 more
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New extreme rainfall projections for improved climate resilience of urban drainage systems
Climate Services, 2023 Climate services must provide robust estimates of future changes to precipitation extremes to inform flood risk management and to assess the resilience of existing urban drainage systems in a changing climate.
Steven C. Chan +5 more
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On Optimization and Extreme Value Theory [PDF]
Methodology And Computing In Applied Probability, 2003 A stochastic optimiser is an algorithm ruled by probabilistic procedures which aims at finding the optimum point of an objective function. The authors study the fit of the optimization outcomes to an extreme value distribution and suggest that the parameters of that distribution characterize the performance of the optimiser.
Hüsler, Jürg +3 more
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Pediatric Blood &Cancer, EarlyView.ABSTRACT Background Parents of children treated for acute lymphoblastic leukemia (ALL) often experience significant caregiver burden and disruption to their well‐being. While parent quality of life (QoL) during treatment is well characterized, little is known about outcomes during early survivorship.
Sara Dal Pra +3 more
wiley +1 more source