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2 results on '"Pareto processes"'

1. Modelling spatial extreme events with environmental applications.

Author

Tawn, Jonathan, Shooter, Rob, Towe, Ross, and Lamb, Rob

Abstract

Abstract Spatial extreme value analysis has been an area of rapid growth in the last decade. The focus has been on modelling the spatial componentwise maxima by max-stable processes. Here, we will explain the limitations of these modelling approaches and show how spatial models can be developed that overcome these deficiencies by exploiting the flexible conditional multivariate extremes models of Heffernan and Tawn (2004). We illustrate the benefits of these new spatial models through applications to North Sea wave analysis and to widespread UK river flood risk analysis. [ABSTRACT FROM AUTHOR]

Published
2018
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2. Space-time extreme processes simulation for flash floods in Mediterranean France

Author

Palacios Rodríguez, Fátima, Toulemonde, Gwladys, Carreau, Julie, Opitz, Thomas, Littoral, Environnement : Méthodes et Outils Numériques (LEMON), Inria Sophia Antipolis - Méditerranée (CRISAM), Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria), Institut Montpelliérain Alexander Grothendieck (IMAG), Université de Montpellier (UM)-Centre National de la Recherche Scientifique (CNRS), Hydrosciences Montpellier (HSM), Institut national des sciences de l'Univers (INSU - CNRS)-Institut de Recherche pour le Développement (IRD)-Université Montpellier 2 - Sciences et Techniques (UM2)-Université de Montpellier (UM)-Centre National de la Recherche Scientifique (CNRS), Biostatistique et Processus Spatiaux (BioSP), Institut National de la Recherche Agronomique (INRA), Institut de Recherche pour le Développement (IRD)-Université Montpellier 2 - Sciences et Techniques (UM2)-Université de Montpellier (UM)-Centre National de la Recherche Scientifique (CNRS), Biostatistique et Processus Spatiaux (BIOSP), Littoral, Environment: MOdels and Numerics (LEMON), Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Institut Montpelliérain Alexander Grothendieck (IMAG), Université de Montpellier (UM)-Centre National de la Recherche Scientifique (CNRS)-Université de Montpellier (UM)-Centre National de la Recherche Scientifique (CNRS)-Hydrosciences Montpellier (HSM), Institut de Recherche pour le Développement (IRD)-Institut national des sciences de l'Univers (INSU - CNRS)-Université de Montpellier (UM)-Centre National de la Recherche Scientifique (CNRS)-Institut de Recherche pour le Développement (IRD)-Institut national des sciences de l'Univers (INSU - CNRS)-Centre National de la Recherche Scientifique (CNRS), and Institut de Recherche pour le Développement (IRD)-Institut national des sciences de l'Univers (INSU - CNRS)-Université de Montpellier (UM)-Centre National de la Recherche Scientifique (CNRS)

Subjects
[STAT.AP]Statistics [stat]/Applications [stat.AP], Space-time processes, Extreme Value modelling, [STAT.TH]Statistics [stat]/Statistics Theory [stat.TH], Pareto processes, [STAT.CO]Statistics [stat]/Computation [stat.CO], Environmental risk, [STAT.ME]Statistics [stat]/Methodology [stat.ME], Simulation
Abstract

International audience; Flash floods in France are highly destructive natural phenomena, not only by creating material damage but also by threatening the safety of human life. To anticipate the impact of such disasters,it is crucial to propose stochastic simulation methods of realistic scenarios for spatio-temporal extremefields. Pareto processes are justified because they model phenomena that exceed a certain extremethreshold. Therefore, they are promising models for the aforementioned challenge. Nonparametric andparametric approaches in this framework have been provided over last years, but the proposed modelsdo not establish a direct link to Pareto processes. A semiparametric method for simulation of extremespace-time generalized Pareto processes is introduced. A key benefit of the proposed method is that itallows to generate an unlimited number of realizations of such extreme fields. Our simulation methodis applied to a rainfall data-set to model flash floods in a region in Mediterranean France.

Published
2018

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