"Statistical Analysis of Extremes in Geophysical Science"

Statistical Analysis of Extremes in Geophysical Science Reading/Working Group

The focus for this group is on spatial extremes, but other topics may include:

• Extreme-value statistical theory
• Extremes in meteorology and/or climatology
• Societal impacts of extreme weather events
• Forecast verification for extreme events
• Software for statistics of extremes

History of this Group

This group was started as a reading group by Philippe Naveau at the University of Colorado here in Boulder, Colorado in 2003 to augment a course he was teaching at the time on Extreme Value Analysis. Rick Katz continued the group here at NCAR for a few months, and then after a short hiatus, the group was re-formed in 2005 by Eric Gilleland at NCAR with help from Rick Katz and Dan Cooley. The idea at this time was to be a reading and working group with a focus on connecting extreme value analysis and possible applications between atmospheric scientists and statisticians. The group has evolved over time since then, and is now mostly a reading and seminar group, but still with the same goal.

Reading Group Schedule (2008)

The next scheduled meeting for this group is a seminar presentation by Rajagopalan Balaji on 22 October at 2:30pm/ML-Damon.

Paper/Seminar	Time/Place	Presenter	Presentation slides (if any)
Seminar Presentation:	Wednesday, October 22 at 2:30pm/ML-Damon	Rajagopalan Balaji	-
Lewis M. In Nature's Casino. New York Times, 26 Aug 2007.	Thursday, July 31 at 3:00pm/ML-Chapman	Matt Pocernich	-
Seminar Presentation: Between residual tail-dependence and Hüsler-Reiss triangular arrays: Tail-dependence parameters and limiting multivariate EV distributions under a new second order condition. (abstract (pdf))	Friday, July 11 at 10:00am/ML-Chapman	Rolf-Dieter Reiss	pdf
ISSE Coffee Talk (Seminar): Going against the flow. Travel patterns in the Southern France: a vulnerability factor of flash floods. (abstract (text file))	Tuesday, February 19 at 10:00am/FL1-2133	Isabelle Ruin	-
Seminar Presentation: "The Influence of Atmospheric Blocking Conditions on Extreme Temperature and Precipitation Events in Europe."	Friday, February 8 at 10:00am/FL1-2133	Jana Sillmann	-
ISSE Coffee Talk (Seminar): Detecting change in extreme seasonal precipitation events using results from climateprediction.net (abstract (text file))	Wednesday, January 30 at 1:00pm/FL3-2072	Hayley Fowler	-
2007 schedule
2006 schedule
2005 schedule
2003 schedule

Lists from other sources

[Papers relating extreme value theory to climate change from Rick Katz]

[Original website for this group with more paper suggestions]

Some Paper Ideas

A beer glass () by a paper indicates papers for upcoming sessions.

Casson E and S Coles. 2000. Simulation and extremal analysis of hurricane events. Appl. Statist. 49(2):227--245.

Claps P and Laio F. 2003. Can continuous streamflow data support flood frequency analysis? An alternative to the partial duration series approach. Water Resources Research 39(8):1216, doi:10.1029/2002WR001868.

Chandler, RE. 2005. On the use of generalized linear models for interpreting climate variability. Environmetrics 16(7):699--715.

Coles SG and Dixon, MJ. 1999. Likelihood-based inference for extreme value models. Extremes 2(1):5--23.

Coles S, JA Tawn. 1991. Modelling Extreme Multivariate Events. Journal of the Royal Statistical Society, Series B. 53, 377--392.

Coles S, JA Tawn. 1996. Modelling Extremes of the Areal Rainfall Process. J.R. Statist. Soc., Series B 58(2):329--347.

Cooley D, P Naveau, V Jomelli, A Rabatel, D Grancher. 2006. A Bayesian hierarchical extreme value model for lichenometry. Environmetrics 17 (6):555--574.

Cooley D, D Nychka, P Naveau. (accepted). Bayesian Spatial Modeling of Extreme Precipitation Return Levels. JASA.

Cooley D, P Naveau, P Poncet. (in press). Variograms for max-stable random fields In Statistics for Dependent Data: STATDEP2005; Springer Lecture Notes in Statistics.

Davis RA and Resnick SI. (May 1993). Prediction of stationary max-stable processes. Ann. App. Probability 3(2): 497--525.

Davison AC, RL Smith. 1990. Models for Exceedances over High Thresholds. J. R. Statist. Soc. 52,

Ekström M, Fowler HJ, Kilsby CG, and Jones PD. 2005. New Estimates of future changes in extreme rainfall across the UK using regional climate model integrations. 2. Future estimates and use in impact studies. J. Hydrology 300:234--251.

Fuhrer J, M Beniston, A Fischlin, C Frei, S Goyette, K Jasper, and C Phister (2006). Climate risks and their impact on agriculture and forests in Switzerland. Climate Change 79:79--102 doi 10.1007/s10584-006-9106-6.

Gilleland E, D Nychka, and U Schneider (2006). Spatial models for the distribution of extremes, Computational Statistics: Hierarchical Bayes and MCMC Methods in the Environmental Sciences, Edited by J.S. Clark and A. Gelfand. Oxford University Press.

Gilleland E and D Nychka. 2005. Statistical models for monitoring and regulating ground-level ozone. Environmetrics 16: 535--546 doi: 10.1002/env.720

Goubanova K and L Li, 2007. Extremes in temperature and precipitation around the Mediterranean basin in an ensemble of future climate scenario simulations. Global and Planetary Change, 57(1-2):27-42.

Grundstein AJ, QQ Lu, and R Lund. July 2006. Return Levels of Northern Great Plains Snow Water Equivalents. Journal of Applied Meteorology and Climatology 45(7):995--1002.

Huntingford C, Jones RG, Prudhomme C, Lamb R, Gash JHC, and Jones DA. 2003. Regional climate-model predictions of extreme rainfall for a changing climate. Q.J.R. Meteorol. Soc. 129:1607--1621.

Khaliq MN, St-Hilaire A, Ouarda TBMJ, and Bobe B. 2005. Frequency analysis and temporal pattern of occurrences of southern Quebec heatwaves. Int. J. Climatol. 25:485--504.

Kharin VV and Zwiers FW. 2005. Estimating extremes in transient climate change simulations. J. Climate 18:1156--1173.

Kharin VV and Zwiers FW. 2000. Changes in the extremes in an ensemble of transient climate simulations with a coupled atmosphere-ocean GCM. J. Climate 13:3760--3788.

Ledford A.W. and Tawn J.A. 2003. Diagnostics for dependence within time series extremes J. R. Stat. Society B 65(2):521-543(23).

Pacifico MP, Genovese C, Verdinelli I, Wasserman L. 2004. False discovery control for random fields. J. Amer. Stat. Assoc. 99(468):1002--1014(13).

Schlather M and Tawn JA. 2003. A dependence measure for multivariate and spatial extreme values: Properties and inference. Biometrika 90(1):139--156.

Schlather M and Tawn JA. 2002. Inequalities for the extremeal coefficients of multivariate extreme value distributions. Extremes 5(1):87--102.

Smith RL. 1989. Extreme value analysis of environmental time series: An application to trend detection in ground-level ozone. Statistical Science 4(4):367--377.

Yee TW and AG Stephenson, 2007. Vector generalized linear additive extreme value models. Extremes 10:1-19. DOI 10.1007/s10687-007-0032-4.

Yu K, Z Lu, and J Stander, 2003. Quantile regression: applications and current research areas. The Statistician, 52(3):331--350.

Contact

For information about this reading/seminar group, or to be added to the email list^*, just send an email to Eric Gilleland (EricG@ucar.edu), and be sure to explain who you are and why you want to be on the list to help protect against spam.

^*No information is kept except your email address, and only to keep you informed about the group (meeting announcements, schedule/web changes, etc.). If you decide you do not want to be on the list, or you have been put on the list erroneously, send Eric Gilleland an email requesting to be taken off of the list.