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Erik Haufs

Publications and source records attributed to Erik Haufs.

3 recordsLinked to original sources

Evidence Synthesis in Probabilistic Extreme Event Attribution: From Attribution Measures to Model Parameters

Probabilistic extreme event attribution aims to quantify how anthropogenic climate change has altered the likelihood or intensity of a class of extreme events. Existing studies commonly combine evidence from observational products and climate-model ensembles by first estimating attribution measures, such as probability ratios or intensity changes, for each data source and then synthesizing the resulting estimates. We critically assess this approach, identify potential shortcomings of a respective benchmark procedure from the literature, and propose both targeted modifications and a new parameter-level synthesis method. The latter combines estimates of the underlying nonstationary distributional regression parameters, thereby enabling inference across multiple event thresholds and counterfactual climate conditions. In controlled simulation studies, the proposed modifications substantially improve upon the benchmark procedure, while parameter-level synthesis provides competitive overall performance. The practical usefulness is illustrated through a case study of the heavy precipitation associated with Storm Boris in September 2024.

stat.ME

Extreme Value Analysis based on Blockwise Top-Two Order Statistics

Extreme value analysis for time series is often based on the block maxima method, in particular for environmental applications. In the classical univariate case, the latter is based on fitting an extreme-value distribution to the sample of (annual) block maxima. Mathematically, the target parameters of the extreme-value distribution also show up in limit results for other high order statistics, which suggests estimation based on blockwise large order statistics. It is shown that a naive approach based on maximizing an independence log-likelihood yields an estimator that is inconsistent in general. A consistent, bias-corrected estimator is proposed, and is analyzed theoretically and in finite-sample simulation studies. The new estimator is shown to be more efficient than traditional counterparts, for instance for estimating large return levels or return periods.

math.ST

Extrapolating into the Extremes with Minimum Distance Estimation

Understanding complex dependencies and extrapolating beyond observations are key challenges in modeling environmental space-time extremes. To address this, we introduce a simplifying approach that projects a wide range of multivariate exceedance problems onto a univariate peaks-over-threshold problem. In this framework, an estimator is computed by minimizing the $L_2$-distance between the empirical distribution function of the data and the theoretical distribution of the model. Asymptotic properties of this estimator are derived and validated in a simulation study. We evaluated our estimator in the EVA (2025) conference Data Challenge as part of Team Bochum's submission. The challenge provided precipitation data from four runs of LENS2, an ensemble of long-term weather simulations, on a $5 \times 5$ grid of locations centered at the grid point closest to Asheville, NC. Our estimator achieved a top-three rank in two of six competitive categories and won the overall preliminary challenge against ten competing teams.

stat.ME