arXiv subjects

Lydia Kakampakou

Publications and source records attributed to Lydia Kakampakou.

3 recordsLinked to original sources

arXiv2026

Analysing Extreme Rainfall via a Geometric Framework

Motivated by the EVA 2025 Data Challenge, we address the problem of predicting extreme rainfall in the eastern United States using data from a large ensemble of climate model runs. The challenge focuses on three quantities of interest related to the spatial extent and/or temporal duration of extreme rainfall, each requiring extrapolation. To tackle these questions, we adopt the recently developed geometric framework for extreme-value analysis, offering substantial flexibility for capturing complex extremal dependence structures and enabling extrapolation across the entire multivariate tail. In this work, we focus on the spatial geometric framework for analysing the spatial extent and consider a sampling procedure that retains the temporal information in the data, thereby enabling estimation of the duration of extreme rainfall events. We also account for the non-stationary behaviour, arising from topographical and seasonal effects, that commonly characterises extreme weather events in both space and time. Using diagnostic metrics, we demonstrate that the proposed model is appropriate for inferring extreme events on this dataset and apply it to estimate target quantities of interest.

stat.ME↗

arXiv2026

Geometric modelling of spatial extremes

Recent developments in extreme value statistics have established the so-called geometric approach as a powerful modelling tool for multivariate extremes. We tailor these methods to the case of spatial modelling and examine their efficacy at inferring extremal dependence and performing extrapolation. The geometric approach is based around a limit set described by a gauge function, which is a key target for inference. We consider a variety of spatially-parameterised gauge functions and perform inference on them by building on the framework of Wadsworth and Campbell (2024), where extreme radii are modelled via a truncated gamma distribution. We also consider spatial modelling of the angular distribution, for which we propose two candidate models. Estimation of extreme event probabilities is possible by combining draws from the radial and angular models respectively. We compare our method with two other established frameworks for spatial extreme value analysis and show that our approach generally allows for unbiased, albeit more uncertain, inference compared to the more classical models. We illustrate the methodology on a space weather dataset of daily geomagnetic field fluctuations.

stat.ME↗

arXiv2024

Spatial extremal modelling: A case study on the interplay between margins and dependence

It is no secret that statistical modelling often involves making simplifying assumptions when attempting to study complex stochastic phenomena. Spatial modelling of extreme values is no exception, with one of the most common such assumptions being stationarity in the marginal and/or dependence features. If non-stationarity has been detected in the marginal distributions, it is tempting to try to model this while assuming stationarity in the dependence, without necessarily putting this latter assumption through thorough testing. However, margins and dependence are often intricately connected and the detection of non-stationarity in one feature might affect the detection of non-stationarity in the other. This work is an in-depth case study of this interrelationship, with a particular focus on a spatio-temporal environmental application exhibiting well-documented marginal non-stationarity. Specifically, we compare and contrast four different marginal detrending approaches in terms of our post-detrending ability to detect temporal non-stationarity in the spatial extremal dependence structure of a sea surface temperature dataset from the Red Sea.

stat.AP↗