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Found 5 papers, 1 papers with code
A VAE Approach to Sample Multivariate Extremes
We illustrate the relevance of our approach on a synthetic data set and on a real data set of discharge measurements along the Danube river network.
Distributional regression and its evaluation with the CRPS: Bounds and convergence of the minimax risk
Numerous state-of-the-art statistical postprocessing techniques are based on distributional regression evaluated with the Continuous Ranked Probability Score (CRPS).
Probability distributions for analog-to-target distances
These findings are illustrated with numerical simulations of a well-known chaotic dynamical system and on 10m-wind reanalysis data in north-west France.
Evaluating probabilistic forecasts of extremes using continuous ranked probability score distributions
Verifying probabilistic forecasts for extreme events is a highly active research area because popular media and public opinions are naturally focused on extreme events, and biased conclusions are readily made.
Forest-based methods and ensemble model output statistics for rainfall ensemble forecasting
Rainfall ensemble forecasts have to be skillful for both low precipitation and extreme events.
