Search Results for author: Sebastian Engelke

Found 9 papers, 2 papers with code

Validating Deep-Learning Weather Forecast Models on Recent High-Impact Extreme Events

no code implementations26 Apr 2024 Olivier C. Pasche, Jonathan Wider, Zhongwei Zhang, Jakob Zscheischler, Sebastian Engelke

We find evidence that machine learning (ML) weather prediction models can locally achieve similar accuracy to HRES on record-shattering events such as the 2021 Pacific Northwest heatwave and even forecast the compound 2021 North American winter storm substantially better.

Weather Forecasting

Extremal graphical modeling with latent variables

no code implementations14 Mar 2024 Sebastian Engelke, Armeen Taeb

Extremal graphical models encode the conditional independence structure of multivariate extremes and provide a powerful tool for quantifying the risk of rare events.

Boosted Control Functions

no code implementations9 Oct 2023 Nicola Gnecco, Jonas Peters, Sebastian Engelke, Niklas Pfister

In particular, we establish a novel connection between the field of distribution generalization from machine learning, and simultaneous equation models and control function from econometrics.

Econometrics

Neural Networks for Extreme Quantile Regression with an Application to Forecasting of Flood Risk

2 code implementations16 Aug 2022 Olivier C. Pasche, Sebastian Engelke

We propose the EQRN model that combines tools from neural networks and extreme value theory into a method capable of extrapolation in the presence of complex predictor dependence.

regression Time Series +1

Modelling and simulating spatial extremes by combining extreme value theory with generative adversarial networks

no code implementations30 Oct 2021 Younes Boulaguiem, Jakob Zscheischler, Edoardo Vignotto, Karin van der Wiel, Sebastian Engelke

Here we combine GANs with extreme value theory (evtGAN) to model spatial dependencies in summer maxima of temperature and winter maxima in precipitation over a large part of western Europe.

Management

Rank-based Estimation under Asymptotic Dependence and Independence, with Applications to Spatial Extremes

no code implementations7 Aug 2020 Michaël Lalancette, Sebastian Engelke, Stanislav Volgushev

Existing work mostly focuses on asymptotic dependence, where the probability of observing a large value in one of the variables is of the same order as observing a large value in all variables simultaneously.

Statistics Theory Methodology Statistics Theory 62G32 (Primary) 62F12, 62G20, 62G30 (Secondary)

Causal discovery in heavy-tailed models

2 code implementations14 Aug 2019 Nicola Gnecco, Nicolai Meinshausen, Jonas Peters, Sebastian Engelke

Causal questions are omnipresent in many scientific problems.

Methodology

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