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This review paper surveys recent development in software implementations for extreme value analyses since the publication of Stephenson and Gilleland (2006) and Gilleland et al. (2013), here with a focus on numerical challenges. We provide a comparat
Externí odkaz:
http://arxiv.org/abs/2205.07714
Publikováno v:
In Cell Reports Physical Science 18 September 2024 5(9)
Autor:
Hallgren, Fredrik, Northrop, Paul
Incremental versions of batch algorithms are often desired, for increased time efficiency in the streaming data setting, or increased memory efficiency in general. In this paper we present a novel algorithm for incremental kernel PCA, based on rank o
Externí odkaz:
http://arxiv.org/abs/1802.00043
Autor:
Northrop, Paul J.
Publikováno v:
Extremes 18 (2015) 585-603
The extremal index $\theta$, a measure of the degree of local dependence in the extremes of a stationary process, plays an important role in extreme value analyses. We estimate $\theta$ semiparametrically, using the relationship between the distribut
Externí odkaz:
http://arxiv.org/abs/1506.06831
Autor:
Northrop, Paul J., Attalides, Nicolas
Publikováno v:
Statistica Sinica 26 (2016), 721-743
The Generalized Pareto (GP) and Generalized extreme value (GEV) distributions play an important role in extreme value analyses, as models for threshold excesses and block maxima respectively. For each of these distributions we consider Bayesian infer
Externí odkaz:
http://arxiv.org/abs/1505.04983
Designs conditions for marine structures are typically informed by threshold-based extreme value analyses of oceanographic variables, in which excesses of a high threshold are modelled by a generalized Pareto (GP) distribution. Too low a threshold le
Externí odkaz:
http://arxiv.org/abs/1504.06653
Akademický článek
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Autor:
Northrop, Paul M.
Publikováno v:
This resource online.
Thesis (M.S.)--Virginia Polytechnic Institute and State University, 1992.
Vita. Abstract. Includes bibliographical references (leaves 114-115). Also available via the Internet.
Vita. Abstract. Includes bibliographical references (leaves 114-115). Also available via the Internet.
Publikováno v:
In Journal of Manufacturing Processes April 2018 32:744-753