3 papers
stat.ME2026
A Bayesian multivariate extreme value mixture model
Chenglei Hu, Ben Swallow, Daniela Castro-Camilo
Impact assessment of natural hazards requires the consideration of both extreme and non-extreme events. Extensive research has been conducted on the joint modeling of bulk and tail…
stat.AP2026
XGBoost meets INLA: a two-stage spatio-temporal forecasting of wildfires in Portugal
Chenglei Hu, Regina Baltazar Bispo, HÃ¥vard Rue +3
Wildfires pose a major threat to Portugal, with over 115,000 hectares burned annually on average during 1980-2024, and the country has faced devastating mega-fires such as those in…
stat.ME2025
GPDFlow: Generative Multivariate Threshold Exceedance Modeling via Normalizing Flows
Chenglei Hu, Daniela Castro-Camilo
The multivariate generalized Pareto distribution (mGPD) is a common method for modeling extreme threshold exceedance probabilities in environmental and financial risk management. D…