搜索结果：extreme

Estimating how an outcome responds to a continuous treatment (the Average Dose-Response Function, or ADRF) is a core causal-inference primitive. However, when outcomes possess heavy tails, standard robust double machine learning (DML) deliberately suppresses these extremes to stabilize the bulk average. In high-stakes settings, such as financial returns or climate losses, this omitted 1-in-1000 extreme event is the actual target quantity. Furthermore, current methods that read the tail from a model's residuals suffer from circular dependence, causing tail shape inferences to shift drastically based solely on whether the core estimator is switched between Huber and Welsch. The research proposes an ADRF estimator that emits a structured tail-shape output alongside the standard point estimate. Its tail diagnostic (PDHTE+JK) evaluates the per-treatment tail shape from the outcome centered by a pilot median, successfully breaking the circular dependence and rendering the diagnostic invariant to the choice of core method. The output encompasses four treatment-conditional quantities: tail shape $\hatξ(t)$, deep-tail return levels $\hat{Q}_α(t)$, conditional shortfalls $\hat{S}_α(t)$, the

Matrix convexity generalizes convexity to the dimension free setting and has connections to many mathematical and applied pursuits including operator theory, quantum information, noncommutative optimization, and linear control systems. In the setting of classical convex sets, extreme points are central objects which exhibit many important properties. For example, the Minkowski theorem shows that any element of a closed bounded convex set can be expressed as a convex combination of extreme points. Extreme points are also of great interest in the dimension free setting of matrix convex sets; however, here the situation requires more nuance. In the dimension free setting, there are many different types of extreme points. Of particular importance are free extreme points, a highly restricted type of extreme point that is closely connected to the dilation theoretic Arveson boundary. If free extreme points span a matrix convex set through matrix convex combinations, then they satisfy a strong notion of minimality in doing so. However, not all closed bounded matrix convex sets even have free extreme points. Thus, a major goal is to determine which matrix convex sets are spanned by their fr

Wave impact loads on maritime structures can cause casualties, damage, pollution and operational delays. Consequently, their extreme values should be accounted for in the design of these structures. However, this is challenging, as wave impact events are both rare and highly complex, requiring both high-fidelity simulations and long analysis durations to reliably quantify the associated design loads. Moreover, existing extreme value prediction methods are neither specifically developed nor adequately validated for wave impact phenomena. We therefore introduce the new Probabilistic Adaptive Screening (PAS) method for predicting extreme non-linear loads on maritime structures. The method integrates copula-based statistical dependence modelling with multi-fidelity screening and adaptive sampling. This framework enables efficient extreme value prediction by statistically mapping low-fidelity indicator variables to high-fidelity impact loads. The method allows for efficient linear potential flow indicators to be used in the low-fidelity stage, even for strongly non-linear cases. Its statistical framework is validated against four non-linear test cases, including non-linear waves, ship v

The application of large deep learning models in weather forecasting has led to significant advancements in the field, including higher-resolution forecasting and extended prediction periods exemplified by models such as Pangu and Fuxi. Despite these successes, previous research has largely been characterized by the neglect of extreme weather events, and the availability of datasets specifically curated for such events remains limited. Given the critical importance of accurately forecasting extreme weather, this study introduces a comprehensive dataset that incorporates high-resolution extreme weather cases derived from the High-Resolution Rapid Refresh (HRRR) data, a 3-km real-time dataset provided by NOAA. We also evaluate the current state-of-the-art deep learning models and Numerical Weather Prediction (NWP) systems on HR-Extreme, and provide a improved baseline deep learning model called HR-Heim which has superior performance on both general loss and HR-Extreme compared to others. Our results reveal that the errors of extreme weather cases are significantly larger than overall forecast error, highlighting them as an crucial source of loss in weather prediction. These findings

We correct some errors found in [T. Oikhberg and M.A. Tursi, Order extreme points and solid convex hulls, in ``The Mathematical Legacy of Victor Lomonosov'' (ed. R. Aron et.al.), de Gryuter, 2020, 297--315.]

The formation of technologically valuable nanocarbon structures under extreme conditions, such as those produced during high-explosive detonations, remains poorly understood but holds significant potential for the development of controlled synthesis pathways. While detonation shockwaves provide the HPHT environment required for nanodiamond formation, subsequent cooling and decompression dictate whether the diamond phase is preserved or transformed into other nanocarbon structures. Here, we employ GPU-accelerated ReaxFF simulations to investigate the graphitization and structural remodeling of detonation nanodiamond under nonlinear quench and pressure-release conditions. We further investigate how the initial nanodiamond morphology influences the resulting transformation products. Evolution of nanostructure, allotrope, carbon hybridization, and ring statistics are tracked. Rapid cooling combined with slow decompression optimizes cubic diamond retention, whereas slow cooling with rapid pressure release promotes surface-to-core graphitization, producing concentric sp2 layers and hollowed inner shells. Octahedral nanodiamonds evolve into carbon nano-onions, initially forming bucky diam

We describe our entry to the ICIP 2026 Grand Challenge on Extreme In-the-Wild License Plate Super-Resolution (XLPSR), which scored 9.73 wECR on the public validation leaderboard. The system pairs a Hybrid Attention Transformer super-resolution (HAT) front-end with an ensemble of two scene-text recognisers (PARSeq-S and CLIP4STR-B) and a confidence-weighted character-voting scheme that abstains on uncertain positions. We treat XLPSR as a recognition task gated by image legibility: the SR step exists to lift characters out of sub-pixel territory, and the asymmetric scoring rule (+2 / -1 / 0) is exploited explicitly through abstention. Our pipeline runs in 1.7 s per sequence on RTX 3090 (max 2.7 s, p99 2.4 s), well under the 60 s/sequence Docker budget.

Risk management is particularly concerned with extreme events, but analysing these events is often hindered by the scarcity of data, especially in a multivariate context. This data scarcity complicates risk management efforts. Various tools can assess the risk posed by extreme events, even under extraordinary circumstances. This paper studies the evaluation of univariate risk for a given risk factor using metrics that account for its asymptotic dependence on other risk factors. Data availability is crucial, particularly for extreme events where it is often limited by the nature of the phenomenon itself, making estimation challenging. To address this issue, two non-parametric simulation algorithms based on multivariate extreme theory are developed. These algorithms aim to extend a sample of extremes jointly and conditionally for asymptotically dependent variables using stochastic simulation and multivariate Generalised Pareto Distributions. The approach is illustrated with numerical analyses of both simulated and real data to assess the accuracy of extreme risk metric estimations.

Nanosciences largely rely on plasmons which are quasiparticles constituted by collective oscillations of quantum electron gas composed of conduction band electrons that occupy discrete quantum states. Our work has introduced non-perturbative plasmons with oscillation amplitudes that approach the extreme limit set by breakdown in characteristic coherence. In contrast, conventional plasmons are small-amplitude oscillations. Controlled excitation of extreme plasmons modeled in our work unleashes unprecedented Petavolts per meter fields. In this work, an analytical model of this new class of plasmons is developed based on quantum kinetic framework. A controllable extreme plasmon, the surface "crunch-in" plasmon, is modeled here using a modified independent electron approximation which takes into account the quantum oscillation frequency. Key characteristics of such realizable extreme plasmons that unlock unparalleled possibilities, are obtained.

Deep learning is often applied in settings where data are limited, correlated, and difficult to obtain, yet evaluation practices do not always reflect these constraints. Neuroimaging for prodromal Parkinsons disease is one such case, where subject numbers are small and individual scans produce many highly related samples. This work examines prodromal Parkinsons detection from resting-state fMRI as a machine learning problem centered on learning under extreme data scarcity. Using fMRI data from 40 subjects, including 20 prodromal Parkinsons cases and 20 healthy controls, ImageNet-pretrained convolutional neural networks are fine-tuned and evaluated under two different data partitioning strategies. Results show that commonly used image-level splits allow slices from the same subject to appear in both training and test sets, leading to severe information leakage and near-perfect accuracy. When a strict subject-level split is enforced, performance drops substantially, yielding test accuracies between 60 and 81 percent. Models with different capacity profiles are compared, including VGG19, Inception V3, Inception ResNet V2, and the lightweight MobileNet V1. Under subject-level evaluatio

We study the problem of selecting features associated with extreme values in high dimensional linear regression. Normally, in linear modeling problems, the presence of abnormal extreme values or outliers is considered an anomaly which should either be removed from the data or remedied using robust regression methods. In many situations, however, the extreme values in regression modeling are not outliers but rather the signals of interest; consider traces from spiking neurons, volatility in finance, or extreme events in climate science, for example. In this paper, we propose a new method for sparse high-dimensional linear regression for extreme values which is motivated by the Subbotin, or generalized normal distribution, which we call the extreme value linear regression model. For our method, we utilize an $\ell_p$ norm loss where $p$ is an even integer greater than two; we demonstrate that this loss increases the weight on extreme values. We prove consistency and variable selection consistency for the extreme value linear regression with a Lasso penalty, which we term the Extreme Lasso, and we also analyze the theoretical impact of extreme value observations on the model parameter

Constructing all extreme instances of the set of completely positive trace-preserving (CPTP) maps, i.e., quantum channels, is a challenging valuable open problem in quantum information theory. Here we introduce a systematic approach that enables us to construct exactly those extreme channels that are covariant with respect to a finite discrete group or a compact connected Lie group. Innovative labeling of quantum channels by group representations enables us to identify the subset of group-covariant channels whose elements are group-covariant generalized-extreme channels. Furthermore, we exploit essentials of group representation theory to introduce equivalence classes for the labels and also partition the set of group-covariant channels. As a result we show that it is enough to construct one representative of each partition. We construct Kraus operators for group-covariant generalized-extreme channels by solving systems of linear and quadratic equations for all candidates satisfying the necessary condition for being group-covariant generalized-extreme channels. Deciding whether these constructed instances are extreme or quasi-extreme is accomplished by solving system of linear equa

Accurately estimating high quantiles beyond the largest observed value is crucial for risk assessment and devising effective adaptation strategies to prevent a greater disaster. The generalized extreme value distribution is widely used for this purpose, with L-moment estimation (LME) and maximum likelihood estimation (MLE) being the primary methods. However, estimating high quantiles with a small sample size becomes challenging when the upper endpoint is unbounded, or equivalently, when there are larger uncertainties involved in extrapolation. This study introduces an improved approach using a model averaging (MA) technique. The proposed method combines MLE and LME to construct candidate submodels and assign weights effectively. The properties of the proposed approach are evaluated through Monte Carlo simulations and an application to maximum daily rainfall data in Korea. In addition, theoretical properties of the MA estimator are examined, including the asymptotic variance with random weights. A surrogate model of MA estimation is also developed and applied for further analysis. Finally, a Bayesian model averaging approach is considered to reduce the estimation bias occurring in t

Editorial for the Research Topic collection Impacts of the Extreme Gannon Geomagnetic Storm of May 2024 throughout the Magnetosphere-Ionosphere-Thermosphere System, published in Frontiers in Astronomy and Space Science.

We study the consistency and weak convergence of the conditional tail function and conditional Hill estimators under broad dependence assumptions for a heavy-tailed response sequence and a covariate sequence. Consistency is established under $α$-mixing, while asymptotic normality follows from $β$-mixing and second-order conditions. A key aspect of our approach is its versatile functional formulation in terms of the conditional tail process. Simulations demonstrate its performance across dependence scenarios. We apply our method to extreme event modelling in the oil industry, revealing distinct tail behaviours under varying conditioning values.

In the affine fragment of continuous logic, type spaces are compact convex sets. I study some model theoretic properties of extreme types. It is proved that every complete theory $T$ has an extremal model, i.e. a model which realizes only extreme types. Extremal models form an elementary class in the full continuous logic sense if and only if the set of extreme $n$-types is closed in $S_n(T)$ for each $n$. Also, some applications are given in the special cases where the theory has a compact or first order model.

Security of supply is a common and important concern when integrating renewables in net-zero power systems. Extreme weather affects both demand and supply leading to power system stress; in Europe this stress spreads continentally beyond the meteorological root cause. We use an approach based on shadow prices to identify periods of elevated stress called system-defining events and analyse their impact on the power system. By classifying different types of system-defining events, we identify challenges to power system operation and planning. Crucially, we find the need for sufficient resilience back-up (power) capacities whose financial viability is precarious due to weather variability and weather-induced risk. Furthermore, we disentangle short- and long-term resilience challenges (from multi-day to annual scale) with distinct metrics and stress tests to incorporate both into future energy modelling assessments. Our methodology and implementation in an open energy system model (PyPSA-Eur) can be re-applied to other systems and help researchers and policymakers in building more resilient and adequate energy systems.

A spectrahedron is a convex set defined by a linear matrix inequality, i.e., the set of all $x \in \mathbb{R}^g$ such that \[ L_A(x) = I + A_1 x_1 + A_2 x_2 + \dots + A_g x_g \succeq 0 \] for some symmetric matrices $A_1,\ldots,A_g$. This can be extended to matrix spaces by taking $X$ to be a tuple of real symmetric matrices of any size and using the Kronecker product $$L_A(X) = I_n \otimes I_d + A_1 \otimes X_1 + A_2 \otimes X_2 + \dots + A_g \otimes X_g.$$ The solution set of $L_A (X) \succeq 0$ is called a \textit{free spectrahedron}. Free spectrahedra are important in systems engineering, operator algebras, and the theory of matrix convex sets. Matrix and free extreme points of free spectrahedra are of particular interest. While many authors have studied matrix and free extreme points of free spectrahedra, it has until now been unknown if these two types of extreme points are actually different. The results of this paper fall into three categories: theoretical, algorithmic, and experimental. Firstly, we prove the existence of matrix extreme points of free spectrahedra that are not free extreme. This is done by producing exact examples of matrix extreme points that are not free

Capturing the extremal behaviour of data often requires bespoke marginal and dependence models which are grounded in rigorous asymptotic theory, and hence provide reliable extrapolation into the upper tails of the data-generating distribution. We present a toolbox of four methodological frameworks, motivated by modern extreme value theory, that can be used to accurately estimate extreme exceedance probabilities or the corresponding level in either a univariate or multivariate setting. Our frameworks were used to facilitate the winning contribution of Team Yalla to the EVA (2023) Conference Data Challenge, which was organised for the 13$^\text{th}$ International Conference on Extreme Value Analysis. This competition comprised seven teams competing across four separate sub-challenges, with each requiring the modelling of data simulated from known, yet highly complex, statistical distributions, and extrapolation far beyond the range of the available samples in order to predict probabilities of extreme events. Data were constructed to be representative of real environmental data, sampled from the fantasy country of "Utopia"