Statistical modelling of extreme temperatures on the Greenland Ice Sheet

<p>The Greenland ice sheet has experienced significant melt over the past 6 decades, with extreme melt events covering large areas of the ice sheet. Melt events are typically analysed using summary statistics, but the nature and characteristics of the events themselves are less frequently analysed. Our work aims to examine melt events from a statistical perspective by modelling 20 years of MODIS surface temperature data with a Spatial Conditional Extremes model. We use a Gaussian mixture model for the distribution of temperatures at each location with separate model components for ice and meltwater temperatures. This is used as a marginal model in the full spatial model and gives a more location-specific threshold to define melt at each location. The fitted model allows us to simulate melt events given that we observe an extreme temperature at a particular location, allowing us to analyse the size and magnitude of melt events across the ice sheet.</p>

Basin-wide spatial conditional extremes for severe ocean storms

Physical considerations and previous studies suggest that extremal dependence between ocean storm severity at two locations exhibits near asymptotic dependence at short inter-location distances, leading to asymptotic independence and perfect independence with increasing distance. We present a spatial conditional extremes (SCE) model for storm severity, characterising extremal spatial dependence of severe storms by distance and direction. The model is an extension of Shooter et al. 2019 (Environmetrics 30, e2562, 2019) and Wadsworth and Tawn (2019), incorporating piecewise linear representations for SCE model parameters with distance and direction; model variants including parametric representations of some SCE model parameters are also considered. The SCE residual process is assumed to follow the delta-Laplace form marginally, with distance-dependent parameter. Residual dependence of remote locations given conditioning location is characterised by a conditional Gaussian covariance dependent on the distances between remote locations, and distances of remote locations to the conditioning location. We apply the model using Bayesian inference to estimates extremal spatial dependence of storm peak significant wave height on a neighbourhood of 150 locations covering over 200,000 km2 in the North Sea.

Spatial conditional extremes via the Gibbs sampler.

<div> <div> <div> <p>Spatial conditional extremes via the Gibbs sampler.</p> <p>Adrian Casey, University of Edinburgh</p> <p>January 14, 2020</p> <p>Conditional extreme value theory has been successfully applied to spatial extremes problems. In this statistical method, data from observation sites are modelled as appropriate asymptotic characterisations of random vectors <strong>X,</strong> conditioned on one of their components being extreme. The method is generic and applies to a broad range of dependence structures including asymptotic dependence and asymptotic independence. However, one issue that affects the conditional extremes method is the necessity to model and fit a multi-dimensional residual distribution; this can be challenging in spatial problems with a large number of sites.</p> <p>We describe early-stage work that takes a local approach to spatial extremes; this approach explores lower dimensional structures that are based on asymptotic representations of Markov random fields. The main element of this new method is a model for the behaviour of a random component X<sub>i </sub> given that its nearest neighbours exceed a sufficiently large threshold. When combined with a model for the case where the neighbours are below this threshold, a Gibbs sampling scheme serves to induce a model for the full conditional extremes distribution by taking repeated samples from these local (univariate) distributions.</p> <p>The new method is demonstrated on a data set of significant wave heights from the North Sea basin. Markov chain Monte-Carlo diagnostics and goodness-of-fit tests illustrate the performance of the method. The potential for extrapolation into the outer reaches of the conditional extreme tails is then examined.</p> <p>Joint work with Ioannis Papastathopoulos.</p> </div> </div> </div>

Helping Hadamard conjecture to become a theorem. Part 2

Introduction:Hadamard conjecture about the existence of specific square matrices was formulated not by Hadamard but by other mathematicians in the early 20th century. Later, this problem was revised by Ryser together with Bruck and Chowla, and also by Hall, one of the founders of discrete mathematics. This is a problem of the boundary mixed type, as it includes both the continuous and discrete components. The combinatorial approach used in the framework of the discrete component has run its course by the end of the century. The article discusses an alternative based on both concepts.Purpose:To analyze the reasons why the conjecture about the existence of Hadamard matrices of all ordersn =4tis considered unproven, and to propose possible ways to prove it.Methods:Transition, by lowering the ordern =4t— 2, to two-level quasiorthogonal matrices with elements 1 and –bwhose existence on all specified orders is not a difficult problem due to the possible irrationality of their entries. Subsequent construction of a chain of transformations to matrix ordersn= 4t–1,n= 4t,n= 4t+ 1.Results:It is proved that Gauss points on anx2 + 2y2 +z2 =nspheroid are in one-to-one correspondence with symmetric Hadamard matrices (constructed on the basis of the Balonin — Seberry arrays), covering up the gaps on the unsolvable orders 140, 112, etc. known in Williamson’s array theory. Solution tables are found and systematized, which include so-called «best» three-block matricesL(p,q), wherep³qis the number of non-conjugated symmetric matrices of the order in question, andqis the number of block-symmetric matrices which coincide with Williamson’s solutions. The iterative Procrustes algorithm which reduces the norm of the maximum entry in a matrix is proposed for obtaining Hadamard matrices by searching for local and global conditional extremes of the determinant.Practical relevance:The obtained Hadamard matrices and quasi-orthogonal matrices of ordersn =4t– 2,n =4t– 1,n =4t +1 are of immediate practical importance for the problems of noise-resistant coding, compression and masking of video information.

Helping Hadamard conjecture to become a theorem. Part 1

Introduction:Hadamard conjecture about the existence of specific square matrices was formulated not by Hadamard but by other mathematicians in the early 20th century. Later, this problem was revised by Ryser together with Bruck and Chowla, and also by Hall, one of the founders of discrete mathematics. This is a problem of the boundary mixed type, as it includes both the continuous and discrete components. The combinatorial approach used in the framework of the discrete component has run its course by the end of the century. The article discusses an alternative based on both concepts.Purpose:To analyze the reasons why the conjecture about the existence of Hadamard matrices of all orders n = 4t is considered unproven, and to propose possible ways to prove it.Methods:Transition, by lowering the order n = 4t– 2, to two-level quasiorthogonal matrices with elements 1 and –b whose existence on all specified orders is not a difficult problem due to the possible irrationality of their entries. Subsequent construction of a chain of transformations to matrix orders n = 4t – 1, n = 4t, n = 4t + 1.Results:It is proved that Gauss points on an x2+ 2y2+ z2= n spheroid are in one-to-one correspondence with symmetric Hadamard matrices (constructed on the basis of the Balonin — Seberry arrays), covering up the gaps on the unsolvable orders 140, 112, etc. known in Williamson’s array theory. Solution tables are found and systematized, which include so-called «best» three-block matrices L (p, q), where p ≥ q is the number of non-conjugated symmetric matrices of the order in question, and q is the number of block-symmetric matrices which coincide with Williamson’s solutions. The iterative Procrustes algorithm which reduces the norm of the maximum entry in a matrix is proposed for obtaining Hadamard matrices by searching for local and global conditional extremes of the determinant.Practical relevance:The obtained Hadamard matrices and quasi-orthogonal matrices of orders n = 4t – 2, n = 4t – 1, n = 4t + 1 are of immediate practical importance for the problems of noise-resistant coding, compression and masking of video information.