Sentences with phrase «extreme value theory»

His current scientific research is focused on regional climate prediction, hurricanes and applications of extreme value theory.

His current scientific research is focused on regional climate prediction, hurricanes and applications of extreme value theory.

One of the things that continuous distribution including those represented by extreme value theory ignore, is that there are extreme values at which the thing they are representing breaks and the next values of the variable being observed are simply an infinite repeat of the last extreme value.

Way back at # 74, Eli said: «One of the things that continuous distribution including those represented by extreme value theory ignore, is that there are extreme values at which the thing they are representing breaks and the next values of the variable being observed are simply an infinite repeat of the last extreme value.

Applying extreme value theory to the 18 studies revealed that a few outsized leaks were responsible for between 40 and 90 percent of the emissions.

For the new study, Brandt and his colleagues analyzed approximately 15,000 measurements from 18 prior studies of natural gas leaks from across the U.S. using a statistical technique called extreme value theory, which is useful for analyzing infrequent but highly consequential events.

Emil J. Gumbel's formulas are fundamental for extreme value theory.

Gumbel, who later became famous for his applications in extreme value theory, was the firstborn son of a family of bankers in the Munich district of Lehel.

Maximum drawdown, or maybe some obscure statistic from extreme value theory would probably be the best measure.

Applying extreme value theory to the 18 studies revealed that a few outsized leaks were responsible for between 40 and 90 percent of the emissions.

For the new study, Brandt and his colleagues analyzed approximately 15,000 measurements from 18 prior studies of natural gas leaks from across the U.S. using a statistical technique called extreme value theory, which is useful for analyzing infrequent but highly consequential events.

Basically, though, you can sort of think of extreme value theory (EVT) as being similar to the Central Limit Theorem.