The block maxima approach is one of the main methodologies in extreme value theory to obtain a suitable distribution to estimate the probability of large values. In this approach, the block size is usually selected in order to reflect the possible intrinsic periodicity of the studied phenomenon. The generalization of this approach to data from non-...
Published in KSCE Journal of Civil Engineering
For a widely varied wind climate in India, a single type of Extreme Value Distribution (EVD) is not suitable to fit wind speed data for all geographical locations and climatic conditions. This may lead to the inappropriate estimation of the design wind speed (Vd). In this study, a new approach, combining the merits of both the block maxima and the ...
Published in Journal of the Korean Statistical Society
In this paper, we reveal the relationship between the tail exponent introduced by Parzen (1979) and tail index for a distribution function. Furthermore, we analyze the domain of attraction of the weighted sum of the distributions and its tail index. We show that the extreme quantiles can estimate directly, through knowing only the tail index of the...
Published in Machine Learning
Machine learning algorithms rely on their ability to evaluate the constructed hypotheses for choosing the optimal hypothesis during learning and assessing the quality of the model afterwards. Since these estimates, in particular the former ones, are based on the training data from which the hypotheses themselves were constructed, they are usually o...
Published in Methods (San Diego, Calif.)
Biological processes often manifest themselves as coordinated changes across modules, i.e., sets of interacting genes. Commonly, the high dimensionality of genome-scale data prevents the visual identification of such modules, and straightforward computational search through a set of known pathways is a limited approach. Therefore, tools for the dat...
Published in Structural and Multidisciplinary Optimization
This study introduces various low-discrepancy sequences and then develops a new methodology for reliability assessment for structural dynamic systems. In this methodology, a two-step algorithm is first proposed, in which the most uniformly scattered point set among the low-discrepancy sequences is selected according to the centered L2-discrepancy (...
Published in The neuroradiology journal
Adult-onset vanishing white-matter disease (VWM) is a rare autosomal recessive disease with neurological symptoms such as ataxia and paraparesis, showing extensive white-matter hyperintensities (WMH) on magnetic resonance (MR) imaging. Besides symptom-specific scores like the International Cooperative Ataxia Rating Scale (ICARS), there is no establ...
Published in Applied Mathematics-A Journal of Chinese Universities
Logarithmic general error distribution is an extension of lognormal distribution. In this paper, with optimal norming constants the higher-order expansion of distribution of partial maximum of logarithmic general error distribution is derived.
Published in Biometrika
Max-stable processes play an important role as models for spatial extreme events. Their complex structure as the pointwise maximum over an infinite number of random functions makes their simulation difficult. Algorithms based on finite approximations are often inexact and computationally inefficient. We present a new algorithm for exact simulation ...
Published in Journal of the Korean Statistical Society
For a generalized gamma random sequence, some fundamental properties and convergence rates of the distribution of its partial maximum to the Gumbel extreme value distribution are derived. The asymptotic expansions for the distribution and density of maximum from generalized gamma distribution are given under an optimal choice of normalizing constan...
