Max-stable processes (de Haan, 1984) have received sustained attention in recent years because of their relevance for studying extreme events in financial, environmental and climate sciences. In a seminal unpublished University of Surrey 1990 technical report, R. L. Smith defined Gaussian max-stable processes, where all margins follow a unit Fréchet distribution, in view of modelling spatial ex...

Four scintillation paddles and coincidence techniques are used to determine the overall flux and angular distribution of cosmic ray muons. The muon lifetime is measured using rare events where, after passage of a muon into a scintillator is detected, its decay is also detected a short time later. The distribution of the decay times provides information about the average muon lifetime. Statistic...

Statistical models for the occurrence of extreme or rare events has been applied in a variety of areas, but little work has been done in extending these ideas to spatial data sets. Here, a brief introduction to the theory of extreme-value statistics is given, and a hierarchical Bayesian framework is used to incorporate a spatial component into the model. Two examples are used to motivate the ap...

Building on earlier work that integrates different factors in language modeling, we view (i) backing off to a shorter history and (ii) class-based generalization as two complementary mechanisms of using a larger equivalence class for prediction when the default equivalence class is too small for reliable estimation. This view entails that the classes in a language model should be learned from r...

W e consider the estimation by simulation of probabilities of rare but potentially damaging events i n Markovian systems. The problem is that the rarity of the event mitigates against its frequent occurence in simulation. Here we show how a reverse-time model m a y be simulated in place of the fonuard-time system in order to provide significantly faster estimates of the rare probabilities. A n ...

We address the issue of judging the significance of rare events as it typically arises in statistical naturallanguage processing. We first define a general approach to the problem, and we empirically compare results obtained using log-likelihood-ratios and Fisher’s exact test, applied to measuring strength of bilingual word associations.

Species conservation practice, as opposed to principle, generally emphasizes species at risk of imminent extinction. This results in priority lists principally of those with small populations and/or geographical ranges. However, recent work emphasizes the importance of common species to ecosystems. Even relatively small proportional declines in their abundance can result in large absolute losse...

We present a technique that classifies users’ age group, i.e., child or adult, from touch coordinates captured on touch-screen devices. Our technique delivered 86.5% accuracy (user-independent) on a dataset of 119 participants (89 children ages 3 to 6) when classifying each touch event one at a time and up to 99% accuracy when using a window of 7+ consecutive touches. Our results establish that...

Let (Xn,i)1≤i≤n,n∈N be a triangular array of row-wise stationary R-valued random variables. We use a “blocks method” to define clusters of extreme values: the rows of (Xn,i) are divided into mn blocks (Yn,j), and if a block contains at least one extreme value the block is considered to contain a cluster. The cluster starts at the first extreme value in the block and ends at the last one. The ma...

In this work we present a methodology to detect rare events which are defined as large price movement relative to the volume traded. We analyze the behavior of equity after the detection of these rare events. We provide methods to calibrate trading rules based on the detection of these events and we exemplify for a particular trading rule. We apply the methodology to tick data for thousands of ...