Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate
Bibliographic record
Abstract
Threshold selection is a critical issue for extreme value analysis with threshold-based approaches. Under suitable conditions, exceedances over a high threshold have been shown to follow the generalized Pareto distribution (GPD) asymptotically. In practice, however, the threshold must be chosen. If the chosen threshold is too low, the GPD approximation may not hold and bias can occur. If the threshold is chosen too high, reduced sample size increases the variance of parameter estimates. To process batch analyses, commonly used selection methods such as graphical diagnostics are subjective and cannot be automated. We develop an efficient technique to evaluate and apply the Anderson–Darling test to the sample of exceedances above a fixed threshold. In order to automate threshold selection, this test is used in conjunction with a recently developed stopping rule that controls the false discovery rate in ordered hypothesis testing. Previous attempts in this setting do not account for the issue of ordered multiple testing. The performance of the method is assessed in a large scale simulation study that mimics practical return level estimation. This procedure was repeated at hundreds of sites in the western US to generate return level maps of extreme precipitation.
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How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.089 | 0.262 |
| Meta-epidemiology (narrow) | 0.002 | 0.001 |
| Meta-epidemiology (broad) | 0.004 | 0.003 |
| Bibliometrics | 0.005 | 0.005 |
| Science and technology studies | 0.002 | 0.003 |
| Scholarly communication | 0.004 | 0.003 |
| Open science | 0.005 | 0.003 |
| Research integrity | 0.002 | 0.005 |
| Insufficient payload (model declined to judge) | 0.004 | 0.002 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".