Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Extreme events evaluation using CRPS distributions   Verification of probabilistic forecasts for extreme events has been a very
active field of research, stirred by media and public opinions who naturally
focus their attention on extreme events, and easily draw biased onclusions. In
this context, classical verification methodologies tailored for extreme events,
such as thresholded and weighted scoring rules, have undesirable properties
that cannot be mitigated; the well-known Continuous Ranked Probability Score
(CRPS) makes no exception. In this paper, we define a formal framework to
assess the behavior of forecast evaluation procedures with respect to extreme
events, that we use to point out that assessment based on the expectation of a
proper score is not suitable for extremes. As an alternative, we propose to
study the properties of the CRPS as a random variable using extreme value
theory to address extreme events verification. To compare calibrated forecasts,
an index is introduced that summarizes the ability of probabilistic forecasts
to predict extremes. Its strengths and limitations are discussed using both
theoretical arguments and simulations.

30
The categories of this paper are: q-alg
25
The categories of this paper are: patt-sol
19
The categories of this paper are: eess
13
The categories of this paper are: quant-ph
24
The categories of this paper are: dg-ga
37
The categories of this paper are: supr-con
11
The categories of this paper are: hep-lat
10
The categories of this paper are: q-bio
32
The categories of this paper are: atom-ph
7
The categories of this paper are: hep-th
14
The categories of this paper are: math-ph
27
The categories of this paper are: comp-gas
21
The categories of this paper are: adap-org
6
The categories of this paper are: astro-ph
33
The categories of this paper are: plasm-ph
35
The categories of this paper are: mtrl-th