Articles | Volume 11, issue 1
https://doi.org/10.5194/ascmo-11-1-2025
https://doi.org/10.5194/ascmo-11-1-2025
20 Feb 2025
 | 20 Feb 2025

Reducing reliability bias in assessments of extreme weather risk using calibrating priors

Stephen Jewson, Trevor Sweeting, and Lynne Jewson

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Cited articles

Bailer-Jones, C.: Practical Bayesian Inference, CUP, https://doi.org/10.1017/9781108123891, 2017. a
Bernardo, J. and Smith, A.: Bayesian Theory, Wiley, https://doi.org/10.1002/9780470316870, 1993. a, b, c
Claeskens, G. and Hjort, N.: Model Selection and Model Averaging, CUP, https://doi.org/10.1017/CBO9780511790485, 2010. a
Coles, S.: An Introduction to Statistical Modelling of Extreme Values, Springer, https://doi.org/10.1007/978-1-4471-3675-0, 2001. a
Datta, G., Mukerjee, R., Ghosh, M., and Sweeting, T.: Bayesian prediction with approximate frequentist validity, Ann. Stat., 28, 1414–1426, https://doi.org/10.1214/aos/1015957400, 2000. a, b, c, d
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Short summary
We investigate how to make statistical predictions of extreme weather such that events predicted to occur with a probability of 1 % will occur 1 % of the time. We apply the methods we describe to a standard extreme weather attribution example from the recent climate literature. We find that the methods we describe imply that extremes are roughly twice as likely as when estimated using maximum likelihood. We have developed a software package to make it easy to apply these methods.
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