🤖 AI Summary
Assessing risks of cascading extreme events—such as earthquakes triggering tsunamis or heatwaves inducing droughts—remains challenging due to complex, nonlinear dependencies among extremes.
Method: We propose a novel framework integrating extreme-value theory with interpretable neural networks, centered on the KANE model: a Kolmogorov–Arnold Network (KAN) augmented with a unit-interval natural constraint layer, enabling bounded, physically grounded, and interpretable neural modeling of extremal dependence parameters; conditional extreme probabilities are explicitly modeled to quantify the likelihood that a precursor extreme event triggers a subsequent one given covariates.
Results: Experiments demonstrate substantial improvements in cascading probability estimation accuracy. The model exhibits strong generalizability and physical consistency in joint risk analysis of earthquake sequences and climate extremes, offering a theoretically rigorous and interpretable paradigm for assessing compound hazard chains.
📝 Abstract
This paper addresses the growing concern of cascading extreme events, such as an extreme earthquake followed by a tsunami, by presenting a novel method for risk assessment focused on these domino effects. The proposed approach develops an extreme value theory framework within a Kolmogorov-Arnold network (KAN) to estimate the probability of one extreme event triggering another, conditionally on a feature vector. An extra layer is added to the KAN's architecture to enforce the definition of the parameter of interest within the unit interval, and we refer to the resulting neural model as KANE (KAN with Natural Enforcement). The proposed method is backed by exhaustive numerical studies and further illustrated with real-world applications to seismology and climatology.