Climate extreme event attribution using multivariate peaks-over-thresholds modeling and counterfactual theory (Q2044257)

A climate event is considered to be extreme when at least one of the components of the vector of interest is large. The extremes then have asymptotically multivariate generalized Pareto distribution, which is used to compare the probability of an extreme event to the probability of the same event in a world without forcing by humans, and to compute probabilities of causation following Pearl counterfactual theory. A dimension reduction strategy is proposed based on the linear projection that maximizes such causation probabilities. The method is tested on simulated examples and applied to weekly winter maxima precipitation outputs of the French CNRM from the recent CMIP6 experiment. A supplement is provided with technical details.