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This paper deals with sequences of random variables belonging to a fixed chaos of order $q$ generated by a Poisson random measure on a Polish space. The problem is investigated whether convergence of the third and fourth moment of such a…

Probability · Mathematics 2016-08-10 Tobias Fissler , Christoph Thaele

We consider the problem of performing Bayesian inference in probabilistic models where observations are accompanied by uncertainty, referred to as "uncertain evidence." We explore how to interpret uncertain evidence, and by extension the…

Machine Learning · Statistics 2023-01-27 Andreas Munk , Alexander Mead , Frank Wood

We analyze the probability density function (PDF) of waiting times between financial loss exceedances. The empirical PDFs are fitted with the self-excited Hawkes conditional Poisson process with a long power law memory kernel. The Hawkes…

Statistical Finance · Quantitative Finance 2017-05-24 Maciej Jagielski , Ryszard Kutner , Didier Sornette

We study the statistics of the recurrence times between earthquakes above a certain magnitude M$ in California. We find that the distribution of the recurrence times strongly depends on the previous recurrence time $\tau_0$. As a…

Geophysics · Physics 2009-11-10 V. Livina , S. Tuzov , S. Havlin , A. Bunde

Count-weighted temporal networks often exhibit unequal dispersion in the edge weights, which cannot be fully explained by modelling observational heterogeneity through latent factors in the conditional mean. Therefore, we propose new…

Methodology · Statistics 2026-04-15 Giulia Carallo , Roberto Casarin , Antonio Peruzzi

Characteristic versus critical features of earthquakes are studied on the basis of the Olami-Feder-Christensen model. It is found that the local recurrence-time distribution exhibits a sharp $\delta$-function-like peak corresponding to…

Other Condensed Matter · Physics 2009-11-13 Takeshi Kotani , Hajime Yoshino , Hikaru Kawamura

The empirical probability density function for the conditional distribution of the true value of Poisson distribution parameter on one measurement is constructed by computer experiment. The analysis of the obtained distributions confirms…

Data Analysis, Statistics and Probability · Physics 2009-11-10 S. I. Bityukov , V. A. Medvedev , V. V. Smirnova , Yu. V. Zernii

Earthquakes are a major threat to nations worldwide. Earthquake detection is an important scientific challenge, not only for its social impacts, but also since it reflects the actual degree of understanding of the physical processes…

Geophysics · Physics 2023-05-05 Yosef Ashkenazy , Ittai Kurzon , Eitan Asher

In order to perform probabilistic tsunami hazard assessment (PTHA) based on subduction zone earthquakes, it is necessary to start with a catalog of possible future events along with the annual probability of occurance, or a probability…

Numerical Analysis · Mathematics 2018-12-27 Randall J. LeVeque , Knut Waagan , Frank I. González , Donsub Rim , Guang Lin

Yes. Interval statistics have been used to conclude that major earthquakes are random events in time and cannot be anticipated or predicted. Machine learning is a powerful new technique that enhances our ability to understand the…

Two different way of assessing seismic vulnerability are available nowadays: observed or empirical and calculated vulnerability assessment methods. The first methods are based on observed damage after earthquakes correlated with the…

Geophysics · Physics 2007-10-09 Clotaire Michel , Philippe Guéguen

Within the performance-based earthquake engineering (PBEE) framework, the fragility model plays a pivotal role. Such a model represents the probability that the engineering demand parameter (EDP) exceeds a certain safety threshold given a…

Applications · Statistics 2023-02-02 X. Zhu , M. Broccardo , B. Sudret

Confidence intervals for a binomial parameter or for the ratio of Poisson means are commonly desired in high energy physics (HEP) applications such as measuring a detection efficiency or branching ratio. Due to the discreteness of the data,…

Data Analysis, Statistics and Probability · Physics 2009-12-23 Robert D. Cousins , Kathryn E. Hymes , Jordan Tucker

This paper introduces a novel Bayesian approach to detect changes in the variance of a Gaussian sequence model, focusing on quantifying the uncertainty in the change point locations and providing a scalable algorithm for inference. Such a…

Methodology · Statistics 2025-03-04 Lorenzo Cappello , Oscar Hernan Madrid Padilla

The estimation of signal frequency count in the presence of background noise has had much discussion in the recent physics literature, and Mandelkern [1] brings the central issues to the statistical community, leading in turn to extensive…

Data Analysis, Statistics and Probability · Physics 2009-11-10 D. A. S. Fraser , N. Reid , A. C. M. Wong

Statistical inference on the mean of a Poisson distribution is a fundamentally important problem with modern applications in, e.g., particle physics. The discreteness of the Poisson distribution makes this problem surprisingly challenging,…

Methodology · Statistics 2012-07-03 Ryan Martin , Duncan Ermini Leaf , Chuanhai Liu

We study earthquake interval time statistics, paying special attention to inter-occurrence times in the two-dimensional (2D) stick-slip (block-slider) model. Inter-occurrence times are the time interval between successive earthquakes on all…

Statistical Mechanics · Physics 2017-08-23 Tomohiro Hasumi , Yoji Aizawa

The C statistics, also known as the Cash statistic, is often used in astronomy for the analysis of low-count Poisson data. One of the challenges of the C statistic is that its probability distribution, under the null hypothesis that the…

High Energy Astrophysical Phenomena · Physics 2019-12-12 M. Bonamente

Event attribution in the context of climate change seeks to understand the role of anthropogenic greenhouse gas emissions on extreme weather events, either specific events or classes of events. A common approach to event attribution uses…

Methodology · Statistics 2018-02-06 Christopher J. Paciorek , Dáithí A. Stone , Michael F. Wehner

We present a procedure for calculating an upper limit on the number of signal events which incorporates the Poisson uncertainty in the background, estimated from control regions of one or two dimensions. For small number of signal events,…

Data Analysis, Statistics and Probability · Physics 2015-06-26 K. K. Gan
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