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We explore a novel methodology for constructing confidence regions for parameters of linear models, using predictions from any arbitrary predictor. Our framework requires minimal assumptions on the noise and can be extended to functions…

Machine Learning · Statistics 2024-01-30 Charles Guille-Escuret , Eugene Ndiaye

The extremogram, proposed by Davis and Mikosch (2008), is a useful tool for measuring extremal dependence and checking model adequacy in a time series. We define the extremogram in the spatial domain when the data is observed on a lattice…

Statistics Theory · Mathematics 2015-06-09 Yongbum Cho , Richard A. Davis , Souvik Ghosh

Spatio-temporal prediction is a key type of tasks in urban computing, e.g., traffic flow and air quality. Adequate data is usually a prerequisite, especially when deep learning is adopted. However, the development levels of different cities…

Artificial Intelligence · Computer Science 2018-05-22 Leye Wang , Xu Geng , Xiaojuan Ma , Feng Liu , Qiang Yang

This paper estimates local tornado risk from records of past events using statistical models. First, a spatial model is fit to the tornado counts aggregated in counties with terms that control for changes in observational practices over…

Atmospheric and Oceanic Physics · Physics 2017-02-08 James B. Elsner , Thomas H. Jagger , Tyler Fricker

Understanding the spatial extent of extreme precipitation is necessary for determining flood risk and adequately designing infrastructure (e.g., stormwater pipes) to withstand such hazards. While environmental phenomena typically exhibit…

Applications · Statistics 2020-03-25 Gregory P. Bopp , Benjamin A. Shaby , Raphaël Huser

In this work we present a novel technique, based on a trust-region optimization algorithm and second-order trajectory sensitivities, to compute the extreme trajectories of power system dynamic simulations given a bounded set that represents…

Optimization and Control · Mathematics 2022-02-10 Daniel Adrian Maldonado , Emil Constantinescu , Hong Zhang , Vishwas Rao , Mihai Anitescu

Classical peaks over threshold analysis is widely used for statistical modeling of sample extremes, and can be supplemented by a model for the sizes of clusters of exceedances. Under mild conditions a compound Poisson process model allows…

Applications · Statistics 2016-08-14 Mária Süveges , Anthony C. Davison

Multivariate probabilistic time series forecasts are commonly evaluated via proper scoring rules, i.e., functions that are minimal in expectation for the ground-truth distribution. However, this property is not sufficient to guarantee good…

Machine Learning · Computer Science 2023-06-07 Étienne Marcotte , Valentina Zantedeschi , Alexandre Drouin , Nicolas Chapados

Imprecise composite location references formed using ad hoc spatial expressions in English text makes the geocoding task challenging for both inference and evaluation. Typically such spatial expressions fill in unestablished areas with new…

Computation and Language · Computer Science 2020-04-28 Hussein S. Al-Olimat , Valerie L. Shalin , Krishnaprasad Thirunarayan , Joy Prakash Sain

Gaussian Processes (GPs) are widely employed in control and learning because of their principled treatment of uncertainty. However, tracking uncertainty for iterative, multi-step predictions in general leads to an analytically intractable…

Spatial-temporal causal time series (STC-TS) involve region-specific temporal observations driven by causally relevant covariates and interconnected across geographic or network-based spaces. Existing methods often model spatial and…

Machine Learning · Computer Science 2025-11-13 Yang Yang , Du Yin , Hao Xue , Flora Salim

We present an algorithm to perform trust-region-based optimization for nonlinear unconstrained problems. The method selectively uses function and gradient evaluations at different floating-point precisions to reduce the overall energy…

Optimization and Control · Mathematics 2022-02-18 Richard J Clancy , Matt Menickelly , Jan Hückelheim , Paul Hovland , Prani Nalluri , Rebecca Gjini

Flood quantile estimation is of great importance for many engineering studies and policy decisions. However, practitioners must often deal with small data available. Thus, the information must be used optimally. In the last decades, to…

Applications · Statistics 2009-11-13 Mathieu Ribatet , Taha B. M. J. Ouarda , Eric Sauquet , Jean-Michel Grésillon

An important challenge in statistical analysis concerns the control of the finite sample bias of estimators. For example, the maximum likelihood estimator has a bias that can result in a significant inferential loss. This problem is…

Statistics Theory · Mathematics 2019-11-04 Stéphane Guerrier , Mucyo Karemera , Samuel Orso , Maria-Pia Victoria-Feser

Environmental problems are receiving increasing attention in socio-economic and health studies. This in turn fosters advances in recording and data collection of many related real-life processes. Available tools for data processing are…

Methodology · Statistics 2022-02-08 Alexander Gleim , Nazarii Salish

The habitable zone is defined as the orbital region around a star where planetary feedback cycles buffer atmospheric greenhouse gases that, in combination with solar luminosity, maintain surface temperatures suitable for liquid water.…

Earth and Planetary Astrophysics · Physics 2025-09-04 Morgan Underwood , Adrian Lenardic , Johnny Seales , Benjamin Kwait-Gonchar

Forecast reconciliation is a post-forecasting process that involves transforming a set of incoherent forecasts into coherent forecasts which satisfy a given set of linear constraints for a multivariate time series. In this paper we extend…

Methodology · Statistics 2023-12-25 Daniele Girolimetto , George Athanasopoulos , Tommaso Di Fonzo , Rob J Hyndman

The importance of modelling temperature fields goes beyond the need to understand a region's climate and serves too as a starting point for understanding their socioeconomic, and health consequences. The topography of the study region…

Applications · Statistics 2016-04-05 Camila M. Casquilho-Resende , Nhu D. Le , James V. Zidek

Climate modelers generally require meteorological information on regular grids, but monitoring stations are, in practice, sited irregularly. Thus, there is a need to produce public data records that interpolate available data to a high…

Applications · Statistics 2009-06-08 Michael L. Stein

The scientific rigor and computational methods of causal inference have had great impacts on many disciplines, but have only recently begun to take hold in spatial applications. Spatial casual inference poses analytic challenges due to…

Methodology · Statistics 2020-07-07 Brian J Reich , Shu Yang , Yawen Guan , Andrew B Giffin , Matthew J Miller , Ana G Rappold