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We propose an efficient Bayesian approach to infer a fault displacement from geodetic data in a slow slip event. Our physical model of the slip process reduces to a multiple linear regression subject to constraints. Assuming a Gaussian…

In biomedical settings, multitype recurrent events such as stroke and heart failure occur frequently, often concluding with a terminal event such as death. Understanding the links between these recurring and terminal events is fundamental…

Methodology · Statistics 2025-09-15 Mithun Kumar Acharjee , AKM Fazlur Rahman

This paper introduces a practical sampling method for training surrogate models in the context of uncertainty propagation. We propose a heuristic method to uniformly draw samples within highest density regions of the density given by the…

Methodology · Statistics 2025-09-15 Jocelyn Minini , Micha Wasem

The most popular approach in extreme value statistics is the modelling of threshold exceedances using the asymptotically motivated generalised Pareto distribution. This approach involves the selection of a high threshold above which the…

Methodology · Statistics 2014-05-27 Ioannis Papastathopoulos , Jonathan A. Tawn

With the rapid development of urbanization, the boom of vehicle numbers has resulted in serious traffic accidents, which led to casualties and huge economic losses. The ability to predict the risk of traffic accident is important in the…

Computers and Society · Computer Science 2018-04-17 Honglei Ren , You Song , Jingwen Wang , Yucheng Hu , Jinzhi Lei

We consider first the mixed discrete-continuous scheme of observation in multistate models; this is a classical pattern in epidemiology because very often clinical status is assessed at discrete visit times while times of death or other…

Statistics Theory · Mathematics 2008-12-18 Daniel Commenges , Anne Gégout-Petit

The Gumbel-Softmax probability distribution allows learning discrete tokens in generative learning, while the Gumbel-Argmax probability distribution is useful in learning discrete structures in discriminative learning. Despite the efforts…

Machine Learning · Computer Science 2024-06-05 Hedda Cohen Indelman , Tamir Hazan

For discrete-time survival data, conditional likelihood inference in Cox's hazard odds model is theoretically desirable but exact calculation is numerical intractable with a moderate to large number of tied events. Unconditional maximum…

Methodology · Statistics 2020-12-08 Zhiqiang Tan

A scheme is developed for estimating state-dependent drift and diffusion coefficients in a stochastic differential equation from time-series data. The scheme does not require to specify parametric forms for the drift and diffusion…

Biological Physics · Physics 2012-09-28 Jun Ohkubo

Extreme geophysical events are of crucial relevance to our daily life: they threaten human lives and cause property damage. To assess the risk and reduce losses, we need to model and probabilistically predict these events. Parametrizations…

Chaotic Dynamics · Physics 2019-09-04 Guannan Hu , Tamás Bódai , Valerio Lucarini

Conditional independence, graphical models and sparsity are key notions for parsimonious statistical models and for understanding the structural relationships in the data. The theory of multivariate and spatial extremes describes the risk…

Statistics Theory · Mathematics 2019-11-14 Sebastian Engelke , Adrien S. Hitz

To improve the routing decisions of individual drivers and the management policies designed by traffic operators, one needs reliable estimates of travel time distributions. Since congestion caused by both recurrent patterns (e.g., rush…

Physics and Society · Physics 2022-10-13 Nikki Levering , Marko Boon , Michel Mandjes

Black spot identification, a spatiotemporal phenomenon, involves analyzing the geographical location and time-based occurrence of road accidents. Typically, this analysis examines specific locations on road networks during set time periods…

Large-scale rare events data are commonly encountered in practice. To tackle the massive rare events data, we propose a novel distributed estimation method for logistic regression in a distributed system. For a distributed framework, we…

Methodology · Statistics 2023-04-06 Xuetong Li , Xuening Zhu , Hansheng Wang

We study several deterministic one-dimensional traffic models. For integer positions and velocities we find the typical high and low density phases separated by a simple transition. If positions and velocities are continuous variables the…

Condensed Matter · Physics 2009-10-22 Kai Nagel , Hans J. Herrmann

We investigate statistical properties of a likelihood approach to nonparametric estimation of a singular distribution using deep generative models. More specifically, a deep generative model is used to model high-dimensional data that are…

Machine Learning · Statistics 2023-03-29 Minwoo Chae , Dongha Kim , Yongdai Kim , Lizhen Lin

Time-to-event models are a popular tool to analyse data where the outcome variable is the time to the occurrence of a specific event of interest. Here we focus on the analysis of time-to-event outcomes that are either intrisically discrete…

Applications · Statistics 2017-04-14 Moritz Berger , Matthias Schmid

As the use of automotive radar increases, performance limitations associated with radar-to-radar interference will become more significant. In this paper we employ tools from stochastic geometry to characterize the statistics of radar…

Information Theory · Computer Science 2016-07-11 Akram Al-Hourani , Robin J. Evans , Sithamparanathan Kandeepan , Bill Moran , Hamid Eltom

Estimating statistical models within sensor networks requires distributed algorithms, in which both data and computation are distributed across the nodes of the network. We propose a general approach for distributed learning based on…

Machine Learning · Computer Science 2012-07-03 Qiang Liu , Alexander Ihler

In this chapter, we show how to efficiently model high-dimensional extreme peaks-over-threshold events over space in complex non-stationary settings, using extended latent Gaussian Models (LGMs), and how to exploit the fitted model in…

Methodology · Statistics 2021-10-07 Arnab Hazra , Raphaël Huser , Árni V. Jóhannesson
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