Related papers: A Markov-switching model for heat waves
We develop a unified statistical framework for attributing heatwaves as spatio-temporal phenomena under climate change. We quantify the impact of anthropogenic forcing on the probability and persistence of heatwaves not captured by standard…
A novel model of wave turbulence is presented which allows to explain in the same frame various nonlinear wave phenomena: intermittency, form and direction of the energy cascades, formation of a zero-frequency band with non-zero energy,…
The aim of this work is the quantification and prediction of rare events characterized by extreme intensity in nonlinear waves with broad spectra. We consider a one-dimensional non- linear model with deep-water waves dispersion relation,…
Macroscopic models which distinguish the longitudinal and transverse temperatures can provide improved descriptions of the microscopic shock structures as revealed by molecular dynamics simulations. Additionally, we can include three…
When extreme weather events affect large areas, their regional to sub-continental spatial scale is important for their impacts. We propose a novel machine learning (ML) framework that integrates spatial extreme-value theory to model weather…
We provide a comprehensive overview of latent Markov (LM) models for the analysis of longitudinal categorical data. The main assumption behind these models is that the response variables are conditionally independent given a latent process…
In this paper we consider a system coupling a wave equation with a heat equation through its boundary conditions. The existence of a small parameter in the heat equation, as a factor multiplying the time derivative, implies the existence of…
Entanglement being a foundational cornerstone of quantum sciences and the primary resource in quantum information processing, understanding its dynamical evolution in realistic conditions is essential. Unfortunately, numerous model studies…
A stable-like process is a Feller process $(X_t)_{t\geq 0}$ taking values in $\mathbb{R}^d$ and whose generator behaves, locally, like an $\alpha$-stable L\'evy process, but the index $\alpha$ and all other characteristics may depend on the…
Recent extreme value theory literature has seen significant emphasis on the modelling of spatial extremes, with comparatively little consideration of spatio-temporal extensions. This neglects an important feature of extreme events: their…
A Markov tree is a probabilistic graphical model for a random vector indexed by the nodes of an undirected tree encoding conditional independence relations between variables. One possible limit distribution of partial maxima of samples from…
This paper presents a new model for characterising temporal dependence in exceedances above a threshold. The model is based on the class of trawl processes, which are stationary, infinitely divisible stochastic processes. The model for…
Defining the effect of exposure of interest and selecting an appropriate estimation method are prerequisite for causal inference. Understanding the ways in which association between heatwaves (i.e., consecutive days of extreme high…
Saltwater intrusion is a critical challenge to coastal ecosystems, impacting freshwater resources, biogeochemical cycles, and habitat stability. While relevant studies often focus on the long-term trends of salinity, its episodic…
We present a new model for reliability analysis that is able to distinguish the latent internal vulnerability state of the equipment from the vulnerability caused by temporary external sources. Consider a wind farm where each turbine is…
We estimate the temperature sensitivity of residential electricity demand during extreme temperature events using the distribution-to-scalar regression model. Rather than relying on simple averages or individual quantile statistics of raw…
Markov switching models are often used to analyze financial returns because of their ability to capture frequently observed stylized facts. In this paper we consider a multivariate Student-t version of the model as a viable alternative to…
We report on a fundamental role of a non-normalized formal steady state, i.e., an infinite invariant density, in a semi-Markov process where the state is determined by the inter-event time of successive renewals. The state describes certain…
We study the hemispheric to continental scale regimes that lead to summertime heatwaves in the Northern Hemisphere. By using a powerful data mining methodology - archetype analysis - we identify characteristic spatial patterns consisting of…
Power systems usually go through electromagnetic and electromechanical transient processes after different disturbances. Learning the characteristics and the differences between them are important but not easy for students majoring in power…