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Heavy-tailed distributions are widely used in robust mixture modelling due to possessing thick tails. As a computationally tractable subclass of the stable distributions, sub-Gaussian $\alpha$-stable distribution received much interest in…

Machine Learning · Statistics 2017-01-25 Mahdi Teimouri , Saeid Rezakhah , Adel Mohammdpour

Predictions of the uncertainty associated with extreme events are a vital component of any prediction system for such events. Consequently, the prediction system ought to be probabilistic in nature, with the predictions taking the form of…

Applications · Statistics 2012-10-26 Petra Friederichs , Thordis L. Thorarinsdottir

Robust Bayesian methods for high-dimensional regression problems under diverse sparse regimes are studied. Traditional shrinkage priors are primarily designed to detect a handful of signals from tens of thousands of predictors in the…

Statistics Theory · Mathematics 2024-10-25 Se Yoon Lee , Peng Zhao , Debdeep Pati , Bani K. Mallick

Gaussian Processes (GPs) have been widely used in machine learning to model distributions over functions, with applications including multi-modal regression, time-series prediction, and few-shot learning. GPs are particularly useful in the…

Statistical modeling of rainfall data is an active research area in agro-meteorology. The most common models fitted to such datasets are exponential, gamma, log-normal, and Weibull distributions. As an alternative to some of these models,…

Methodology · Statistics 2024-02-08 Arnab Hazra

Recently, deep-learning weather forecasting models have surpassed traditional numerical models in terms of the accuracy of meteorological variables. However, there is considerable potential for improvements in precipitation forecasts,…

Atmospheric and Oceanic Physics · Physics 2024-11-20 Weiwen Ji , Jin Feng , Yueqi Liu , Yulu Qiu , Hua Gao

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

Obtaining high-resolution maps of precipitation data can provide key insights to stakeholders to assess a sustainable access to water resources at urban scale. Mapping a nonstationary, sparse process such as precipitation at very high…

Applications · Statistics 2023-02-08 Jiachen Zhang , Matthew Bonas , Diogo Bolster , Geir-Arne Fuglstad , Stefano Castruccio

Inferring the true demand for a product or a service from aggregate data is often challenging due to the limited available supply, thus resulting in observations that are censored and correspond to the realized demand, thereby not…

Machine Learning · Computer Science 2025-01-22 Filipe Rodrigues

Precipitation prediction plays a crucial role in modern agriculture and industry. However, it poses significant challenges due to the diverse patterns and dynamics in time and space, as well as the scarcity of high precipitation events. To…

Atmospheric and Oceanic Physics · Physics 2024-01-19 Xinzhe Li , Sun Rui , Yiming Niu , Yao Liu

In risk analysis, a global fit that appropriately captures the body and the tail of the distribution of losses is essential. Modelling the whole range of the losses using a standard distribution is usually very hard and often impossible due…

Methodology · Statistics 2017-09-19 Tom Reynkens , Roel Verbelen , Jan Beirlant , Katrien Antonio

Bayesian computational strategies for inference can be inefficient in approximating the posterior distribution in models that exhibit some form of periodicity. This is because the probability mass of the marginal posterior distribution of…

Machine Learning · Statistics 2025-12-01 Javier Lopez-Santiago , Luca Martino , Joaquin Miguez , Gonzalo Vazquez-Vilar

Due to complex physical phenomena, the distribution of heavy rainfall events is difficult to model spatially. Physically based numerical models can often provide physically coherent spatial patterns, but may miss some important…

Applications · Statistics 2020-03-13 Marco Oesting , Philippe Naveau

Dynamical downscaling is crucial for deriving high-resolution meteorological fields from coarse-scale simulations, enabling detailed analysis for critical applications such as weather forecasting and renewable energy modeling. Generative…

Machine Learning · Computer Science 2025-10-16 Alessandro Brusaferri , Andrea Ballarino

We develop an automated variational method for inference in models with Gaussian process (GP) priors and general likelihoods. The method supports multiple outputs and multiple latent functions and does not require detailed knowledge of the…

Machine Learning · Statistics 2018-11-06 Edwin V. Bonilla , Karl Krauth , Amir Dezfouli

Bayesian hierarchical models have been demonstrated to provide efficient algorithms for finding sparse solutions to ill-posed inverse problems. The models comprise typically a conditionally Gaussian prior model for the unknown, augmented by…

Numerical Analysis · Mathematics 2023-03-31 Daniela Calvetti , Erkki Somersalo

Based on recent results in extreme value theory, we use a new technique for the statistical estimation of distribution tails. Specifically, we use the Gnedenko-Pickands-Balkema-de Haan theorem, which gives a natural limit law for…

Statistical Mechanics · Physics 2009-10-31 V. F. Pisarenko , D. Sornette

Accurate rainfall forecasting, particularly for extreme events, remains a significant challenge in climatology and the Earth system. This paper presents novel physics-informed Graph Neural Networks (GNNs) combined with extreme-value…

Machine Learning · Computer Science 2026-05-25 Kiattikun Chobtham , Kanoksri Sarinnapakorn , Kritanai Torsri , Prattana Deeprasertkul , Jirawan Kamma

Overhead distribution lines play a vital role in distributing electricity, however, their freestanding nature makes them vulnerable to extreme weather conditions and resultant disruption of supply. The current UK regulation of power…

Applications · Statistics 2022-09-09 Antoni M. Sieminski , Carl R. Donovan

Prompt and accurate precipitation forecast is very important for development management of regional water resource, flood disaster prevention and people's daily activity and production plan; however, non-linear and nonstationary…

Neural and Evolutionary Computing · Computer Science 2019-06-24 Hongya Li , Yuzhong Peng , Chuyan Deng , Yonghua Pan , Daoqing Gong , Hao Zhang