Related papers: The Modelling of Random Phenomena
How should computer science and social science collaborate to build a common model? How should they proceed to gather data that is really useful to the modelling? How can they design a survey that is tailored to the target model? This paper…
Estimation of extreme quantile regions, spaces in which future extreme events can occur with a given low probability, even beyond the range of the observed data, is an important task in the analysis of extremes. Existing methods to estimate…
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…
The objective of this work is the investigation of complexity, asymmetry, stochasticity and non-linearity of the financial and economic systems by using the tools of statistical mechanics and information theory. More precisely, this thesis…
Scaling analysis reveals striking regularities in earthquake occurrence. The time between any one earthquake and that following it is random, but it is described by the same universal-probability distribution for any spatial region and…
We provide a novel approach and an exploratory study for modelling life event choices and occurrence from a probabilistic perspective through causal discovery and survival analysis. Our approach is formulated as a bi-level problem. In the…
We study the extreme events taking place on complex networks. The transport on networks is modelled using random walks and we compute the probability for the occurance and recurrence of extreme events on the network. We show that the nodes…
Lectures presented at the 1st CERN Asia-Europe-Pacific School of High-Energy Physics, Fukuoka, Japan, 14-27 October 2012. A pedagogical selection of topics in probability and statistics is presented. Choice and emphasis are driven by the…
We provide a general model for Brownian motions on metric graphs with interactions. In a general setting, for (sticky) Brownian propagations on edges, our model provides a characterization of lifetimes and holding times on vertices in terms…
We introduce a counting process to model the random occurrence in time of car traffic accidents, taking into account some aspects of the self-excitation typical of this phenomenon. By combining methods from probability and differential…
A major part of the seismicity striking the Mediterranean area and other regions worldwide is hosted in carbonate rocks. Recent examples are the destructive earthquakes of L'Aquila Mw 6.1 2009 and Norcia Mw 6.5 2016 in Central Italy.…
Monte Carlo simulations are based on the manipulation of random numbers to evaluate probable outcomes, with applicability in a variety of different fields. By assigning probabilities, which can be determined a priori, to various events, it…
Earthquakes rank among the most destructive manifestations of the Earth's dynamics. Can they be predicted? This is often the first question students ask. To answer that right away: no, at present it is not possible to anticipate the date,…
Deep learning is fast emerging as a potential disruptive tool to tackle longstanding research problems across the sciences. Notwithstanding its success across disciplines, the recent trend of the overuse of deep learning is concerning to…
We describe a unified framework within which we can build survival models. The motivation for this work comes from a study on the prediction of relapse among breast cancer patients treated at the Curie Institute in Paris, France. Our focus…
In the last few years, deep learning has solved seemingly intractable problems, boosting the hope to find approximate solutions to problems that now are considered unsolvable. Earthquake prediction, the Grail of Seismology, is, in this…
Since its first formulations almost a century ago, mathematical models for disease spreading contributed to understand, evaluate and control the epidemic processes.They promoted a dramatic change in how epidemiologists thought of the…
Methods of high-dimensional probability play a central role in applications for statistics, signal processing theoretical computer science and related fields. These lectures present a sample of particularly useful tools of high-dimensional…
Many widely used models amount to an elaborate means of making up numbers--but once a number has been produced, it tends to be taken seriously and its source (the model) is rarely examined carefully. Many widely used models have little…
In recent years, the concept of resilience has been introduced to the field of engineering as it relates to disaster mitigation and management. However, the built environment is only one element that supports community functionality.…