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The accurate prediction of precipitation is important to allow for reliable warnings of flood or drought risk in a changing climate. However, to make trust-worthy predictions of precipitation, at a local scale, is one of the most difficult…

Computation · Statistics 2021-02-26 Sherman Lo , Peter Watson , Peter Dueben , Ritabrata Dutta

Preventive control is a crucial strategy for power system operation against impending natural hazards, and its effectiveness fundamentally relies on the realism of scenario generation. While most existing studies employ sequential Monte…

Systems and Control · Electrical Eng. & Systems 2025-11-21 Ziyue Li , Guanglun Zhang , Grant Ruan , Haiwang Zhong , Chongqing Kang

Particularly important to hurricane risk assessment for coastal regions is finding accurate approximations of return probabilities of maximum windspeeds. Since extremes in maximum windspeed have a direct relationship to minimums in the…

Dynamical Systems · Mathematics 2021-11-23 Meagan Carney , Holger Kantz , Matthew Nicol

A Poisson autoregressive (PAR) model accounting for discreteness and autocorrelation of count time series data is typically estimated in the state-space modelling framework through extended Kalman filter. However, because of the complex…

Methodology · Statistics 2025-03-05 Paolo Victor T. Redondo , Joseph Ryan G. Lansangan , Erniel B. Barrios

Despite its importance for insurance, there is almost no literature on statistical hail damage modeling. Statistical models for hailstorms exist, though they are generally not open-source, but no study appears to have developed a stochastic…

Applications · Statistics 2026-01-29 Ophélia Miralles , Anthony C. Davison , Timo Schmid

Severe Ionosphere magnetic storms are feared events for integrity and continuity of navigation systems such as EGNOS, the European SBAS (Satellite-Based Augmentation System) complementing GPS and an accurate modelling of this event…

Statistics Theory · Mathematics 2015-05-22 Malika Chassan , Jean-Marc Azaïs , Guillaume Buscarlet , Norbert Suard

The forecast of tropical cyclone trajectories is crucial for the protection of people and property. Although forecast dynamical models can provide high-precision short-term forecasts, they are computationally demanding, and current…

Atmospheric and Oceanic Physics · Physics 2020-01-13 Sophie Giffard-Roisin , Mo Yang , Guillaume Charpiat , Christina Kumler-Bonfanti , Balázs Kégl , Claire Monteleoni

We put forward a new Bayesian modeling strategy for spatiotemporal count data that enables efficient posterior sampling. Most previous models for such data decompose logarithms of the response Poisson rates into fixed effects and spatial…

Methodology · Statistics 2025-07-29 Yifan Cheng , Cheng Li

We compare classical and Bayesian methods for fitting the poisson distribution to the number of hurricanes making landfall on sections of the US coastline.

Atmospheric and Oceanic Physics · Physics 2007-05-23 Tim Hall , Stephen Jewson

Building on recent research for prediction of hurricane trajectories using recurrent neural networks (RNNs), we have developed improved methods and generalized the approach to predict Bayesian intervals in addition to simple point…

Applications · Statistics 2020-03-12 Max Chiswick , Sam Ganzfried

With climate change accelerating, the frequency of climate disasters is expected to increase in the decades to come. There is ongoing debate as to how different climatic regions will be affected by such an acceleration. In this paper, we…

Applications · Statistics 2021-09-07 Valerie Chavez-Demoulin , Eric Jondeau , Linda Mhalla

We propose in this paper a random intercept Poisson model in which the random effect distribution is assumed to follow a generalized log-gamma (GLG) distribution. We derive the first two moments for the marginal distribution as well as the…

Methodology · Statistics 2011-05-12 Lizandra C. Fabio , Gilberto A. Paula , Mario de Castro

Regional flood frequency analysis is a convenient way to reduce estimation uncertainty when few data are available at the gauging site. In this work, a model that allows a non-null probability to a regional fixed shape parameter is…

Applications · Statistics 2008-02-05 Mathieu Ribatet , Eric Sauquet , Jean-Michel Grésillon , Taha B. M. J. Ouarda

This paper introduces a probabilistic framework to quantify community vulnerability towards power losses due to extreme weather events. To analyze the impact of weather events on the power grid, the wind fields of historical hurricanes from…

Systems and Control · Electrical Eng. & Systems 2023-11-28 Abodh Poudyal , Shishir Lamichhane , Charlotte Wertz , Sajjad Uddin Mahmud , Anamika Dubey

The generation of synthetic tropical cyclone(TC) tracks for risk assessment is a critical application of preparedness for the impacts of climate change and disaster relief, particularly in North America. Insurance companies use these…

Machine Learning · Computer Science 2025-05-22 Shouwei Gao , Meiyan Gao , Yuepeng Li , Wenqian Dong

In areal unit data with missing or suppressed data, it desirable to create models that are able to predict observations that are not available. Traditional statistical methods achieve this through Bayesian hierarchical models that can…

Methodology · Statistics 2023-12-20 Cara MacBride , Vinny Davies , Duncan Lee

Generalized linear models, such as logistic regression, are widely used to model the association between a treatment and a binary outcome as a function of baseline covariates. However, the coefficients of a logistic regression model…

Methodology · Statistics 2022-01-04 Jiaqi Yin , Sonia Markes , Thomas S. Richardson , Linbo Wang

Identifying tropical cyclones that generate destructive storm tides for risk assessment, such as from large downscaled storm catalogs for climate studies, is often intractable because it entails many expensive Monte Carlo hydrodynamic…

Atmospheric and Oceanic Physics · Physics 2025-01-07 Grace Jiang , Jiangchao Qiu , Sai Ravela

Wood products that are subjected to sustained stress over a period of long duration may weaken, and this effect must be considered in models for the long-term reliability of lumber. The damage accumulation approach has been widely used for…

Applications · Statistics 2017-06-16 Chun-Hao Yang , James V. Zidek , Samuel W. K. Wong

The improvement of mortality projection is a pivotal topic in the diverse branches related to insurance, demography, and public policy. Motivated by the thread of Lee-Carter related models, we propose a Bayesian model to estimate and…

Applications · Statistics 2021-02-24 Zhen Liu , Xiaoqian Sun , Leping Liu , Yu-Bo Wang