Related papers: Statistical regionalization for estimation of extr…
This paper proposes a physics-guided machine learning approach that combines advanced machine learning models and physics-based models to improve the prediction of water flow and temperature in river networks. We first build a recurrent…
To address the need for efficient inference for a range of hydrological extreme value problems, spatial pooling of information is the standard approach for marginal tail estimation. We propose the first extreme value spatial clustering…
Mixed modeling of extreme values and random effects is relatively unexplored topic. Computational difficulties in using the maximum likelihood method for mixed models and the fact that maximum likelihood method uses available data and does…
Hydrological post-processing using quantile regression algorithms constitutes a prime means of estimating the uncertainty of hydrological predictions. Nonetheless, conventional large-sample theory for quantile regression does not apply…
Flow Matching, a promising approach in generative modeling, has recently gained popularity. Relying on ordinary differential equations, it offers a simple and flexible alternative to diffusion models, which are currently the…
Existing machine learning methods for causal inference usually estimate quantities expressed via the mean of potential outcomes (e.g., average treatment effect). However, such quantities do not capture the full information about the…
The areal modeling of the extremes of a natural process such as rainfall or temperature is important in environmental statistics; for example, understanding extreme areal rainfall is crucial in flood protection. This article reviews recent…
Semisupervised methods are techniques for using labeled data $(X_1,Y_1),\ldots,(X_n,Y_n)$ together with unlabeled data $X_{n+1},\ldots,X_N$ to make predictions. These methods invoke some assumptions that link the marginal distribution $P_X$…
In statistics and machine learning, logistic regression is a widely-used supervised learning technique primarily employed for binary classification tasks. When the number of observations greatly exceeds the number of predictor variables, we…
Regional rainfall forecasting is an important issue in hydrology and meteorology. This paper aims to design an integrated tool by applying various machine learning algorithms, especially the state-of-the-art deep learning algorithms…
Local decision rules are commonly understood to be more explainable, due to the local nature of the patterns involved. With numerical optimization methods such as gradient boosting, ensembles of local decision rules can gain good predictive…
Uncertainty quantification for full-waveform inversion provides a probabilistic characterization of the ill-conditioning of the problem, comprising the sensitivity of the solution with respect to the starting model and data noise. This…
Deregulation of energy markets, penetration of renewables, advanced metering capabilities, and the urge for situational awareness, all call for system-wide power system state estimation (PSSE). Implementing a centralized estimator though is…
Empirical Bayes small area estimation based on the well-known Fay-Herriot model may produce unreliable estimates when outlying areas exist. Existing robust methods against outliers or model misspecification are generally inefficient when…
Measuring dependence between random variables is a fundamental problem in Statistics, with applications across diverse fields. While classical measures such as Pearson's correlation have been widely used for over a century, they have…
Reliable measurement of dependence between variables is essential in many applications of statistics and machine learning. Current approaches for dependence estimation, especially density-based approaches, lack in precision, robustness…
We study statistical inference and distributionally robust solution methods for stochastic optimization problems, focusing on confidence intervals for optimal values and solutions that achieve exact coverage asymptotically. We develop a…
We provide a unified analysis of the predictive risk of ridge regression and regularized discriminant analysis in a dense random effects model. We work in a high-dimensional asymptotic regime where $p, n \to \infty$ and $p/n \to \gamma \in…
Simulation-based inference plays a major role in modern statistics, and often employs either reallocating (as in a randomization test) or resampling (as in bootstrapping). Reallocating mimics random allocation to treatment groups, while…
In multivariate extreme value analysis, the nature of the extremal dependence between variables should be considered when selecting appropriate statistical models. Interest often lies with determining which subsets of variables can take…