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We introduce new classes of informational functionals, called \emph{upper moments}, respectively \emph{down-Fisher measures}, obtained by applying classical functionals such as $p$-moments and the Fisher information to the recently…

Mathematical Physics · Physics 2025-05-28 Razvan Gabriel Iagar , David Puertas-Centeno

Under general multivariate regular variation conditions, the extreme Value-at-Risk of a portfolio can be expressed as an integral of a known kernel with respect to a generally unknown spectral measure supported on the unit simplex. The…

Statistics Theory · Mathematics 2020-03-09 Robert Yuen , Stilian Stoev , Dan Cooley

The random process theory (RPT) has been widely applied to predict the joint probability distribution functions (PDFs) of asperity heights and curvatures of rough surfaces. A check of the predictions of RPT against the actual statistics of…

Materials Science · Physics 2015-06-24 Claudia Borri , Marco Paggi

In this work, we develop a multi-fidelity Bayesian experimental design framework to efficiently quantify the extreme-event statistics of an input-to-response (ItR) system with given input probability and expensive function evaluations. The…

Fluid Dynamics · Physics 2022-01-04 Xianliang Gong , Yulin Pan

Data depth is a well-known and useful nonparametric tool for analyzing functional data. It provides a novel way of ranking a sample of curves from the center outwards and defining robust statistics, such as the median or trimmed means. It…

Methodology · Statistics 2020-07-31 Carlo Sguera , Sara López-Pintado

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

We consider the problem of reconstructing one-dimensional point sources from their Fourier measurements in a bounded interval $[-\Omega, \Omega]$. This problem is known to be challenging in the regime where the spacing of the sources is…

Signal Processing · Electrical Eng. & Systems 2024-06-11 Zetao Fei , Hai Zhang

We consider the problem of shape restricted nonparametric regression on a closed set X ?\in R; where it is reasonable to assume the function has no more than H local extrema interior to X: Following a Bayesian approach we develop a…

Methodology · Statistics 2016-04-06 Matthew W. Wheeler , David B. Dunson , Amy H. Herring

The quantitative characterization of the microstructure of random heterogeneous media in $d$-dimensional Euclidean space $\mathbb{R}^d$ via a variety of $n$-point correlation functions is of great importance, since the respective infinite…

Soft Condensed Matter · Physics 2018-08-07 Zheng Ma , Salvatore Torquato

Global Sensitivity Analysis (GSA) methods are useful tools to rank input parameters uncertainties regarding their impact on result variability. In practice, such type of approach is still at an exploratory level for studies relying on 2D…

Computational Engineering, Finance, and Science · Computer Science 2016-03-28 M Abily , N Bertrand , O Delestre , P Gourbesville , Y Richet , C. -M Duluc

Traditional History Matching (HM) identifies implausible regions of the input parameter space by comparing scalar outputs of a computer model to observations. It offers higher computational efficiency than Bayesian calibration, making it…

Applications · Statistics 2025-09-05 Ryuichi Kanai , Nicolás Hernández , Devaraj Gopinathan , Serge Guillas

In scientific disciplines such as neuroimaging, climatology, and cosmology it is useful to study the uncertainty of excursion sets of imaging data. While the case of imaging data obtained from a single study condition has already been…

Statistics Theory · Mathematics 2025-11-12 Thomas J. Maullin-Sapey , Fabian J. E. Telschow

In order to assess future damage caused by natural disasters, it is desirable to estimate the damage caused by single events. So called damage functions provide -- for a natural disaster of certain magnitude -- a specific damage value.…

Physics and Society · Physics 2015-09-08 J. Micha Steinhäuser , Diego Rybski , Jürgen P. Kropp

Statistical depth measures the centrality of a point with respect to a given distribution or data cloud. It provides a natural center-outward ordering of multivariate data points and yields a systematic nonparametric multivariate analysis…

Statistics Theory · Mathematics 2015-10-30 John H. J. Einmahl , Jun Li , Regina Y. Liu

The temporal and spatial analysis of river dynamics is a key factor for studying and understanding human impacts on floodplains. To assess the changes taking place, it is necessary to have high-resolution images with a large spatial…

Signal Processing · Electrical Eng. & Systems 2026-03-26 Pierre Audisio , Barbara Belletti , Nelly Pustelnik

Rapid and accurate flood extent mapping from Remote Sensing data, such as Synthetic Aperture Radar (SAR), is critical for operational disaster response, but standard Deep Learning models often produce physically impossible predictions due…

Machine Learning · Computer Science 2026-05-26 Tewodros Syum Gebre , Jagrati Talreja , Matilda Anokye , Leila Hashemi-Beni

We propose a framework that estimates inundation depth (maximum water level) and debris-flow-induced topographic deformation from remote sensing imagery by integrating deep learning and numerical simulation. A water and debris flow…

Computer Vision and Pattern Recognition · Computer Science 2020-06-11 Naoto Yokoya , Kazuki Yamanoi , Wei He , Gerald Baier , Bruno Adriano , Hiroyuki Miura , Satoru Oishi

Multivariate functional data has received considerable attention but testing for equality of mean surfaces and its profile has limited progress. The existing literature has tested equality of either mean curves of univariate functional…

Methodology · Statistics 2019-03-07 Jin Yang , Tao Zhang , Chunling Liu , Kam Chuen Yuen , Aiyi Liu

Scene flow depicts the dynamics of a 3D scene, which is critical for various applications such as autonomous driving, robot navigation, AR/VR, etc. Conventionally, scene flow is estimated from dense/regular RGB video frames. With the…

Computer Vision and Pattern Recognition · Computer Science 2021-12-07 Haiyan Wang , Jiahao Pang , Muhammad A. Lodhi , Yingli Tian , Dong Tian

Advanced MAVKA software for the approximation of extrema observations is used to analyze the variability of the brightness of pulsating and eclipsing stars, but may be useful in analyzing signals of any nature. A new algorithm using a…

Solar and Stellar Astrophysics · Physics 2020-07-22 Kateryna D. Andrych , Ivan L. Andronov , Lidia L. Chinarova