Related papers: Tropical Cyclone Intensity Evolution Modeled as a …
Despite the importance of quantifying how the spatial patterns of extreme precipitation will change with warming, we lack tools to objectively analyze the storm-scale outputs of modern climate models. To address this gap, we develop an…
Phase-type distribution has been an important probabilistic tool in the analysis of complex stochastic system evolution. It was introduced by Neuts \cite{Neuts1975} in 1975. The model describes the lifetime distribution of a finite-state…
In many insurance contexts, dependence between risks of a portfolio may arise from their frequencies. We investigate a dependent risk model in which we assume the vector of count variables to be a tree-structured Markov random field with…
Complex ecosystems generally consist of a large number of different species utilizing a large number of different resources. Several of their features cannot be captured by models comprising just a few species and resources. Recently,…
Hidden semi-Markov models generalise hidden Markov models by explicitly modelling the time spent in a given state, the so-called dwell time, using some distribution defined on the natural numbers. While the (shifted) Poisson and negative…
The strength of mid-latitude storm tracks shapes weather and climate phenomena in the extra-tropics, as these storm tracks control the daily to multi-decadal variability of precipitation, temperature and winds. By the end of this century,…
Suppose that we are given a time series where consecutive samples are believed to come from a probabilistic source, that the source changes from time to time and that the total number of sources is fixed. Our objective is to estimate the…
The extremal behaviour of a Markov chain is typically characterized by its tail chain. For asymptotically dependent Markov chains existing formulations fail to capture the full evolution of the extreme event when the chain moves out of the…
Kossin et al. (2020) report a rising ratio of satellite observations of major C3-C5 storms relative to all C1-C5 storms from 1979 to 2017. Decomposing their R = N(C3+)/N(C1+) statistic into per-category shares shows that their trend was…
Global climate warming poses a significant challenge to humanity; it is associated with, e.g., rising sea level and declining Arctic sea ice. Increasing extreme events are also considered to be a result of climate…
This paper presents a modeling approach for probabilistic estimation of hurricane wind-induced damage to infrastructural assets. In our approach, we employ a Nonhomogeneous Poisson Process (NHPP) model for estimating spatially-varying…
Near-surface extreme winds profoundly affect human society, yet process-based understanding of their changes under climate forcings remains limited. This study systematically investigates the responses of high (HWE) and low (LWE) wind…
Hidden Markov Processes (HMP) is one of the basic tools of the modern probabilistic modeling. The characterization of their entropy remains however an open problem. Here the entropy of HMP is calculated via the cycle expansion of the…
This paper aims to derive a quantitative model to evaluate the impact of information flow on the effectiveness of disaster response. At the core of the model is a specialized absorbing Markov chain that models the process of delivering…
Understanding the plausible upper bounds of extreme weather events is essential for risk assessment in a warming climate. Existing methods, based on large ensembles of physics-based models, are often computationally expensive or lack the…
Tropical cyclones (TCs) rank among the most destructive natural hazards, yet their forecasting faces fundamental trade-offs: numerical weather prediction (NWP) models are computationally prohibitive and struggle to leverage historical data,…
In this paper, the recurrent events that can occur more than one over the follow-up time have been modeled by phase-type distributions. We use the finite-state continuous-time Markov process with multi states for patients with recurrent…
Storm surge, the onshore rush of sea water caused by the high winds and low pressure associated with a hurricane, can compound the effects of inland flooding caused by rainfall, leading to loss of property and loss of life for residents of…
Construction waste hauling trucks (CWHTs), as one of the most commonly seen heavy-duty vehicles in major cities around the globe, are usually subject to a series of regulations and spatial-temporal access restrictions because they not only…
Our goal is to quantify whether, and if so how, spatio-temporal patterns in tropical cyclone (TC) satellite imagery signal an upcoming rapid intensity change event. To address this question, we propose a new nonparametric test of…