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Solving Bayesian inference problems approximately with variational approaches can provide fast and accurate results. Capturing correlation within the approximation requires an explicit parametrization. This intrinsically limits this…

Machine Learning · Statistics 2020-01-31 Jakob Knollmüller , Torsten A. Enßlin

This work introduces a novel approach for generating conditional probabilistic rainfall forecasts with temporal and spatial dependence. A two-step procedure is employed. Firstly, marginal location-specific distributions are jointly…

Methodology · Statistics 2025-03-31 David Huk , Rilwan A. Adewoyin , Ritabrata Dutta

Extreme rainfall over the Indian monsoon region poses severe societal and infrastructural risks but remains difficult to predict at daily time scales due to stochastic convective triggering and multiscale atmospheric interactions. While…

Numerical Analysis · Mathematics 2026-02-04 Arun Govind Neelan

Reliable estimates of sea level return levels are crucial for coastal flooding risk assessments and for coastal flood defence design. We describe a novel method for estimating extreme sea levels that is the first to capture seasonality,…

Applications · Statistics 2022-07-21 Eleanor D'Arcy , Jonathan A. Tawn , Amélie Joly , Dafni E. Sifnioti

The coarse spatial resolution of gridded climate models, such as general circulation models, limits their direct use in projecting socially relevant variables like extreme precipitation. Most downscaling methods estimate the conditional…

Atmospheric and Oceanic Physics · Physics 2026-01-06 Louise Largeau , Tom Beucler , David Leutwyler , Gregoire Mariethoz , Valerie Chavez-Demoulin , Erwan Koch

Analysing non-Gaussian spatial-temporal data requires introducing spatial as well as temporal dependence in generalised linear models through the link function of an exponential family distribution. Unlike in Gaussian likelihoods, inference…

Methodology · Statistics 2025-12-29 Soumyakanti Pan , Lu Zhang , Jonathan R. Bradley , Sudipto Banerjee

Calibrating the urban underlying surface parameters is crucial for urban flood simulation. We formulate the parameter calibration problem into an optimization problem within the Bayesian framework using the maximum likelihood principle. We…

Machine Learning · Computer Science 2026-05-06 Yongfu Tian , Shan Ding , Guofeng Su , Jianguo Chen

Gravity inversion is a commonly applied data analysis technique in the field of geophysics. While machine learning methods have previously been explored for the problem of gravity inversion, these are deterministic approaches returning a…

In high-dimensional Bayesian statistics, various methods have been developed, including prior distributions that induce parameter sparsity to handle many parameters. Yet, these approaches often overlook the rich spectral structure of the…

Statistics Theory · Mathematics 2025-05-06 Tomoya Wakayama , Masaaki Imaizumi

There is a propensity for an extreme value analyses to be conducted as a consequence of the occurrence of a large flooding event. This timing of the analysis introduces bias and poor coverage probabilities into the associated risk…

Applications · Statistics 2021-07-02 Anna Maria Barlow , Chris Sherlock , Jonathan Tawn

To study trends in extreme precipitation across US over the years 1951-2017, we consider 10 climate indexes that represent extreme precipitation, such as annual maximum of daily precipitation, annual maximum of consecutive 5-day average…

Applications · Statistics 2019-01-01 Arnab Hazra , Brian J. Reich , Ana-Maria Staicu

We develop a method for the evaluation of extreme event statistics associated with nonlinear dynamical systems, using a small number of samples. From an initial dataset of design points, we formulate a sequential strategy that provides the…

Machine Learning · Computer Science 2022-06-08 Mustafa A. Mohamad , Themistoklis P. Sapsis

Statistical modeling of multivariate and spatial extreme events has attracted broad attention in various areas of science. Max-stable distributions and processes are the natural class of models for this purpose, and many parametric families…

Methodology · Statistics 2017-08-09 Clement Dombry , Sebastian Engelke , Marco Oesting

Regression classes modeling more than the mean of the response have found a lot of attention in the last years. Expectile regression is a special and computationally convenient case of this family of models. Expectiles offer a quantile-like…

Methodology · Statistics 2013-12-19 Elisabeth Waldmann , Fabian Sobotka , Thomas Kneib

The generalised extreme value (GEV) distribution is a three parameter family that describes the asymptotic behaviour of properly renormalised maxima of a sequence of independent and identically distributed random variables. If the shape…

Applications · Statistics 2022-05-10 Daniela Castro-Camilo , Raphaël Huser , Håvard Rue

Understanding the spatial extent of extreme precipitation is necessary for determining flood risk and adequately designing infrastructure (e.g., stormwater pipes) to withstand such hazards. While environmental phenomena typically exhibit…

Applications · Statistics 2020-03-25 Gregory P. Bopp , Benjamin A. Shaby , Raphaël Huser

Due to spatial dependence -- often characterized as complex and non-linear -- model misspecification is a prevalent and critical issue in spatial data analysis and prediction. As the data, and thus model performance, is heterogeneous,…

To obtain high-resolution images of subsurface structures from seismic data, seismic imaging techniques such as Full Waveform Inversion (FWI) serve as crucial tools. However, FWI involves solving a nonlinear and often non-unique inverse…

Geophysics · Physics 2024-06-10 Yuke Xie , Hervé Chauris , Nicolas Desassis

Many problems in the geophysical sciences demand the ability to calibrate the parameters and predict the time evolution of complex dynamical models using sequentially-collected data. Here we introduce a general methodology for the joint…

Computation · Statistics 2018-12-12 Sara Pérez-Vieites , Inés P. Mariño , Joaquín Míguez

Floods can be very destructive causing heavy damage to life, property, and livelihoods. Global climate change and the consequent sea-level rise have increased the occurrence of extreme weather events, resulting in elevated and frequent…

Machine Learning · Computer Science 2023-10-12 Jimeng Shi , Vitalii Stebliankin , Zhaonan Wang , Shaowen Wang , Giri Narasimhan
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