Related papers: Extreme Value Based Estimation of Critical Single …
Understanding treatment effects in extreme regimes is important for characterizing risks associated with different interventions. This is hindered by the unavailability of counterfactual outcomes and the rarity and difficulty of collecting…
An intriguing connection between extreme value statistics and traveling fronts has been found recently in a number of diverse problems. In this brief review we outline a few such problems and consider their various applications.
Theoretical calculations locate the critical point of strongly interacting matter (CP) at energies accessible at the CERN SPS. Event-by-event transverse momentum and multiplicity fluctuations are considered as one of the most important…
When extreme weather events affect large areas, their regional to sub-continental spatial scale is important for their impacts. We propose a novel machine learning (ML) framework that integrates spatial extreme-value theory to model weather…
Recently developed survival analysis methods improve upon existing approaches by predicting the probability of event occurrence in each of a number pre-specified (discrete) time intervals. By avoiding placing strong parametric assumptions…
In this study, the cumulative effect of the empirical probability distribution of a random variable is identified as a factor that amplifies the occurrence of extreme events in datasets. To quantify this observation, a corresponding…
A proper channel modeling methodology that characterizes the statistics of extreme events is key in the design of a system at an ultra-reliable regime of operation. The strict constraint of ultra-reliability corresponds to the packet error…
This is a method for discrete event simulation specified by survival analysis. It presents a sequence of steps. First, hazard rates from survival analysis specify the rates of a set of counting processes. Second, those counting processes…
We study the consistency and weak convergence of the conditional tail function and conditional Hill estimators under broad dependence assumptions for a heavy-tailed response sequence and a covariate sequence. Consistency is established…
We propose a class of strongly efficient rare event simulation estimators for random walks and compound Poisson processes with a regularly varying increment/jump-size distribution in a general large deviations regime. Our estimator is based…
Frailty models are often the model of choice for heterogeneous survival data. A frailty model contains both random effects and fixed effects, with the random effects accommodating for the correlation in the data. Different estimation…
In a wide variety of sequential decision making problems, it can be important to estimate the impact of rare events in order to minimize risk exposure. A popular risk measure is the conditional value-at-risk (CVaR), which is commonly…
Rare events in molecular dynamics are often related to noise-induced transitions between different macroscopic states (e.g., in protein folding). A common feature of these rare transitions is that they happen on timescales that are on…
Critical Infrastructure Protection is one of the main challenges of last years. Security Information and Event Management (SIEM) systems are widely used for coping with this challenge. However, they currently present several limitations…
This paper is based on the initial ideas of a PhD proposal which will investigate SCADA failures in physical infrastructure systems. The results will be used to develop a new notation to help risk assessment using dependable computing…
In observational studies of survival time featuring a binary time-dependent treatment, the hazard ratio (an instantaneous measure) is often used to represent the treatment effect. However, investigators are often more interested in the…
The propensity of water to remain in a metastable liquid state at temperatures below its equilibrium melting point holds significant potential for cryopreserving biological material such as tissues and organs. The benefits conferred are a…
In this thesis, I show my Ph.D. work on event-by-event hydrodynamic simulations for relativistic heavy-ion collision. I show that event-by-event hydrodynamic simulations have become an indispensable tool for studying relativistic heavy-ion…
Predictions of the uncertainty associated with extreme events are a vital component of any prediction system for such events. Consequently, the prediction system ought to be probabilistic in nature, with the predictions taking the form of…
In this paper, we analyze several instrumental records of temperatures at different locations by using new techniques originally developed for the analysis of extreme values of dynamical systems. We show that they have the same recurrence…