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Investigation of species abundance has become a vital component of many ecological monitoring studies. The primary objective of these studies is to understand how specific species are distributed across the study domain, as well as…
The aim of the present work is to show that the results obtained earlier on the approximation of distributions of sums of independent terms by the accompanying compound Poisson laws may be interpreted as rather sharp quantitative estimates…
Estimating the probability of rare channel conditions is a central challenge in ultra-reliable wireless communication, where random events, such as deep fades, can cause sudden variations in the channel quality. This paper proposes a…
Rare events refer to qualitatively unlikely events whose realization can nevertheless have important consequences. Typically, the prediction of the kinetics of these events relies on Arrhenius laws, with exponentially distributed waiting…
Count data are omnipresent in many applied fields, often with overdispersion due to an excess of zeroes or extreme values. With mixtures of Poisson distributions representing an elegant and appealing modelling strategy, we focus here on the…
The Peaks Over Threshold (POT) method is the most popular statistical method for the analysis of univariate extremes. Even though there is a rich applied literature on Bayesian inference for the POT, the asymptotic theory for such proposals…
We study time series concerning rare events. The occurrence of a rare event is depicted as a jump of constant intensity always occurring in the same direction, thereby generating an asymmetric diffusion process. We consider the case where…
We provide a general method to analyze the asymptotic properties of a variety of estimators of continuous time diffusion processes when the data are not only discretely sampled in time but the time separating successive observations may…
This paper introduces a general framework for analyzing recurrent event data by modeling the conditional mean function of the recurrent event process as the solution to an Ordinary Differential Equation (ODE). This approach not only…
Survival analysis, or time-to-event modelling, is a classical statistical problem that has garnered a lot of interest for its practical use in epidemiology, demographics or actuarial sciences. Recent advances on the subject from the point…
Using techniques from Poisson approximation, we prove explicit error bounds on the number of permutations that avoid any pattern. Most generally, we bound the total variation distance between the joint distribution of pattern occurrences…
Combining information from multiple samples is often needed in biomedical and economic studies, but the differences between these samples must be appropriately taken into account in the analysis of the combined data. We study estimation for…
The first paper in this series introduced a new approach to strong convergence of random matrices that is based primarily on soft arguments. This method was applied to achieve a refined qualitative and quantitative understanding of strong…
Time evolution of number of species (genera, families, and others), population of them, and size distribution of present ones and life times are studied in terms of a new model, where population of each genetic taxon increases by a (random)…
In contrast to problems of interference in (exogenous) treatments, models of interference in unit-specific (endogenous) outcomes do not usually produce a reduced-form representation where outcomes depend on other units' treatment status…
We present the results of systematic numerical computations relating to the extreme value statistics of the characteristic polynomials of random unitary matrices drawn from the Circular Unitary Ensemble (CUE) of Random Matrix Theory. In…
Predicting extreme events in nonlinear dynamical systems is challenging due to a limited understanding of their statistical properties. This study numerically and theoretically investigates the statistical properties of infinite-modal maps…
Detecting rare events, those defined to give rise to high impact but have a low probability of occurring, is a challenge in a number of domains including meteorological, environmental, financial and economic. The use of machine learning to…
While the hurdle Poisson regression is a popular class of models for count data with excessive zeros, the link function in the binary component may be unsuitable for highly imbalanced cases. Ordinary Poisson regression is unable to handle…
Event detection in time series is a challenging task due to the prevalence of imbalanced datasets, rare events, and time interval-defined events. Traditional supervised deep learning methods primarily employ binary classification, where…