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Reliable precipitation nowcasting is critical for weather-sensitive decision-making, yet neural weather models (NWMs) can produce poorly calibrated probabilistic forecasts. Standard calibration metrics such as the expected calibration error…

Machine Learning · Computer Science 2025-12-01 Lauri Kurki , Yaniel Cabrera , Samu Karanko

For decades, classical point process models, such as the epidemic-type aftershock sequence (ETAS) model, have been widely used for forecasting the event times and locations of earthquakes. Recent advances have led to Neural Point Processes…

Geophysics · Physics 2026-03-12 Samuel Stockman , Daniel Lawson , Maximilian Werner

A new semi-parametric Expected Shortfall (ES) estimation and forecasting framework is proposed. The proposed approach is based on a two-step estimation procedure. The first step involves the estimation of Value-at-Risk (VaR) at different…

Risk Management · Quantitative Finance 2021-03-16 Giuseppe Storti , Chao Wang

Parameters in climate models are usually calibrated manually, exploiting only small subsets of the available data. This precludes both optimal calibration and quantification of uncertainties. Traditional Bayesian calibration methods that…

Statistics Theory · Mathematics 2021-10-04 Oliver R. A. Dunbar , Alfredo Garbuno-Inigo , Tapio Schneider , Andrew M. Stuart

Immediately following a disaster event, such as an earthquake, estimates of the damage extent play a key role in informing the coordination of response and recovery efforts. We develop a novel impact estimation tool that leverages a…

Applications · Statistics 2025-01-15 Max Anderson Loake , Hamish Patten , David Steinsaltz

Here we focus on a basic statistical measure of earthquake catalogs that has not been studied before, the asymmetry of interevent time series (e.g., reflecting the tendency to have more aftershocks than spontaneous earthquakes). We define…

Geophysics · Physics 2021-10-04 Yongwen Zhang , Yosef Ashkenazy , Shlomo Havlin

No proven method is currently available for the reliable short time prediction of earthquakes (minutes to months). However, it is possible to make probabilistic hazard assessments for earthquake risk. These are primarily based on the…

Statistical Mechanics · Physics 2020-01-29 James R. Holliday , Kazuyoshi Z. Nanjo , Kristy F. Tiampo , John B. Rundle , Donald L. Turcotte

An influential step in weather forecasting was the introduction of ensemble forecasts in operational use due to their capability to account for the uncertainties in the future state of the atmosphere. However, ensemble weather forecasts are…

Applications · Statistics 2023-05-25 Mária Lakatos , Sebastian Lerch , Stephan Hemri , Sándor Baran

Using error diagrams, we quantify the forecasting of characteristic-earthquake occurrence in a recently introduced minimalist model. Initially we connect the earthquake alarm at a fixed time after the ocurrence of a characteristic event.…

The driving concept behind one of the most successful statistical forecasting models, the ETAS model, has been that the seismicity is driven by spontaneously occurring background earthquakes that cascade into multitudes of triggered…

Geophysics · Physics 2019-05-22 Shyam Nandan , Guy Ouillon , Didier Sornette

We propose a new method to test the effectiveness of a spatial point process forecast based on a log-likelihood score for predicted point density and the information gain for events that actually occurred in the test period. The method…

Data Analysis, Statistics and Probability · Physics 2010-11-24 Yan Y. Kagan

Data required to calibrate uncertain GCM parameterizations are often only available in limited regions or time periods, for example, observational data from field campaigns, or data generated in local high-resolution simulations. This…

Applications · Statistics 2022-10-05 Oliver R. A. Dunbar , Michael F. Howland , Tapio Schneider , Andrew M. Stuart

With growing data volumes from synoptic surveys, astronomers must become more abstracted from the discovery and introspection processes. Given the scarcity of follow-up resources, there is a particularly sharp onus on the frameworks that…

Instrumentation and Methods for Astrophysics · Physics 2015-06-04 Joseph W. Richards , Dan L. Starr , Adam A. Miller , Joshua S. Bloom , Nathaniel R. Butler , Henrik Brink , Arien Crellin-Quick

We evaluated the efficiency of various models in describing the time decay of aftershock rate of 47 simple sequences occurred in California (37) from 1933 to 2004 and in Italy (10) from 1976 to 2004. We compared the models by the corrected…

Geophysics · Physics 2009-11-11 Barbara Lolli , Paolo Gasperini

The Expectation-Maximization (EM) algorithm is a popular choice for learning latent variable models. Variants of the EM have been initially introduced, using incremental updates to scale to large datasets, and using Monte Carlo (MC)…

Machine Learning · Statistics 2022-03-22 Belhal Karimi , Ping Li

Quantification of the impact of uncertainty in material properties as well as the input ground motion on structural responses is an important step in implementing a performance-based earthquake engineering (PBEE) framework. Among various…

Computational Engineering, Finance, and Science · Computer Science 2020-08-12 Mohammad Amin Hariri-Ardebili , Farhad Pourkamali-Anaraki , Siamak Sattar

The b-value, which controls the slope of the frequency-magnitude distribution of earthquakes, is a critical parameter in seismic forecasting. However, accurately measuring the true b-value is challenging due to the temporal and spatial…

Geophysics · Physics 2025-04-08 Eugenio Lippiello , Cataldo Godano , Giuseppe Petrillo

The contour maps of the error of historical resp. parametric estimates for large random portfolios optimized under the risk measure Expected Shortfall (ES) are constructed. Similar maps for the sensitivity of the portfolio weights to small…

Risk Management · Quantitative Finance 2015-10-19 Fabio Caccioli , Imre Kondor , Gábor Papp

Epistemic uncertainty in probabilistic seismic hazard assessment (PSHA) is commonly addressed through a logic-tree framework that combines weighted alternative models to characterize the range of plausible hazard outcomes. Implicit in this…

Geophysics · Physics 2026-03-03 Davide Zaccagnino , Didier Sornette

Uncertainty in probabilistic classifiers predictions is a key concern when models are used to support human decision making, in broader probabilistic pipelines or when sensitive automatic decisions have to be taken. Studies have shown that…

Machine Learning · Computer Science 2021-09-09 Nicolas Posocco , Antoine Bonnefoy