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Ensemble forecasts of weather and climate are subject to systematic biases in the ensemble mean and variance, leading to inaccurate estimates of the forecast mean and variance. To address these biases, ensemble forecasts are post-processed…

Applications · Statistics 2016-05-25 Stefan Siegert , Philip G. Sansom , Robin Williams

Cloud-related parameterizations remain a leading source of uncertainty in climate projections. Although machine learning holds promise for Earth system models (ESMs), many data-driven parameterizations lack interpretability, physical…

Atmospheric and Oceanic Physics · Physics 2025-11-25 Arthur Grundner , Tom Beucler , Julien Savre , Axel Lauer , Manuel Schlund , Veronika Eyring

Aftershock sequences are of particular interest in seismic research since they may condition seismic activity in a given region over long time spans. While they are typically identified with periods of enhanced seismic activity after a…

Geophysics · Physics 2015-05-18 Tiago P. Peixoto , Katharina Doblhoff-Dier , Jörn Davidsen

Recent advances in machine learning have significantly improved prediction accuracy in various applications. However, ensuring the calibration of probabilistic predictions remains a significant challenge. Despite efforts to enhance model…

Machine Learning · Statistics 2025-08-05 Yan Sun , Pratik Chaudhari , Ian J. Barnett , Edgar Dobriban

Seismic waveforms contain rich information about earthquake processes, making effective data analysis crucial for earthquake monitoring, source characterization, and seismic hazard assessment. With rapid developments in deep learning, the…

Geophysics · Physics 2025-06-10 Weiqiang Zhu , Junhao Song , Haoyu Wang , Jannes Münchmeyer

Systemic risk measures have been shown to be predictive of financial crises and declines in real activity. Thus, forecasting them is of major importance in finance and economics. In this paper, we propose a new forecasting method for…

Methodology · Statistics 2025-04-23 Yannick Hoga

We introduce new forecast encompassing tests for the risk measure Expected Shortfall (ES). The ES currently receives much attention through its introduction into the Basel III Accords, which stipulate its use as the primary market risk…

Risk Management · Quantitative Finance 2020-08-31 Timo Dimitriadis , Julie Schnaitmann

We propose a probabilistic approach to modeling catalog incompleteness through four candidate augmented Gutenberg-Richter (GR) laws, which incorporates incompleteness into the frequency-magnitude distribution (FMD) using two parameters, mc,…

Geophysics · Physics 2025-06-23 Jiawei Li , Xinyi Wang , Didier Sornette

Following Hergarten and Neugebauer [2002] who discovered aftershock and foreshock sequences in the Olami-Feder-Christensen (OFC) discrete block-spring earthquake model, we investigate to what degree the simple toppling mechanism of this…

Condensed Matter · Physics 2009-11-10 A. Helmstetter , S. Hergarten , D. Sornette

Critical decisions frequently rely on high-dimensional output from complex computer simulation models that show intricate cross-variable, spatial and temporal dependence structures, with weather and climate predictions being key examples.…

Methodology · Statistics 2013-12-24 Roman Schefzik , Thordis L. Thorarinsdottir , Tilmann Gneiting

Equality saturation is a program optimization technique based on non-destructive rewriting and a form of abstract interpretation called e-class analysis. Existing e-class analyses are pessimistic and therefore typically imprecise when…

Programming Languages · Computer Science 2026-04-17 Russel Arbore , Alvin Cheung , Max Willsey

In many applications, accurate class probability estimates are required, but many types of models produce poor quality probability estimates despite achieving acceptable classification accuracy. Even though probability calibration has been…

Machine Learning · Computer Science 2020-02-18 Tim Leathart , Maksymilian Polaczuk

Deep Learning methods are known to suffer from calibration issues: they typically produce over-confident estimates. These problems are exacerbated in the low data regime. Although the calibration of probabilistic models is well studied,…

Machine Learning · Statistics 2021-11-30 Rahul Rahaman , Alexandre H. Thiery

Earthquake catalog declustering is the procedure of separating event clusters from background seismicity, which is an important task in statistical seismology, earthquake forecasting, and probabilistic seismic hazard analysis. Several…

Geophysics · Physics 2025-04-14 Robert Shcherbakov , Sidhanth Kothari

Test-time adaptation (TTA) seeks to tackle potential distribution shifts between training and test data by adapting a given model w.r.t. any test sample. Although recent TTA has shown promising performance, we still face two key challenges:…

Machine Learning · Computer Science 2025-08-27 Mingkui Tan , Guohao Chen , Jiaxiang Wu , Yifan Zhang , Yaofo Chen , Peilin Zhao , Shuaicheng Niu

We consider a branching model of triggered seismicity, the ETAS (epidemic-type aftershock sequence) model which assumes that each earthquake can trigger other earthquakes (``aftershocks''). An aftershock sequence results in this model from…

Geophysics · Physics 2009-11-10 A. Saichev , D. Sornette

The performance of ensemble-based data assimilation techniques that estimate the state of a dynamical system from partial observations depends crucially on the prescribed uncertainty of the model dynamics and of the observations. These are…

Computation · Statistics 2021-02-24 Tadeo Javier Cocucci , Manuel Pulido , Magdalena Lucini , Pierre Tandeo

Background: Over the past few decades, numerous forecasting methods have been proposed in the field of epidemic forecasting. Such methods can be classified into different categories such as deterministic vs. probabilistic, comparative…

Since the beginning of this century, the significant advancements in artificial intelligence and neural networks have offered the potential to bring new transformations to short-term earthquake prediction research. However, currently, there…

Geophysics · Physics 2025-07-23 Zhiyu Xu , Qingliang Chen

Investment in measuring a process more completely or accurately is only useful if these improvements can be utilised during modelling and inference. We consider how improvements to data quality over time can be incorporated when selecting a…

Methodology · Statistics 2021-02-02 Zak Varty , Jonathan A. Tawn , Peter M. Atkinson , Stijn Bierman
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