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Statistical postprocessing is routinely applied to correct systematic errors of numerical weather prediction models (NWP) and to automatically produce calibrated local forecasts for end-users. Postprocessing is particularly relevant in…

We present a new kind of critical stochastic finite-time-singularity, relying on the interplay between long-memory and extreme fluctuations. We illustrate it on the well-established epidemic-type aftershock (ETAS) model for aftershocks,…

Statistical Mechanics · Physics 2009-11-07 D. Sornette , A. Helmstetter

Cloud Computing is an emerging area. The main aim of the initial search-and-rescue period after strong earthquakes is to reduce the whole number of mortalities. One main trouble rising in this period is to and the greatest assignment of…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-01-28 Sukhpal Singh , Rishideep Singh

We provide a general theory of the expectation-maximization (EM) algorithm for inferring high dimensional latent variable models. In particular, we make two contributions: (i) For parameter estimation, we propose a novel high dimensional EM…

Machine Learning · Statistics 2015-01-28 Zhaoran Wang , Quanquan Gu , Yang Ning , Han Liu

A key factor in ensuring the accuracy of computer simulations that model physical systems is the proper calibration of their parameters based on real-world observations or experimental data. Inevitably, uncertainties arise, and Bayesian…

Computational Engineering, Finance, and Science · Computer Science 2026-02-25 Daniel Andrés Arcones , Martin Weiser , Phaedon-Stelios Koutsourelakis , Jörg F. Unger

Computer models are commonly used to represent a wide range of real systems, but they often involve some unknown parameters. Estimating the parameters by collecting physical data becomes essential in many scientific fields, ranging from…

Applications · Statistics 2020-05-27 Chih-Li Sung , Beau David Barber , Berkley J. Walker

Uncertainty estimates must be calibrated (i.e., accurate) and sharp (i.e., informative) in order to be useful. This has motivated a variety of methods for recalibration, which use held-out data to turn an uncalibrated model into a…

Machine Learning · Computer Science 2022-07-06 Charles Marx , Shengjia Zhao , Willie Neiswanger , Stefano Ermon

Catastrophes of all kinds can be roughly defined as short duration-large amplitude events following and followed by long periods of "ripening". Major earthquakes surely belong to the class of 'catastrophic' events. Because of the space-time…

Data Analysis, Statistics and Probability · Physics 2015-06-04 Randall D. Peters , Martine Le Berre , Yves Pomeau

Models for forecasting earthquakes are currently tested prospectively in well-organized testing centers, using data collected after the models and their parameters are completely specified. The extent to which these models agree with the…

Methodology · Statistics 2013-12-23 Andrew Bray , Frederic Paik Schoenberg

Understanding the confidence with which a machine learning model classifies an input datum is an important, and perhaps under-investigated, concept. In this paper, we propose a new calibration metric, the Entropic Calibration Difference…

Machine Learning · Computer Science 2025-02-21 Daniel James Sumler , Lee Devlin , Simon Maskell , Richard O. Lane

Climate change exacerbates extreme weather events like heavy rainfall and flooding. As these events cause severe socioeconomic damage, accurate high-resolution simulation of precipitation is imperative. However, existing Earth System Models…

Geophysics · Physics 2026-02-03 Michael Aich , Philipp Hess , Baoxiang Pan , Sebastian Bathiany , Yu Huang , Niklas Boers

Earthquake monitoring by seismic networks typically involves a workflow consisting of phase detection/picking, association, and location tasks. In recent years, the accuracy of these individual stages has been improved through the use of…

Improving the accuracy of forecast models for physical systems such as the atmosphere is a crucial ongoing effort. Errors in state estimation for these often highly nonlinear systems has been the primary focus of recent research, but as…

Chaotic Dynamics · Physics 2012-02-08 Nicholas A. Allgaier , Kameron D. Harris , Christopher M. Danforth

Over the past decades, there has been a surge of interest in studying low-dimensional structures within high-dimensional data. Statistical factor models $-$ i.e., low-rank plus diagonal covariance structures $-$ offer a powerful framework…

Machine Learning · Statistics 2025-05-20 Daniel Cederberg

Our ability to calculate rates of biochemical processes using molecular dynamics simulations is severely limited by the fact that the time scales for reactions, or changes in conformational state, scale exponentially with the relevant…

Chemical Physics · Physics 2024-03-19 Nicodemo Mazzaferro , Subarna Sasmal , Pilar Cossio , Glen M. Hocky

In many situations, the measurements of a studied phenomenon are provided sequentially, and the prediction of its class needs to be made as early as possible so as not to incur too high a time penalty, but not too early and risk paying the…

Machine Learning · Computer Science 2025-11-18 Aurélien Renault , Alexis Bondu , Antoine Cornuéjols , Vincent Lemaire

Uncertainty propagation in high-dimensional nonlinear dynamic structural systems is pivotal in state-of-the-art performance-based design and risk assessment, where uncertainties from both excitations and structures, i.e., the aleatoric…

Machine Learning · Computer Science 2026-04-03 Manisha Sapkota , Min Li , Bowei Li

We study the domain adaptation problem with label shift in this work. Under the label shift context, the marginal distribution of the label varies across the training and testing datasets, while the conditional distribution of features…

Machine Learning · Statistics 2023-05-31 Qinglong Tian , Xin Zhang , Jiwei Zhao

Whether learned, simulated, or analytical, approximations of a robot's dynamics can be inaccurate when encountering novel environments. Many approaches have been proposed to quantify the aleatoric uncertainty of such methods, i.e.…

Robotics · Computer Science 2025-03-14 Luís Marques , Dmitry Berenson

The use of emergent constraints to quantify uncertainty for key policy relevant quantities such as Equilibrium Climate Sensitivity (ECS) has become increasingly widespread in recent years. Many researchers, however, claim that emergent…

Applications · Statistics 2020-02-19 Daniel B. Williamson , Philip G. Sansom