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We develop a Bayesian spatio-temporal framework for extreme-value analysis that augments a hierarchical copula model with an autoregressive factor to capture residual temporal dependence in threshold exceedances. The factor can be specified…

Methodology · Statistics 2025-10-06 Carlos A. Pasquier , Luis A. Barboza

The sparse and spatio-temporally discontinuous nature of precipitation data presents significant challenges for simulation and statistical processing for bias correction and downscaling. These include incorrect representation of…

Machine Learning · Computer Science 2024-12-20 Gokul Radhakrishnan , Rahul Sundar , Nishant Parashar , Antoine Blanchard , Daiwei Wang , Boyko Dodov

Projections of future climate change rely heavily on climate models, and combining climate models through a multi-model ensemble is both more accurate than a single climate model and valuable for uncertainty quantification. However,…

Applications · Statistics 2020-02-27 Huang Huang , Dorit Hammerling , Bo Li , Richard Smith

Various natural phenomena exhibit spatial extremal dependence at short spatial distances. However, existing models proposed in the spatial extremes literature often assume that extremal dependence persists across the entire domain. This is…

Methodology · Statistics 2024-05-01 Arnab Hazra , Raphaël Huser , David Bolin

Model-based approaches bear great promise for decision making of agents interacting with the physical world. In the context of spatial environments, different types of problems such as localisation, mapping, navigation or autonomous…

Machine Learning · Statistics 2019-06-21 Atanas Mirchev , Baris Kayalibay , Maximilian Soelch , Patrick van der Smagt , Justin Bayer

In climate science and meteorology, high-resolution local precipitation (rain and snowfall) predictions are limited by the computational costs of simulation-based methods. Statistical downscaling, or super-resolution, is a common workaround…

Computer Vision and Pattern Recognition · Computer Science 2024-06-21 Prakhar Srivastava , Ruihan Yang , Gavin Kerrigan , Gideon Dresdner , Jeremy McGibbon , Christopher Bretherton , Stephan Mandt

High-resolution precipitation forecasts are crucial for providing accurate weather prediction and supporting effective responses to extreme weather events. Traditional numerical models struggle with stochastic subgrid-scale processes, while…

Machine Learning · Computer Science 2025-01-07 Shuangshuang He , Hongli Liang , Yuanting Zhang , Xingyuan Yuan

Modeling precipitation and its accumulation over time and space is essential for flood risk assessment. In this paper, we analyze rainfall data collected over several years through a micro-scale precipitation sensor network in Montpellier,…

Applications · Statistics 2026-04-23 Chloé Serre-Combe , Nicolas Meyer , Thomas Opitz , Gwladys Toulemonde

We propose a Bayesian hierarchical model for spatial extremes on a large domain. In the data layer a Gaussian elliptical copula having generalized extreme value (GEV) marginals is applied. Spatial dependence in the GEV parameters are…

Airborne particulate matter (PM2.5) is a major public health concern in urban environments, where population density and emission sources exacerbate exposure risks. We present a novel Bayesian spatiotemporal fusion model to estimate monthly…

Nested error regression models are useful tools for analysis of grouped data, especially in the case of small area estimation. This paper suggests a nested error regression model using uncertain random effects in which the random effect in…

Methodology · Statistics 2017-02-28 Shonosuke Sugasawa , Tatsuya Kubokawa

We consider Bayesian inference for large scale inverse problems, where computational challenges arise from the need for repeated evaluations of an expensive forward model. This renders most Markov chain Monte Carlo approaches infeasible,…

Numerical Analysis · Mathematics 2022-08-12 Daniel Zhengyu Huang , Jiaoyang Huang , Sebastian Reich , Andrew M. Stuart

Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned across all variables. However, real-world multivariate time…

Machine Learning · Computer Science 2025-02-18 Yijun Li , Cheuk Hang Leung , Qi Wu

For autonomous agents to successfully operate in the real world, the ability to anticipate future scene states is a key competence. In real-world scenarios, future states become increasingly uncertain and multi-modal, particularly on long…

Computer Vision and Pattern Recognition · Computer Science 2019-01-23 Apratim Bhattacharyya , Mario Fritz , Bernt Schiele

Heavy rainfall distributional modeling is essential in any impact studies linked to the water cycle, e.g.\ flood risks. Still, statistical analyses that both take into account the temporal and multivariate nature of extreme rainfall are…

Methodology · Statistics 2022-05-13 Gloria Buriticá , Philippe Naveau

Extreme environmental phenomena such as major precipitation events manifestly exhibit spatial dependence. Max-stable processes are a class of asymptotically-justified models that are capable of representing spatial dependence among extreme…

Applications · Statistics 2013-01-09 Brian J. Reich , Benjamin A. Shaby

In this paper, we study efficient approximate sampling for probability distributions known up to normalization constants. We specifically focus on a problem class arising in Bayesian inference for large-scale inverse problems in science and…

Machine Learning · Computer Science 2024-10-14 Yifan Chen , Daniel Zhengyu Huang , Jiaoyang Huang , Sebastian Reich , Andrew M. Stuart

For hydrological applications, such as urban flood modelling, it is often important to be able to simulate sub-daily rainfall time series from stochastic models. However, modelling rainfall at this resolution poses several challenges,…

Applications · Statistics 2020-07-14 Oliver Stoner , Theo Economou

We develop a flexible spline-based Bayesian hidden Markov model stochastic weather generator to statistically model daily precipitation over time by season at individual locations. The model naturally accounts for missing data (considered…

Applications · Statistics 2022-07-19 Christopher J. Paciorek

Extreme environmental events frequently exhibit spatial and temporal dependence. These data are often modeled using max stable processes (MSPs). MSPs are computationally prohibitive to fit for as few as a dozen observations, with supposed…

Methodology · Statistics 2022-05-02 Emily C. Hector , Brian J. Reich