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This work considers the problem of detecting signals from multiple sequentially observed data streams, where only one stream can be observed at every time instant. The goal is to detect signals as quickly as possible while controlling the…

Methodology · Statistics 2026-04-07 Yiming Xing , Georgios Fellouris

This paper introduces a new mobile sensor scheduling problem, involving a single robot tasked with monitoring several events of interest that occur at different locations. Of particular interest is the monitoring of transient events that…

Robotics · Computer Science 2014-09-16 Jingjin Yu , Sertac Karaman , Daniela Rus

To mitigate the risk posed by extreme rainfall events, we require statistical models that reliably capture extremes in continuous space with dependence. However, assuming a stationary dependence structure in such models is often erroneous,…

Applications · Statistics 2019-07-15 K. R. Saunders , A. G. Stephenson , D. J. Karoly

Threshold selection is a fundamental problem in any threshold-based extreme value analysis. While models are asymptotically motivated, selecting an appropriate threshold for finite samples is difficult and highly subjective through standard…

Methodology · Statistics 2024-10-30 Conor Murphy , Jonathan A. Tawn , Zak Varty

Appropriate modelling of extreme skew surges is crucial, particularly for coastal risk management. Our study focuses on modelling extreme skew surges along the French Atlantic coast, with a particular emphasis on investigating the extremal…

Applications · Statistics 2026-05-07 Nathan Huet , Philippe Naveau , Anne Sabourin

In 2021 300 mm of rain, nearly half the average annual rainfall, fell near Catania (Sicily island, Italy). Such events took place in just a few hours, with dramatic consequences on the environmental, social, economic, and health systems of…

Atmospheric and Oceanic Physics · Physics 2022-12-19 Eleonora Vitanza , Giovanna Maria Dimitri , Chiara Mocenni

The Schr\"odinger bridge problem seeks the optimal stochastic process that connects two given probability distributions with minimal energy modification. While the Sinkhorn algorithm is widely used to solve the static optimal transport…

Machine Learning · Statistics 2025-10-28 Ibuki Maeda , Rentian Yao , Atsushi Nitanda

Random networks are increasingly used to analyse complex transportation networks, such as airline routes, roads and rail networks. So far, this research has been focused on describing the properties of the networks with the help of random…

Physics and Society · Physics 2017-09-19 Jürgen Hackl , Bryan T. Adey

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

An extreme event is a sudden and violent change in the state of a nonlinear system. In fluid dynamics, extreme events can have adverse effects on the system's optimal design and operability, which calls for accurate methods for their…

Fluid Dynamics · Physics 2022-04-26 Alberto Racca , Luca Magri

We introduce an online outlier detection algorithm to detect outliers in a sequentially observed data stream. For this purpose, we use a two-stage filtering and hedging approach. In the first stage, we construct a multi-modal probability…

Machine Learning · Computer Science 2018-03-13 Mohammadreza Mohaghegh Neyshabouri , Suleyman Serdar Kozat

Causal asymmetry is based on the principle that an event is a cause only if its absence would not have been a cause. From there, uncovering causal effects becomes a matter of comparing a well-defined score in both directions. Motivated by…

Methodology · Statistics 2024-05-24 Linda Mhalla , Valérie Chavez-Demoulin , Philippe Naveau

Machine learning classification methods usually assume that all possible classes are sufficiently present within the training set. Due to their inherent rarities, extreme events are always under-represented and classifiers tailored for…

Methodology · Statistics 2025-06-12 Juliette Legrand , Philippe Naveau , Marco Oesting

Flood quantile estimation is of great importance for many engineering studies and policy decisions. However, practitioners must often deal with small data available. Thus, the information must be used optimally. In the last decades, to…

Applications · Statistics 2009-11-13 Mathieu Ribatet , Taha B. M. J. Ouarda , Eric Sauquet , Jean-Michel Grésillon

Rivers are critical corridors for environmental monitoring and disaster response, where Unmanned Aerial Vehicles (UAVs) guided by vision-driven policies can provide fast, low-cost coverage. However, deployment exposes simulation-trained…

Robotics · Computer Science 2025-11-04 Zihan Wang , Jianwen Li , Li-Fan Wu , Nina Mahmoudian

We propose a new approach to solve optimal stopping problems via simulation. Working within the backward dynamic programming/Snell envelope framework, we augment the methodology of Longstaff-Schwartz that focuses on approximating the…

Computational Finance · Quantitative Finance 2015-09-04 Robert B. Gramacy , Mike Ludkovski

Many network optimization problems can be formulated as stochastic network design problems in which edges are present or absent stochastically. Furthermore, protective actions can guarantee that edges will remain present. We consider the…

Artificial Intelligence · Computer Science 2017-05-25 Xiaojian Wu , Yexiang Xue , Bart Selman , Carla P. Gomes

Reliable river flow forecasting is an essential component of flood risk management and early warning systems. It enables improved emergency response coordination and is critical for protecting infrastructure, communities, and ecosystems…

Signal Processing · Electrical Eng. & Systems 2026-01-15 Gabriele Bertoli , Kai Schroeter , Rossella Arcucci , Enrica Caporali

Modern society is critically dependent on the services provided by engineered infrastructure networks. When natural disasters (e.g. Hurricane Sandy) occur, the ability of these networks to provide service is often degraded because of…

Optimization and Control · Mathematics 2014-09-17 Emre Yamangil , Russell Bent , Scott Backhaus

In the past decades, we have witnessed significant progress in the domain of autonomous driving. Advanced techniques based on optimization and reinforcement learning (RL) become increasingly powerful at solving the forward problem: given…

Robotics · Computer Science 2020-06-25 Zheng Wu , Liting Sun , Wei Zhan , Chenyu Yang , Masayoshi Tomizuka