Related papers: Causal Analysis at Extreme Quantiles with Applicat…
Urban road transport is a major civilisational and economic challenge, affecting the quality of life and economic activity. Addressing these challenges requires a multidisciplinary approach and sustainable urban planning strategies to…
Urban traffic regulation policies are increasingly used to address congestion, emissions, and accessibility in cities, yet their impacts are difficult to assess due to the socio-technical complexity of urban mobility systems. Recent…
Different questions related with analysis of extreme values and outliers arise frequently in practice. To exclude extremal observations and outliers is not a good decision because they contain important information about the observed…
Predicting the states of dynamic traffic actors into the future is important for autonomous systems to operate safelyand efficiently. Remarkably, the most critical scenarios aremuch less frequent and more complex than the uncriticalones.…
Most large cities are spanned by more than one transportation system. These different modes of transport have usually been studied separately: it is however important to understand the impact on urban systems of the coupling between them…
We construct a two-tailed peak-over-threshold Hawkes model that captures asymmetric self- and cross-excitation in and between left- and right-tail extreme values within a time series. We demonstrate its applicability by investigating…
When extreme weather events affect large areas, their regional to sub-continental spatial scale is important for their impacts. We propose a novel machine learning (ML) framework that integrates spatial extreme-value theory to model weather…
Extreme value theory provides rigorous theory and statistical tools for extrapolation in machine learning, particularly in settings where traditional methods struggle due to data scarcity in the tails. A broad range of tasks benefit from…
Extreme events are often multivariate in nature. A compound extreme occurs when a combination of variables jointly produces a significant impact, even if individual components are not necessarily marginally extreme. Compound extremes have…
Modeling and simulating movement of vehicles in established transportation infrastructures, especially in large urban road networks is an important task. It helps with understanding and handling traffic problems, optimizing traffic…
Global infrastructure robustness and local transport efficiency are critical requirements for transportation networks. However, since passengers often travel greedily to maximize their own benefit and trigger traffic jams, overall…
In this article we demonstrate how graph theory can be used to identify those stations in the London underground network which have the greatest influence on the functionality of the traffic, and proceed, in an innovative way, to assess the…
In modern traffic management, one of the most essential yet challenging tasks is accurately and timely predicting traffic. It has been well investigated and examined that deep learning-based Spatio-temporal models have an edge when…
We address the estimation of quantiles from heavy-tailed distributions when functional covariate information is available and in the case where the order of the quantile converges to one as the sample size increases. Such "extreme"…
We introduce a novel method for estimating and conducting inference about extreme quantile treatment effects (QTEs) in the presence of endogeneity. Our approach is applicable to a broad range of empirical research designs, including…
A network evolution with predicted tail and extremal indices of PageRank and the Max-Linear Model used as node influence indices in random graphs is considered. The tail index shows a heaviness of the distribution tail. The extremal index…
The study of heavy-tailed distributions in economic and financial systems has been widely addressed since financial time series has become a research subject.After the eighties, several "highly improbable" market drops were observed (e.g.…
Heavy-tailed phenomena appear across diverse domains --from wealth and firm sizes in economics to network traffic, biological systems, and physical processes-- characterized by the disproportionate influence of extreme values. These…
Towards safe autonomous driving (AD), we consider the problem of learning models that accurately capture the diversity and tail quantiles of human driver behavior probability distributions, in interaction with an AD vehicle. Such models,…
Nowadays, traffic monitoring systems have access to real time data, e.g. through GPS devices. We propose a new traffic model able to take into account these data and, hence, able to describe the effects of unpredictable accidents. The well…