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Coastal flooding drives considerable risks to many communities, but projections of future flood risks are deeply uncertain. The paucity of observations of extreme events often motivates the use of statistical approaches to model the…

Applications · Statistics 2018-08-01 Tony E. Wong , Alexandra Klufas , Vivek Srikrishnan , Klaus Keller

Parameter inference and uncertainty quantification are important steps when relating mathematical models to real-world observations, and when estimating uncertainty in model predictions. However, methods for doing this can be…

Quantitative Methods · Quantitative Biology 2025-08-27 Michael J. Plank , Matthew J. Simpson

Despite the necessity for accurate flood prediction, many regions lack sufficient river discharge observations. Although numerous models for daily river discharge prediction exist, achieving high accuracy, interpretability, and efficiency…

Machine Learning · Computer Science 2025-12-17 Mizuki Funato , Yohei Sawada

Extreme floods cause casualties, and widespread damage to property and vital civil infrastructure. We here propose a Bayesian approach for predicting extreme floods using the generalized extreme-value (GEV) distribution within gauged and…

Numerical simulation models associated with hydraulic engineering take a wide array of data into account to produce predictions: rainfall contribution to the drainage basin (characterized by soil nature, infiltration capacity and moisture),…

Computational Engineering, Finance, and Science · Computer Science 2021-03-01 Corentin J. Lapeyre , Nicolas Cazard , Pamphile T. Roy , Sophie Ricci , Fabrice Zaoui

Accurate and reliable probabilistic forecasts of hydrological quantities like runoff or water level are beneficial to various areas of society. Probabilistic state-of-the-art hydrological ensemble prediction models are usually driven with…

Applications · Statistics 2020-01-17 Sándor Baran , Stephan Hemri , Mehrez El Ayari

Expectiles were introduced by Newey and Powell (1987) in the context of linear regression models. Recently, Bellini et al. (2014) revealed that expectiles can also be seen as reasonable law-invariant risk measures. In this article, we show…

Statistics Theory · Mathematics 2016-09-21 Volker Krätschmer , Henryk Zähle

Expectiles are statistical parameters which also provide a class of sublinear risk measures in finance. They are solutions of continuous optimization problems. The corresponding first order condition provides two different fixed point…

Statistics Theory · Mathematics 2025-09-03 Thi Khanh Linh Ha , Andreas Heinrich Hamel , Daniel Kostner

Floods are among the most destructive natural disasters, which are highly complex to model. The research on the advancement of flood prediction models contributed to risk reduction, policy suggestion, minimization of the loss of human life,…

Machine Learning · Computer Science 2020-08-10 Amir Mosavi , Pinar Ozturk , Kwok-wing Chau

The evaluation of hydrological models is essential for both model selection and reliability assessment. However, simply comparing predictions to observations is insufficient for understanding the global landscape of model behavior. This is…

Geophysics · Physics 2026-02-06 Yang Yang , Joseph Janssen , Hoshin Gupta , Ting Fong May Chui

We present a new statistically driven method for analyzing the modeling of geophysical flows. Many models have been advocated by different modelers for such flows incorporating different modeling assumptions. Limited and sparse…

Sea-level rise and associated flood hazards pose severe risks to the millions of people globally living in coastal zones. Models representing coastal adaptation and impacts are important tools to inform the design of strategies to manage…

Atmospheric and Oceanic Physics · Physics 2022-12-21 Tony E. Wong , Catherine Ledna , Lisa Rennels , Hannah Sheets , Frank C. Errickson , Delavane Diaz , David Anthoff

Systems biology relies on mathematical models that often involve complex and intractable likelihood functions, posing challenges for efficient inference and model selection. Generative models, such as normalizing flows, have shown…

Quantitative Methods · Quantitative Biology 2023-12-06 Vincent D. Zaballa , Elliot E. Hui

A generalization of expectiles for d-dimensional multivariate distribution functions is introduced. The resulting geometric expectiles are unique solutions to a convex risk minimization problem and are given by d-dimensional vectors. They…

Risk Management · Quantitative Finance 2018-01-19 Klaus Herrmann , Marius Hofert , Melina Mailhot

Streamflow, as a natural phenomenon, is continuous in time and so are the meteorological variables which influence its variability. In practice, it can be of interest to forecast the whole flow curve instead of points (daily or hourly). To…

Applications · Statistics 2016-10-20 Pierre Masselot , Sophie Dabo-Niang , Fateh Chebana , Taha B. M. J. Ouarda

Current hydrological modeling methods combine data-driven Machine Learning (ML) algorithms and traditional physics-based models to address their respective limitations incorrect parameter estimates from rigid physics-based models and the…

Machine Learning · Computer Science 2024-02-22 Mostafa Esmaeilzadeh , Melika Amirzadeh

Projections of extreme sea levels (ESLs) are critical for managing coastal risks, but are made complicated by deep uncertainties. One key uncertainty is the choice of model structure used to estimate coastal hazards. Differences in model…

Data Analysis, Statistics and Probability · Physics 2020-06-15 Tony E. Wong , Travis Torline , Mingxuan Zhang

Optical flow estimation remains challenging due to untextured areas, motion boundaries, occlusions, and more. Thus, the estimated flow is not equally reliable across the image. To that end, post-hoc confidence measures have been introduced…

Computer Vision and Pattern Recognition · Computer Science 2017-08-23 Anne S. Wannenwetsch , Margret Keuper , Stefan Roth

Forecast evaluations aim to choose an accurate forecast for making decisions by using loss functions. However, different loss functions often generate different ranking results for forecasts, which complicates the task of comparisons. In…

Applications · Statistics 2018-07-17 Yu-Min Yen , Tso-Jung Yen

Expectile, as the minimizer of an asymmetric quadratic loss function, is a coherent risk measure and is helpful to use more information about the distribution of the considered risk. In this paper, we propose a new risk measure by replacing…

Methodology · Statistics 2023-10-31 Qian Xiong , Zuoxiang Peng