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This paper features expectiles in dynamic and stochastic optimization. Expectiles are a family of risk functionals characterized as minimizers of optimization problems. For this reason, they enjoy various unique stability properties, which…

Optimization and Control · Mathematics 2023-03-08 Rajmadan Lakshmanan , Alois Pichler

Earth System Models (ESMs) are the state of the art for projecting the effects of climate change. However, longstanding uncertainties in their ability to simulate regional and local precipitation extremes and related processes inhibit…

Applications · Statistics 2017-07-20 Evan Kodra , Singdhansu Chatterjee , Stone Chen , Auroop R. Ganguly

Normalizing flows are a class of generative models that enable exact likelihood evaluation. While these models have already found various applications in particle physics, normalizing flows are not flexible enough to model many of the…

High Energy Physics - Phenomenology · Physics 2022-09-07 Rob Verheyen

Data assimilation plays a crucial role in numerical modeling, enabling the integration of real-world observations into mathematical models to enhance the accuracy and predictive capabilities of simulations. This approach is widely applied…

Numerical Analysis · Mathematics 2024-11-08 Alexander Lobbe , Dan Crisan , Oana Lang

Machine and statistical learning algorithms can be reliably automated and applied at scale. Therefore, they can constitute a considerable asset for designing practical forecasting systems, such as those related to urban water demand.…

Machine Learning · Statistics 2022-07-13 Georgia Papacharalampous , Andreas Langousis

Probabilistic forecasting is receiving growing attention nowadays in a variety of applied fields, including hydrology. Several machine learning concepts and methods are notably relevant towards addressing the major challenges of formalizing…

Machine Learning · Computer Science 2022-11-01 Georgia Papacharalampous , Hristos Tyralis

This work aims at making a comprehensive contribution in the general area of parametric inference for discretely observed diffusion processes. Established approaches for likelihood-based estimation invoke a time-discretisation scheme for…

Methodology · Statistics 2024-01-30 Yuga Iguchi , Alexandros Beskos , Matthew M. Graham

Expectile regression is a nice tool for investigating conditional distributions beyond the conditional mean. It is well-known that expectiles can be described with the help of the asymmetric least square loss function, and this link makes…

Computation · Statistics 2015-07-15 Muhammad Farooq , Ingo Steinwart

Predicting the spatiotemporal variation in streamflow along with uncertainty quantification enables decision-making for sustainable management of scarce water resources. Process-based hydrological models (aka physics-based models) are based…

We introduce estimation and test procedures through divergence minimization for models satisfying linear constraints with unknown parameter. Several statistical examples and motivations are given. These procedures extend the empirical…

Statistics Theory · Mathematics 2008-11-24 Michel Broniatowski , Amor Keziou

By building on a recently introduced genetic-inspired attribute-based conceptual framework for safety risk analysis, we propose a novel methodology to compute construction univariate and bivariate construction safety risk at a situational…

Applications · Statistics 2016-09-27 Antoine J. -P. Tixier , Matthew R. Hallowell , Balaji Rajagopalan

As a tool for capturing irregular temporal dependencies (rather than resorting to binning temporal observations to construct time series), Hawkes processes with exponential decay have seen widespread adoption across many application…

Machine Learning · Computer Science 2021-04-05 Tiago Santos , Florian Lemmerich , Denis Helic

To facilitate effective decision-making, precipitation datasets should include uncertainty estimates. Quantile regression with machine learning has been proposed for issuing such estimates. Distributional regression offers distinct…

Machine Learning · Computer Science 2025-01-07 Georgia Papacharalampous , Hristos Tyralis , Nikolaos Doulamis , Anastasios Doulamis

Many simple hydrologic models are based on parametric statistical relations between the river flow and catchment properties such as its area, precipitation rates, soil properties, etc., fitted to the available data. The main objective of…

Geophysics · Physics 2024-01-12 Piotr Morawiecki , Philippe H. Trinh

We present a framework that enables estimation of low-dimensional sub-resolution reservoir properties directly from seismic data, without requiring the solution of a high dimensional seismic inverse problem. Our workflow is based on the…

Geophysics · Physics 2019-05-15 Anshuman Pradhan , Tapan Mukerji

The notion of expectiles, originally introduced in the context of testing for homoscedasticity and conditional symmetry of the error distribution in linear regression, induces a law-invariant, coherent and elicitable risk measure that has…

Methodology · Statistics 2020-07-20 Simone A. Padoan , Gilles Stupfler

Increasing spatial and temporal resolution of numerical models continues to propel progress in hydrological sciences, but, at the same time, it has strained the ability of modern automatic calibration methods to produce realistic model…

Applications · Statistics 2020-04-08 Ruochen Sun , Felipe Hernández , Xu Liang , Huiling Yuan

Short-term (0-24 hours) precipitation forecasting is highly valuable to socioeconomic activities and public safety. However, the highly complex evolution patterns of precipitation events, the extreme imbalance between precipitation and…

Machine Learning · Computer Science 2026-03-30 Shuangliang Li , Siwei Li , Li Li , Weijie Zou , Jie Yang , Maolin Zhang

Flooding is a destructive and dangerous hazard and climate change appears to be increasing the frequency of catastrophic flooding events around the world. Physics-based flood models are costly to calibrate and are rarely generalizable…

Machine Learning · Computer Science 2019-10-16 Chelsea Sidrane , Dylan J Fitzpatrick , Andrew Annex , Diane O'Donoghue , Yarin Gal , Piotr Biliński

Data-driven modeling is useful for reconstructing nonlinear dynamical systems when the underlying process is unknown or too expensive to compute. Having reliable uncertainty assessment of the forecast enables tools to be deployed to predict…

Methodology · Statistics 2023-11-01 Mengyang Gu , Yizi Lin , Victor Chang Lee , Diana Qiu