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Max-stable processes are the natural extension of the classical extreme-value distributions to the functional setting, and they are increasingly widely used to estimate probabilities of complex extreme events. In this paper we broaden them…

Methodology · Statistics 2016-02-05 Peiman Asadi , Anthony C. Davison , Sebastian Engelke

Quantile regression is a method to estimate the quantiles of the conditional distribution of a response variable, and as such it permits a much more accurate portrayal of the relationship between the response variable and observed…

Data Structures and Algorithms · Computer Science 2014-01-08 Jiyan Yang , Xiangrui Meng , Michael W. Mahoney

Floods are the most common form of natural disaster and accurate flood forecasting is essential for early warning systems. Previous work has shown that machine learning (ML) models are a promising way to improve flood predictions when…

Machine Learning · Computer Science 2025-04-18 Emil Ryd , Grey Nearing

Sequential quantile estimation refers to incorporating observations into quantile estimates in an incremental fashion thus furnishing an online estimate of one or more quantiles at any given point in time. Sequential quantile estimation is…

Computation · Statistics 2017-03-07 Michael Stephanou , Melvin Varughese , Iain Macdonald

Subsampling algorithms for various parametric regression models with massive data have been extensively investigated in recent years. However, all existing studies on subsampling heavily rely on clean massive data. In practical…

Statistics Theory · Mathematics 2025-06-11 Jiangshan Ju , Mingqiu Wang , Shengli Zhao

Probabilistic wind power forecasting approaches have significantly advanced in recent decades. However, forecasters often assume data completeness and overlook the challenge of missing values resulting from sensor failures, network…

Applications · Statistics 2024-04-25 Honglin Wen

Machine learning-based weather forecasting models now surpass state-of-the-art numerical weather prediction systems, but training and operating these models at high spatial resolution remains computationally expensive. We present a modular…

Machine Learning · Computer Science 2026-04-02 Aymeric Delefosse , Anastase Charantonis , Dominique Béréziat

The problems of computational data processing involving regression, interpolation, reconstruction and imputation for multidimensional big datasets are becoming more important these days, because of the availability of data and their widely…

Methodology · Statistics 2017-03-22 Yuri K. Shestopaloff , Alexander Y. Shestopaloff

Numerical models have long been used to understand geoscientific phenomena, including tidal currents, crucial for renewable energy production and coastal engineering. However, their computational cost hinders generating data of varying…

Computer Vision and Pattern Recognition · Computer Science 2024-02-01 Dongheon Lee , Seungmyong Jeong , Youngmin Ro

In this article there is no intention to repeat basic concepts about risk management, but we will try to define why often is usefull the time series analysis during the assessment of risks, and how is possible to compute a significative…

Applications · Statistics 2016-01-13 Gianluca Rosso

Because of the impact of extreme heat waves and heat domes on society and biodiversity, their study is a key challenge. We specifically study long-lasting extreme heat waves, which are among the most important for climate impacts. Physics…

Machine Learning · Computer Science 2022-01-14 Valérian Jacques-Dumas , Francesco Ragone , Pierre Borgnat , Patrice Abry , Freddy Bouchet

Understanding the processes that influence groundwater levels is crucial for forecasting and responding to hazards such as groundwater droughts. Mixed models, which combine a fixed mean, expressed using independent predictors, with…

Methodology · Statistics 2025-12-25 Jakub J. Pypkowski , Adam M. Sykulski , James S. Martin , Ben P. Marchant

The use of in-situ digital sensors for water quality monitoring is becoming increasingly common worldwide. While these sensors provide near real-time data for science, the data are prone to technical anomalies that can undermine the…

Various events in the nature, economics and in other areas force us to combine the study of extremes with regression and other methods. A useful tool for reducing the role of nuisance regression, while we are interested in the shape or…

Statistics Theory · Mathematics 2015-12-07 Jana Jureckova

Although most models for rainfall extremes focus on point-wise values, it is aggregated precipitation over areas up to river catchment scale that is of the most interest. To capture the joint behaviour of precipitation aggregates evaluated…

Applications · Statistics 2023-01-03 Jordan Richards , Jonathan A. Tawn , Simon Brown

Conceptual rainfall-runoff models aid hydrologists and climate scientists in modelling streamflow to inform water management practices. Recent advances in deep learning have unravelled the potential for combining hydrological models with…

Machine Learning · Computer Science 2025-10-08 Arpit Kapoor , Rohitash Chandra

In this paper, we present a comprehensive analysis of extreme temperature patterns using emerging statistical machine learning techniques. Our research focuses on exploring and comparing the effectiveness of various statistical models for…

Applications · Statistics 2023-07-27 Kameron B. Kinast , Ernest Fokoué

Due to their conjugate posteriors, Gaussian process priors are attractive for estimating the drift of stochastic differential equations with continuous time observations. However, their performance strongly depends on the choice of the…

Statistics Theory · Mathematics 2020-02-04 Jan van Waaij

Improving the skill of medium-range (3-8 day) severe weather prediction is crucial for mitigating societal impacts. This study introduces a novel approach leveraging decoder-only transformer networks to post-process AI-based weather…

Atmospheric and Oceanic Physics · Physics 2025-12-24 Zhanxiang Hua , Ryan Sobash , David John Gagne , Yingkai Sha , Alexandra Anderson-Frey

Max-stable processes are increasingly widely used for modelling complex extreme events, but existing fitting methods are computationally demanding, limiting applications to a few dozen variables. $r$-Pareto processes are mathematically…

Methodology · Statistics 2017-06-14 Raphaël de Fondeville , Anthony C. Davison