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We propose an approach to approximate the boundary crossing probabilities for general one-dimensional diffusion processes, and derive the convergence rate for this approximation scheme. There results are based on the explicit expression of…
Significant wave height forecasting is a key problem in ocean data analytics. This task affects several maritime operations, such as managing the passage of vessels or estimating the energy production from waves. In this work, we focus on…
The problem of sampling according to the probability distribution minimizing a given free energy, using interacting particles unadjusted kinetic Langevin Monte Carlo, is addressed. In this setting, three sources of error arise, related to…
Understanding extreme ocean environments and their interaction with fixed and floating structures is critical for the design of offshore and coastal facilities. The joint effect of various ocean variables on extreme responses of offshore…
Dynamic quantiles, or Conditional Autoregressive Value at Risk (CAViaR) models, have been extensively studied at the individual level. However, efforts to estimate multiple dynamic quantiles jointly have been limited. Existing approaches…
In solving a system of $n$ linear equations in $d$ variables $Ax=b$, the condition number of the $n,d$ matrix $A$ measures how much errors in the data $b$ affect the solution $x$. Estimates of this type are important in many inverse…
Many varieties of cross validation would be statistically appealing for the estimation of smoothing and other penalized regression hyperparameters, were it not for the high cost of evaluating such criteria. Here it is shown how to…
The broad concept of emergence is instrumental in various of the most challenging open scientific questions -- yet, few quantitative theories of what constitutes emergent phenomena have been proposed. This article introduces a formal theory…
Floating offshore structures often exhibit low-frequency oscillatory motions in the horizontal plane, with amplitudes in the same order as their characteristic dimensions and larger than the corresponding wave-frequency responses, making…
The upcrossings index $0\leq \eta\leq 1,$ a measure of the degree of local dependence in the upcrossings of a high level by a stationary process, plays, together with the extremal index $\theta,$ an important role in extreme events…
High dimensional covariance estimation and graphical models is a contemporary topic in statistics and machine learning having widespread applications. An important line of research in this regard is to shrink the extreme spectrum of the…
Monitoring time-dependence with diffusion MRI yields observables sensitive to compartment sizes (restricted diffusion) and membrane permeability (water exchange). However, restricted diffusion and exchange have opposite effects on the…
Multivariate geostatistics is based on modelling all covariances between all possible combinations of two or more variables at any sets of locations in a continuously indexed domain. Multivariate spatial covariance models need to be built…
The aim of this paper is to discuss both higher-order asymptotic expansions and skewed approximations for the Bayesian Discrepancy Measure for testing precise statistical hypotheses. In particular, we derive results on third-order…
Probability density functions and conditional averages of velocity gradients derived from upper ocean observations are compared with results from forced simulations of the two-dimensional Navier-Stokes equations. Ocean data are derived from…
The subject of this paper is the elucidation of effects of actions from causal assumptions represented as a directed graph, and statistical knowledge given as a probability distribution. In particular, we are interested in predicting…
This work addresses the problem of estimating the parameters of the general half-normal distribution. Namely, the problem of determining the minimum risk equi\-va\-riant (MRE) estimators of the parameters is explored. Simulation studies are…
Spectrograms provide an efficient way to analyse surface elevation signals of ship waves taken from a sensor fixed at a single point in space. Recent work based on a simplified model for the ship's disturbance suggests that matching the…
Cross-validation is a common method for estimating the predictive performance of machine learning models. In a data-scarce regime, where one typically wishes to maximize the number of instances used for training the model, an approach…
A series of recent articles introduced a method to construct stochastic partial differential equations (SPDEs) which are invariant with respect to the distribution of a given conditioned diffusion. These works are restricted to the case of…