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This study presents a novel generative modeling approach to rainfall-runoff modeling, focusing on the synthesis of realistic daily catchment runoff time series in response to catchment-averaged climate forcing. Unlike traditional…

Geophysics · Physics 2024-09-11 Yang Yang , Ting Fong May Chui

Gridded data products, for example interpolated daily measurements of precipitation from weather stations, are commonly used as a convenient substitute for direct observations because these products provide a spatially and temporally…

These lecture notes introduce the statistical analysis of continuous-time generative models built from Markov dynamics. We begin with the stochastic-calculus foundations of score-based diffusion models, including time reversal, score…

Statistics Theory · Mathematics 2026-04-27 Eddie Aamari , Arthur Stéphanovitch

Bayesian methods are increasingly being applied to parameterize mechanistic process models used in environmental prediction and forecasting. In particular, models describing ecosystem dynamics with multiple states that are linear and…

Applications · Statistics 2021-10-19 John W. Smith , Leah R. Johnson , Robert Q. Thomas

This paper formed part of a preliminary research report for a risk consultancy and academic research. Stochastic Programming models provide a powerful paradigm for decision making under uncertainty. In these models the uncertainties are…

Computational Finance · Quantitative Finance 2009-04-08 Sovan Mitra

Traditional hidden Markov models have been a useful tool to understand and model stochastic dynamic data; in the case of non-Gaussian data, models such as mixture of Gaussian hidden Markov models can be used. However, these suffer from the…

Machine Learning · Statistics 2023-05-16 Carlos Puerto-Santana , Concha Bielza , Pedro Larrañaga , Gustav Eje Henter

Exposure to air pollution is associated with increased morbidity and mortality. Recent technological advancements permit the collection of time-resolved personal exposure data. Such data are often incomplete with missing observations and…

Forecasting tasks using large datasets gathering thousands of heterogeneous time series is a crucial statistical problem in numerous sectors. The main challenge is to model a rich variety of time series, leverage any available external…

Machine Learning · Computer Science 2024-04-18 Etienne David , Jean Bellot , Sylvain Le Corff

Rainfall is an important component of the climate system and its statistical properties are vital for prediction purposes. In this study, we have developed a statistical method for constructing the distribution of annual precipitation. The…

Atmospheric and Oceanic Physics · Physics 2024-05-24 Yosef Ashkenazy , Naftali R. Smith

Highly resoluted and accurate daily precipitation data are required for impact models to perform adequately and to correctly measure high-risk events' impact. In order to produce such data, bias-correction is often needed. Most of those…

Applications · Statistics 2025-04-01 Ear Philippe , Di Bernardino Elena , Laloë Thomas , Troin Magali , Lambert Adrien

Simulating realistic wet and dry spells is central in weather generators and climate-impact studies. While finite-order Markov chains are standard, they often fail to reproduce persistent dry conditions due to their inherent subexponential…

Methodology · Statistics 2026-05-21 Antoine Doizé , Denis Allard , Philippe Naveau , Olivier Wintenberger

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

Environmental phenomena are influenced by complex interactions among various factors. For instance, the amount of rainfall measured at different stations within a given area is shaped by atmospheric conditions, orography, and physics of…

Applications · Statistics 2025-01-16 Paolo Onorati , Antonio Canale

Flood extent mapping plays a crucial role in disaster management and national water forecasting. Unfortunately, traditional classification methods are often hampered by the existence of noise, obstacles and heterogeneity in spectral…

Machine Learning · Computer Science 2018-05-25 Miao Xie , Zhe Jiang , Arpan Man Sainju

In recent years, there has been growing interest in using Precipitable Water Vapor (PWV) derived from Global Positioning System (GPS) signal delays to predict rainfall. However, the occurrence of rainfall is dependent on a myriad of…

Atmospheric and Oceanic Physics · Physics 2020-01-08 Shilpa Manandhar , Soumyabrata Dev , Yee Hui Lee , Yu Song Meng , Stefan Winkler

We consider the problem of aggregating models learned from sequestered, possibly heterogeneous datasets. Exploiting tools from Bayesian nonparametrics, we develop a general meta-modeling framework that learns shared global latent structures…

Machine Learning · Statistics 2019-11-04 Mikhail Yurochkin , Mayank Agarwal , Soumya Ghosh , Kristjan Greenewald , Trong Nghia Hoang

We study sequential Bayesian inference in stochastic kinetic models with latent factors. Assuming continuous observation of all the reactions, our focus is on joint inference of the unknown reaction rates and the dynamic latent states,…

Computation · Statistics 2014-09-10 Junjing Lin , Michael Ludkovski

Deep learning has emerged as a promising tool for precipitation downscaling. However, current models rely on likelihood-based loss functions to properly model the precipitation distribution, leading to spatially inconsistent projections…

Atmospheric and Oceanic Physics · Physics 2024-08-02 Jose González-Abad

Simulation of rainfall over a region for long time-sequences can be very useful for planning and policy-making, especially in India where the economy is heavily reliant on monsoon rainfall. However, such simulations should be able to…

Applications · Statistics 2017-09-04 Adway Mitra

The recently proposed non-Gaussian Mat\'{e}rn random field models, generated through Stochastic Partial differential equations (SPDEs), are extended by considering the class of Generalized Hyperbolic processes as noise forcings. The models…

Applications · Statistics 2013-07-25 David Bolin , Jonas Wallin