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Statistical modeling of multivariate and spatial extreme events has attracted broad attention in various areas of science. Max-stable distributions and processes are the natural class of models for this purpose, and many parametric families…
We present the "condensation" method that exploits the heterogeneity of the probability distribution functions (PDF) of event locations to improve the spatial information content of seismic catalogs. The method reduces the size of seismic…
We prove ergodicity of a point process earthquake model combining the classical stress release model for primary shocks with the Hawkes model for aftershocks.
This tutorial contrasts probabilistic modeling and robust optimization to determine decisions in humanitarian logistics, specifically supply chains subject to adversarial (natural and human) disruptions. Natural disruptions induce dispatch…
We study how a stress perturbation generated by a mainshock affects a population of faults obeying a rate-state friction law. Depending on the model parameters and on the initial state, the fault exhibits aftershocks, slow earthquakes, or…
Waiting-time statistics are generated from the Olami-Feder-Christensen model and shown to mimic some aspects of real seismicity. Preliminary analysis of the model data implies a recently proposed universal scaling law for the distribution…
The Epidemic Type Aftershock Sequence (ETAS) model is one of the most widely-used approaches to seismic forecasting. However most studies of ETAS use point estimates for the model parameters, which ignores the inherent uncertainty that…
The problem of the equivalence of the spherical and mean spherical models, which has been thoroughly studied and understood in equilibrium, is considered anew from the dynamical point of view during the time evolution following a quench…
Many real-world objects can be modeled as a stream of events on the nodes of a graph. In this paper, we propose a class of graphical event models named temporal point process graphical models for representing the temporal dependencies among…
A new forecasting strategy for stochastic systems is introduced. It is inspired by the concept of anticipated synchronization between pairs of chaotic oscillators, recently developed in the area of Dynamical Systems, and by the earthquake…
Epidemic-Type Aftershock Sequence (ETAS) models are point processes that have found prominence in seismological modeling. Its success has led to the development of a number of different versions of the ETAS model. Among these extensions is…
With the growing number of devices, sensors and digital systems, data logs may become uncertain due to, e.g., sensor reading inaccuracies or incorrect interpretation of readings by processing programs. At times, such uncertainties can be…
The unjamming transition of granular systems is investigated in a seismic fault model via three dimensional Molecular Dynamics simulations. A two--time force--force correlation function, and a susceptibility related to the system response…
Logistic models are studied as a tool to convert output from numerical weather forecasting systems (deterministic and ensemble) into probability forecasts for binary events. A logistic model obtains by putting the logarithmic odds ratio…
The occurrence of aftershocks following a major financial crash manifests the critical dynamical response of financial markets. Aftershocks put additional stress on markets, with conceivable dramatic consequences. Such a phenomenon has been…
We have numerically investigated statistical properties of the so-called interoccurrence time or the waiting time, i.e., the time interval between successive earthquakes, based on the two-dimensional (2-D) spring-block (Burridge-Knopoff)…
Model selection has been proven an effective strategy for improving accuracy in time series forecasting applications. However, when dealing with hierarchical time series, apart from selecting the most appropriate forecasting model,…
A spring-block chain placed on a running conveyor belt is considered for modeling stylized facts observed in the dynamics of stock indexes. Individual stocks are modeled by the blocks, while the stock-stock correlations are introduced via…
Short and long range interactions between earthquakes are attracting increasing interest. Scale invariant properties of seismicity in time, space and energy argue for the presence of complex triggering mechanisms where, like a cascade…
In many application domains, time series are monitored to detect extreme events like technical faults, natural disasters, or disease outbreaks. Unfortunately, it is often non-trivial to select both a time series that is informative about…