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Instrumental variable methods provide useful tools for inferring causal effects in the presence of unmeasured confounding. To apply these methods with large-scale data sets, a major challenge is to find valid instruments from a possibly…

Methodology · Statistics 2024-09-24 Xinyi Zhang , Linbo Wang , Stanislav Volgushev , Dehan Kong

Quantifying the causal effects of continuous exposures on outcomes of interest is critical for social, economic, health, and medical research. However, most existing software packages focus on binary exposures. We develop the CausalGPS R…

Computation · Statistics 2023-10-03 Naeem Khoshnevis , Xiao Wu , Danielle Braun

Identifying the extent to which every temporal segment influences a model's predictions is essential for explaining model decisions and increasing transparency. While post-hoc explainable methods based on gradients and feature-based…

Machine Learning · Computer Science 2026-03-10 Akash Pandey , Payal Mohapatra , Wei Chen , Qi Zhu , Sinan Keten

Monthly and weekly economic indicators are often taken to be the largest common factor estimated from high and low frequency data, either separately or jointly. To incorporate mixed frequency information without directly modeling them, we…

Econometrics · Economics 2023-10-10 Serena Ng , Susannah Scanlan

Saltwater intrusion is a critical challenge to coastal ecosystems, impacting freshwater resources, biogeochemical cycles, and habitat stability. While relevant studies often focus on the long-term trends of salinity, its episodic…

Sensors are the key to environmental monitoring, which impart benefits to smart cities in many aspects, such as providing real-time air quality information to assist human decision-making. However, it is impractical to deploy massive…

Machine Learning · Computer Science 2024-04-24 Junfeng Hu , Yuxuan Liang , Zhencheng Fan , Li Liu , Yifang Yin , Roger Zimmermann

We measure the influence of different time-scales on the dynamics of financial market data. This is obtained by decomposing financial time series into simple oscillations associated with distinct time-scales. We propose two new time-varying…

Statistical Finance · Quantitative Finance 2016-11-23 Noemi Nava , Tiziana Di Matteo , Tomaso Aste

AI emulators for forecasting have emerged as powerful tools that can outperform conventional numerical predictions. The next frontier is to build emulators for long climate simulations with skill across a range of spatiotemporal scales, a…

Atmospheric and Oceanic Physics · Physics 2025-06-03 Surya Dheeshjith , Adam Subel , Alistair Adcroft , Julius Busecke , Carlos Fernandez-Granda , Shubham Gupta , Laure Zanna

To mitigate the impacts associated with adverse weather conditions, meteorological services issue weather warnings to the general public. These warnings rely heavily on forecasts issued by underlying prediction systems. When deciding which…

Applications · Statistics 2022-09-13 Sam Allen , Jonas Bhend , Olivia Martius , Johanna Ziegel

Real time monitoring using in situ sensors is becoming a common approach for measuring water quality within watersheds. High frequency measurements produce big data sets that present opportunities to conduct new analyses for improved…

Ecosystem approach to fisheries requires a thorough understanding of fishing impacts on ecosystem status and processes as well as predictive tools such as ecosystem models to provide useful information for management. The credibility of…

Quantitative Methods · Quantitative Biology 2024-04-30 Ricardo Oliveros-Ramos , Philippe Verley , Yunne-Jai Shin

Reliability-oriented sensitivity analysis aims at combining both reliability and sensitivity analyses by quantifying the influence of each input variable of a numerical model on a quantity of interest related to its failure. In particular,…

Statistics Theory · Mathematics 2022-10-25 Julien Demange-Chryst , François Bachoc , Jérôme Morio

Time series data is prevalent in a wide variety of real-world applications and it calls for trustworthy and explainable models for people to understand and fully trust decisions made by AI solutions. We consider the problem of building…

Machine Learning · Computer Science 2020-11-25 Tsung-Yu Hsieh , Suhang Wang , Yiwei Sun , Vasant Honavar

We present a theory for wave scintillation in the situation with a time-dependent partially coherent source and a time-dependent randomly heterogeneous medium. Our objective is to understand how the scintillation index of the measured…

Optics · Physics 2022-07-20 Josselin Garnier , Knut Solna

Many research questions -- particularly those in environmental health -- do not involve binary exposures. In environmental epidemiology, this includes multivariate exposure mixtures with nondiscrete components. Causal inference estimands…

The quantification of the interannual component of variability in climatological time series is essential for the assessment and prediction of the El Ni\~{n}o - Southern Oscillation phenomenon. This is achieved by estimating the deviation…

Applications · Statistics 2025-11-14 Tommaso Proietti , Alessandro Giovannelli

Islands are diversity hotspots and vulnerable to environmental degradation, climate variations, land use changes and societal crises. These factors can exhibit interactive impacts on ecosystem services. The study reviewed a large number of…

A primary objective of the NASA Earth-Sun Exploration Technology Office is to understand the observed Earth climate variability, thus enabling the determination and prediction of the climate's response to both natural and human-induced…

Data Analysis, Statistics and Probability · Physics 2013-11-20 Kevin H. Knuth , Anthony Gotera , Charles T. Curry , Karen A. Huyser , Kevin R. Wheeler , William B. Rossow

In this study, we propose a methodology to extract, index, and visualize ``climate change narratives'' (stories about the connection between causal and consequential events related to climate change). We use two natural language processing…

Computation and Language · Computer Science 2024-08-06 Hiroki Sakaji , Noriyasu Kaneda

A multivariate score-driven filter is developed to extract signals from noisy vector processes. By assuming that the conditional location vector from a multivariate Student's t distribution changes over time, we construct a robust filter…

Econometrics · Economics 2022-08-31 Enzo D'Innocenzo , Alessandra Luati , Mario Mazzocchi
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