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Stochastic weather generators (SWGs) are digital twins of complex weather processes and widely used in agriculture and urban design. Due to improved measuring instruments, an accurate SWG for high-frequency precipitation is now possible.…

Applications · Statistics 2020-03-12 Yuxiao Li , Ying Sun

Gaussian Process regression is a kernel method successfully adopted in many real-life applications. Recently, there is a growing interest on extending this method to non-Euclidean input spaces, like the one considered in this paper,…

Machine Learning · Computer Science 2022-12-05 Antonio Candelieri , Andrea Ponti , Francesco Archetti

The Bayesian approach to data analysis provides a powerful way to handle uncertainty in all observations, model parameters, and model structure using probability theory. Probabilistic programming languages make it easier to specify and fit…

This paper considers approximate smoothing for discretely observed non-linear stochastic differential equations. The problem is tackled by developing methods for linearising stochastic differential equations with respect to an arbitrary…

Methodology · Statistics 2019-01-21 Filip Tronarp , Simo Särkkä

The lateral-line system that has evolved in many aquatic animals enables them to navigate murky fluid environments, locate and discriminate obstacles. Here, we present a data-driven model that uses artificial neural networks to process flow…

Fluid Dynamics · Physics 2022-09-28 Sreetej Lakkam , Balamurali B T , Roland Bouffanais

We use Gaussian stochastic weight averaging (SWAG) to assess the model-form uncertainty associated with neural-network-based function approximation relevant to fluid flows. SWAG approximates a posterior Gaussian distribution of each weight,…

Fluid Dynamics · Physics 2022-08-17 Masaki Morimoto , Kai Fukami , Romit Maulik , Ricardo Vinuesa , Koji Fukagata

Time series forecasting (TSF) remains a challenging problem due to the intricate entanglement of intraperiod-fluctuations and interperiod-trends. While recent advances have attempted to reshape 1D sequences into 2D period-phase…

Machine Learning · Computer Science 2026-03-04 Yixin Wang , Yifan Hu , Peiyuan Liu , Naiqi Li , Dai Tao , Shu-Tao Xia

The hazard of pluvial flooding is largely influenced by the spatial and temporal dependence characteristics of precipitation. When extreme precipitation possesses strong spatial dependence, the risk of flooding is amplified due to catchment…

Applications · Statistics 2020-08-03 Gregory P. Bopp , Benjamin A. Shaby , Chris E. Forest , Alfonso Mejía

Gaussian processes (GPs) are widely used in nonparametric regression, classification and spatio-temporal modeling, motivated in part by a rich literature on theoretical properties. However, a well known drawback of GPs that limits their use…

Methodology · Statistics 2011-06-29 Anjishnu Banerjee , David Dunson , Surya Tokdar

We bring the theory of rough paths to the study of non-parametric statistics on streamed data. We discuss the problem of regression where the input variable is a stream of information, and the dependent response is also (potentially) a…

Statistical Finance · Quantitative Finance 2016-03-23 Daniel Levin , Terry Lyons , Hao Ni

We introduce a Gaussian process-based model for handling of non-stationarity. The warping is achieved non-parametrically, through imposing a prior on the relative change of distance between subsequent observation inputs. The model allows…

Machine Learning · Statistics 2019-12-06 David Tolpin

Joint models are a common and important tool in the intersection of machine learning and the physical sciences, particularly in contexts where real-world measurements are scarce. Recent developments in rainfall-runoff modeling, one of the…

Machine Learning · Computer Science 2019-11-22 Guy Shalev , Ran El-Yaniv , Daniel Klotz , Frederik Kratzert , Asher Metzger , Sella Nevo

Generative models that can model and predict sequences of future events can, in principle, learn to capture complex real-world phenomena, such as physical interactions. However, a central challenge in video prediction is that the future is…

Computer Vision and Pattern Recognition · Computer Science 2020-02-13 Manoj Kumar , Mohammad Babaeizadeh , Dumitru Erhan , Chelsea Finn , Sergey Levine , Laurent Dinh , Durk Kingma

Gaussian Process state-space models capture complex temporal dependencies in a principled manner by placing a Gaussian Process prior on the transition function. These models have a natural interpretation as discretized stochastic…

Machine Learning · Computer Science 2022-02-24 Krista Longi , Jakob Lindinger , Olaf Duennbier , Melih Kandemir , Arto Klami , Barbara Rakitsch

The challenges in operational flood forecasting lie in producing reliable forecasts given constrained computational resources and within processing times that are compatible with near-real-time forecasting. Flood hydrodynamic models exploit…

Image and Video Processing · Electrical Eng. & Systems 2023-10-25 Thanh Huy Nguyen , Sophie Ricci , Andrea Piacentini , Quentin Bonassies , Raquel Rodriguez Suquet , Santiago Peña Luque , Kevin Marlis , Cédric David

Obtaining accurate water level predictions are essential for water resource management and implementing flood mitigation strategies. Several data-driven models can be found in the literature. However, there has been limited research with…

Applications · Statistics 2025-06-27 Victor Hugo Nagahama , James Sweeney , Niamh Cahill

In hydrology, modeling streamflow remains a challenging task due to the limited availability of basin characteristics information such as soil geology and geomorphology. These characteristics may be noisy due to measurement errors or may be…

This study proposes two straightforward yet effective approaches to reduce the required computational time of the training process for time-series modeling through a recurrent neural network (RNN) using multi-time-scale time-series data as…

Atmospheric and Oceanic Physics · Physics 2021-11-11 Kei Ishida , Masato Kiyama , Ali Ercan , Motoki Amagasaki , Tongbi Tu

Analyzing unsteady fluid flows often requires access to the full distribution of possible temporal states, yet conventional PDE solvers are computationally prohibitive and learned time-stepping surrogates quickly accumulate error over long…

Computational Engineering, Finance, and Science · Computer Science 2026-04-14 Mario Lino , Nils Thuerey

Hourly predictions are critical for issuing flood warnings as the flood peaks on the hourly scale can be distinctly higher than the corresponding daily ones. Currently a popular hourly data-driven prediction scheme is multi-time-scale long…

Geophysics · Physics 2025-10-10 Wencong Yang , Haoyu Ji , Leo Lonzarich , Yalan Song , Chaopeng Shen