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Motivated by the EVA 2025 Data Challenge, we address the problem of predicting extreme rainfall in the eastern United States using data from a large ensemble of climate model runs. The challenge focuses on three quantities of interest…

Methodology · Statistics 2026-03-20 Ryan Campbell , Kristina Grolmusova , Lydia Kakampakou , Jeongjin Lee

The max-stable process is an asymptotically justified model for spatial extremes. In particular, we focus on the hierarchical extreme-value process (HEVP), which is a particular max-stable process that is conducive to Bayesian computing.…

Methodology · Statistics 2020-03-25 Yuan Tian , Brian J. Reich

A novel framework for Bayesian structural model updating is presented in this study. The proposed method utilizes the surrogate unimodal encoders of a multimodal variational autoencoder (VAE). The method facilitates an approximation of the…

Machine Learning · Statistics 2024-06-21 Tatsuya Itoi , Kazuho Amishiki , Sangwon Lee , Taro Yaoyama

Recent work in synthetic data generation in the time-series domain has focused on the use of Generative Adversarial Networks. We propose a novel architecture for synthetically generating time-series data with the use of Variational…

Machine Learning · Computer Science 2021-12-08 Abhyuday Desai , Cynthia Freeman , Zuhui Wang , Ian Beaver

The ability to accurately model random fields plays a critical role in science and engineering for problems involving uncertain, spatially-varying quantities such as heterogeneous material properties and turbulent flows. Deep generative…

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

A shift-invariant variational autoencoder (shift-VAE) is developed as an unsupervised method for the analysis of spectral data in the presence of shifts along the parameter axis, disentangling the physically-relevant shifts from other…

Disordered Systems and Neural Networks · Physics 2021-04-22 Yongtao Liu , Rama K. Vasudevan , Kyle Kelley , Dohyung Kim , Yogesh Sharma , Mahshid Ahmadi , Sergei V. Kalinin , Maxim Ziatdinov

We construct flexible spatio-temporal models through stochastic partial differential equations (SPDEs) where both diffusion and advection can be spatially varying. Computations are done through a Gaussian Markov random field approximation…

Methodology · Statistics 2024-10-29 Martin Outzen Berild , Geir-Arne Fuglstad

A proper channel modeling methodology that characterizes the statistics of extreme events is key in the design of a system at an ultra-reliable regime of operation. The strict constraint of ultra-reliability corresponds to the packet error…

Signal Processing · Electrical Eng. & Systems 2024-01-12 Niloofar Mehrnia , Sinem Coleri

Variational Autoencoders (VAE) are probabilistic deep generative models underpinned by elegant theory, stable training processes, and meaningful manifold representations. However, they produce blurry images due to a lack of explicit…

Computer Vision and Pattern Recognition · Computer Science 2019-11-15 Prashnna K Gyawali , Rudra Saha , Linwei Wang , VSR Veeravasarapu , Maneesh Singh

Motivated by the Extreme Value Analysis 2021 (EVA 2021) data challenge we propose a method based on statistics and machine learning for the spatial prediction of extreme wildfire frequencies and sizes. This method is tailored to handle…

Methodology · Statistics 2023-04-04 Daniela Cisneros , Yan Gong , Rishikesh Yadav , Arnab Hazra , Raphael Huser

In many settings it is critical to accurately model the extreme tail behaviour of a random process. Non-parametric density estimation methods are commonly implemented as exploratory data analysis techniques for this purpose as they possess…

Methodology · Statistics 2022-03-04 Boris Beranger , Tarn Duong , Sarah E. Perkins-Kirkpatrick , Scott A. Sisson

We consider strictly stationary heavy tailed time series whose finite-dimensional exponent measures are concentrated on axes, and hence their extremal properties cannot be tackled using classical multivariate regular variation that is…

Statistics Theory · Mathematics 2014-10-10 Rafal Kulik , Philippe Soulier

Max-stable processes are a common choice for modelling spatial extreme data as they arise naturally as the infinite-dimensional generalisation of multivariate extreme value theory. Statistical inference for such models is complicated by the…

Meteorological radar reflectivity data (i.e. radar echo) significantly influences precipitation prediction. It can facilitate accurate and expeditious forecasting of short-term heavy rainfall bypassing the need for complex Numerical Weather…

Signal Processing · Electrical Eng. & Systems 2023-11-14 Shengchao Chen , Ting Shu , Huan Zhao , Guo Zhong , Xunlai Chen

We propose a variational autoencoder (VAE) approach for parameter estimation in nonlinear mixed-effects models based on ordinary differential equations (NLME-ODEs) using longitudinal data from multiple subjects. In moderate dimensions,…

Methodology · Statistics 2026-02-11 Zhe Li , Mélanie Prague , Rodolphe Thiébaut , Quentin Clairon

Is there really much more to say about sparse autoencoders (SAEs)? Autoencoders in general, and SAEs in particular, represent deep architectures that are capable of modeling low-dimensional latent structure in data. Such structure could…

Machine Learning · Computer Science 2025-06-09 Yin Lu , Xuening Zhu , Tong He , David Wipf

We propose a novel variational autoencoder (VAE) architecture that employs a spherical Cauchy (spCauchy) latent distribution. Unlike traditional Gaussian latent spaces or the widely used von Mises-Fisher (vMF) distribution, spCauchy…

Machine Learning · Statistics 2025-07-15 Lukas Sablica , Kurt Hornik

AI models have garnered significant research attention towards predictive task automation. However, a stationary training environment is an underlying assumption for most models and such models simply do not work on non-stationary data…

Machine Learning · Computer Science 2025-04-29 Hassan Wasswa , Aziida Nanyonga , Timothy Lynar

Learning from an imbalanced distribution presents a major challenge in predictive modeling, as it generally leads to a reduction in the performance of standard algorithms. Various approaches exist to address this issue, but many of them…

Machine Learning · Computer Science 2024-12-11 Samuel Stocksieker , Denys Pommeret , Arthur Charpentier
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