Related papers: Flexible and efficient emulation of spatial extrem…
In many applications of time series models, such as climate analysis and social media analysis, we are often interested in extreme events, such as heatwave, wind gust, and burst of topics. These time series data usually exhibit a…
Gaussian scale mixtures are constructed as Gaussian processes with a random variance. They have non-Gaussian marginals and can exhibit asymptotic dependence unlike Gaussian processes, which are asymptotically independent except in the case…
In this work, we develop a constructive modeling framework for extreme threshold exceedances in repeated observations of spatial fields, based on general product mixtures of random fields possessing light or heavy-tailed margins and various…
Variational autoencoders (VAEs) are a powerful class of deep generative latent variable model for unsupervised representation learning on high-dimensional data. To ensure computational tractability, VAEs are often implemented with a…
Spatial modelling of extreme values allows studying the risk of joint occurrence of extreme events at different locations and is of significant interest in climatic and other environmental sciences. A popular class of dependence models for…
Existing spatio-temporal Hawkes process models typically rely on either parametric or semiparametric assumptions, limiting the model's ability to capture complex endogenous and exogenous event dynamics. We propose a fully Bayesian…
Max-stable processes are natural models for spatial extremes because they provide suitable asymptotic approximations to the distribution of maxima of random fields. In the recent past, several parametric families of stationary max-stable…
This paper introduces the Descriptive Variational Autoencoder (DVAE), an unsupervised and end-to-end trainable neural network for predicting vehicle trajectories that provides partial interpretability. The novel approach is based on the…
To address the need for efficient inference for a range of hydrological extreme value problems, spatial pooling of information is the standard approach for marginal tail estimation. We propose the first extreme value spatial clustering…
Precipitation exceedance probabilities are widely used in engineering design, risk assessment, and floodplain management. While common approaches like NOAA Atlas 14 assume that extreme precipitation characteristics are stationary over time,…
Learning a robust video Variational Autoencoder (VAE) is essential for reducing video redundancy and facilitating efficient video generation. Directly applying image VAEs to individual frames in isolation can result in temporal…
Variational autoencoders (VAEs) are a popular class of deep generative models with many variants and a wide range of applications. Improvements upon the standard VAE mostly focus on the modelling of the posterior distribution over the…
Variational autoencoders (VAE) are a powerful and widely-used class of models to learn complex data distributions in an unsupervised fashion. One important limitation of VAEs is the prior assumption that latent sample representations are…
We study the class of dependence models for spatial data obtained from Cauchy convolution processes based on different types of kernel functions. We show that the resulting spatial processes have appealing tail dependence properties, such…
As deep Variational Auto-Encoder (VAE) frameworks become more widely used for modeling biomolecular simulation data, we emphasize the capability of the VAE architecture to concurrently maximize the timescale of the latent space while…
Variational autoencoders (VAE) represent a popular, flexible form of deep generative model that can be stochastically fit to samples from a given random process using an information-theoretic variational bound on the true underlying…
Variational autoencoders (VAEs) are powerful deep generative models widely used to represent high-dimensional complex data through a low-dimensional latent space learned in an unsupervised manner. In the original VAE model, the input data…
Turbulence is characterised by chaotic dynamics and a high-dimensional state space, which make this phenomenon challenging to predict. However, turbulent flows are often characterised by coherent spatiotemporal structures, such as vortices…
Heavy-tailed distributions are ubiquitous in real-world data, where rare but extreme events dominate risk and variability. However, standard Variational Autoencoders (VAEs) employ simple decoder distributions, such as Gaussian…
In environmental science applications, extreme events frequently exhibit a complex spatio-temporal structure, which is difficult to describe flexibly and estimate in a computationally efficient way using state-of-art parametric…