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Data assimilation of atmospheric observations traditionally relies on variational and Kalman filter methods. Here, an alternative neural-network data assimilation (NNDA) with variational autoencoder (VAE) is proposed. The three-dimensional…

Atmospheric and Oceanic Physics · Physics 2024-04-29 Boštjan Melinc , Žiga Zaplotnik

Describing the complex dependence structure of extreme phenomena is particularly challenging. To tackle this issue we develop a novel statistical algorithm that describes extremal dependence taking advantage of the inherent hierarchical…

Methodology · Statistics 2018-07-24 Sabrina Vettori , Raphaël Huser , Johan Segers , Marc G. Genton

We develop a unified statistical framework for attributing heatwaves as spatio-temporal phenomena under climate change. We quantify the impact of anthropogenic forcing on the probability and persistence of heatwaves not captured by standard…

Applications · Statistics 2026-04-30 Kamal Gasser , Johan Segers , Francesco Ragone

The joint extremal spatial dependence of wind speed and significant wave height in the North East Atlantic is quantified using Metop satellite scatterometer and hindcast observations for the period 2007-2018, and a multivariate spatial…

Methodology · Statistics 2022-02-16 Rob Shooter , Emma Ross , Agustinus Ribal , Ian R. Young , Philip Jonathan

We introduce a new time-series analysis strategy for combined-light exoplanet spectroscopic phase curves called the Variable Planetary Infrared Excess (VPIE) method. VPIE can be used to extract information about the planetary flux…

Earth and Planetary Astrophysics · Physics 2026-02-10 Ted M. Johnson , Avi M. Mandell

We introduce an anomaly detection method for multivariate time series data with the aim of identifying critical periods and features influencing extreme climate events like snowmelt in the Arctic. This method leverages the Variational…

Machine Learning · Computer Science 2024-07-16 Tolulope Ale , Nicole-Jeanne Schlegel , Vandana P. Janeja

Incorporating unstructured data into physical models is a challenging problem that is emerging in data assimilation. Traditional approaches focus on well-defined observation operators whose functional forms are typically assumed to be…

Machine Learning · Statistics 2024-07-25 Alex Glyn-Davies , Connor Duffin , Ö. Deniz Akyildiz , Mark Girolami

Structural Health Monitoring of Floating Offshore Wind Turbines (FOWTs) is critical for ensuring operational safety and efficiency. However, identifying damage in components like mooring systems from limited sensor data poses a challenging…

Computational Engineering, Finance, and Science · Computer Science 2026-01-13 Ana Fernandez-Navamuel , Martin Alberto Diaz Viera , Matteo Croci

We tackle the modeling of threshold exceedances in asymptotically independent stochastic processes by constructions based on Laplace random fields. These are defined as Gaussian random fields scaled with a stochastic variable following an…

Methodology · Statistics 2016-03-09 Thomas Opitz

We introduce an optimization framework for variational inference based on the coupled free energy, extending variational inference techniques to account for the curved geometry of the coupled exponential family. This family includes…

Machine Learning · Computer Science 2025-07-29 Kenric Nelson , Igor Oliveira , Amenah Al-Najafi , Fode Zhang , Hon Keung Tony Ng

In this study, we propose the Affine Variational Autoencoder (AVAE), a variant of Variational Autoencoder (VAE) designed to improve robustness by overcoming the inability of VAEs to generalize to distributional shifts in the form of affine…

Neural and Evolutionary Computing · Computer Science 2019-05-15 Rene Bidart , Alexander Wong

As in many fields of medical research, survival analysis has witnessed a growing interest in the application of deep learning techniques to model complex, high-dimensional, heterogeneous, incomplete, and censored medical data. Current…

Machine Learning · Computer Science 2023-12-25 Patricia A. Apellániz , Juan Parras , Santiago Zazo

Currently available models for spatial extremes suffer either from inflexibility in the dependence structures that they can capture, lack of scalability to high dimensions, or in most cases, both of these. We present an approach to spatial…

Methodology · Statistics 2022-06-17 Jennifer L. Wadsworth , Jonathan Tawn

Both marginal and dependence features must be described when modelling the extremes of a stationary time series. There are standard approaches to marginal modelling, but long- and short-range dependence of extremes may both appear. In…

Methodology · Statistics 2016-03-17 Thomas Lugrin , Anthony C. Davison , Jonathan A. Tawn

Often the analysis of time-dependent chemical and biophysical systems produces high-dimensional time-series data for which it can be difficult to interpret which individual features are most salient. While recent work from our group and…

Given the notably increasing complexity of mathematical models to study realistic systems and their coupling to their environment that constrains their dynamics, both analytical approaches and numerical methods that build on these models,…

Quantum Physics · Physics 2019-11-11 I. Luchnikov , A. Ryzhov , P. -J. C. Stas , S. N. Filippov , H. Ouerdane

Statistical modeling of a nonstationary spatial extremal dependence structure is challenging. Max-stable processes are common choices for modeling spatially-indexed block maxima, where an assumption of stationarity is usual to make…

Methodology · Statistics 2024-05-01 Xuanjie Shao , Arnab Hazra , Jordan Richards , Raphaël Huser

Spatial maps of extreme precipitation are crucial in flood protection. With the aim of producing maps of precipitation return levels, we propose a novel approach to model a collection of spatially distributed time series where the…

Methodology · Statistics 2023-04-27 Federica Stolf , Antonio Canale

Density estimation, compression and data generation are crucial tasks in artificial intelligence. Variational Auto-Encoders (VAEs) constitute a single framework to achieve these goals. Here, we present a novel class of generative models,…

Machine Learning · Statistics 2021-07-07 Ioannis Gatopoulos , Jakub M. Tomczak

Temporal modeling in complex systems requires capturing dependencies across multiple time scales while managing inherent uncertainties. We propose HierCVAE, a novel architecture that integrates hierarchical attention mechanisms with…

Machine Learning · Computer Science 2025-08-27 Yao Wu