English
Related papers

Related papers: Flexible and efficient emulation of spatial extrem…

200 papers

Extracting insight from the enormous quantity of data generated from molecular simulations requires the identification of a small number of collective variables whose corresponding low-dimensional free-energy landscape retains the essential…

Chemical Physics · Physics 2019-12-30 Yasemin Bozkurt Varolgunes , Tristan Bereau , Joseph F. Rudzinski

Accurate modelling of the joint extremal dependence structure within a stationary time series is a challenging problem that is important in many applications.\ Several previous approaches to this problem are only applicable to certain types…

Methodology · Statistics 2023-03-09 Graeme Auld , Ioannis Papastathopoulos

Max-stable processes are a popular tool for the study of environmental extremes, and the extremal skew-$t$ process is a general model that allows for a flexible extremal dependence structure. For inference on max-stable processes with…

Methodology · Statistics 2020-04-21 B. Beranger , A. G. Stephenson , S. A. Sisson

In this paper, we consider variational autoencoders (VAE) for general state space models. We consider a backward factorization of the variational distributions to analyze the excess risk associated with VAE. Such backward factorizations…

Methodology · Statistics 2023-12-18 Élisabeth Gassiat , Sylvain Le Corff

We propose a Bayesian hierarchical model for spatial extremes on a large domain. In the data layer a Gaussian elliptical copula having generalized extreme value (GEV) marginals is applied. Spatial dependence in the GEV parameters are…

Extreme weather is one of the main mechanisms through which climate change will directly impact human society. Coping with such change as a global community requires markedly improved understanding of how global warming drives extreme…

Computational Physics · Physics 2019-09-18 Adam Rupe , Karthik Kashinath , Nalini Kumar , Victor Lee , Prabhat , James P. Crutchfield

We present a new method to visualize data ensembles by constructing structured probabilistic representations in latent spaces, i.e., lower-dimensional representations of spatial data features. Our approach transforms the spatial features of…

Machine Learning · Computer Science 2025-09-17 Cenyang Wu , Qinhan Yu , Liang Zhou

Simulating turbulent fluid flows is a computationally prohibitive task, as it requires the resolution of fine-scale structures and the capture of complex nonlinear interactions across multiple scales. This is particularly the case in direct…

Fluid Dynamics · Physics 2026-04-22 Ismaël Zighed , Nicolas Thome , Patrick Gallinari , Taraneh Sayadi

To disentangle the complex non-stationary dependence structure of precipitation extremes over the entire contiguous U.S., we propose a flexible local approach based on factor copula models. Our sub-asymptotic spatial modeling framework…

Applications · Statistics 2019-03-26 Daniela Castro-Camilo , Raphaël Huser

Many environmental processes exhibit weakening spatial dependence as events become more extreme. Well-known limiting models, such as max-stable or generalized Pareto processes, cannot capture this, which can lead to a preference for models…

Methodology · Statistics 2017-09-06 Raphaël G. Huser , Jennifer L. Wadsworth

Time series anomaly detection(TSAD) is a critical task in signal processing field, ensuring the reliability of complex systems. Reconstruction-based methods dominate in TSAD. Among these methods, VAE-based methods have achieved promising…

Machine Learning · Computer Science 2026-02-04 Hanchang Cheng , Weimin Mu , Fan Liu , Weilin Zhu , Can Ma

A flexible spatio-temporal model is implemented to analyse extreme extra-tropical cyclones objectively identified over the Atlantic and Europe in 6-hourly re-analyses from 1979-2009. Spatial variation in the extremal properties of the…

Applications · Statistics 2015-01-27 Theodoros Economou , David B. Stephenson , Christopher A. T. Ferro

Many environmental processes such as rainfall, wind or snowfall are inherently spatial and the modelling of extremes has to take into account that feature. In addition, environmental processes are often attached with an angle, e.g., wind…

Methodology · Statistics 2024-07-04 Gaspard Tamagny , Mathieu Ribatet

Irregularly sampled time series commonly occur in several domains where they present a significant challenge to standard deep learning models. In this paper, we propose a new deep learning framework for probabilistic interpolation of…

Machine Learning · Computer Science 2024-11-07 Satya Narayan Shukla , Benjamin M. Marlin

Gaussian processes (GPs), implemented through multivariate Gaussian distributions for a finite collection of data, are the most popular approach in small-area spatial statistical modelling. In this context they are used to encode…

Machine Learning · Computer Science 2023-04-11 Elizaveta Semenova , Yidan Xu , Adam Howes , Theo Rashid , Samir Bhatt , Swapnil Mishra , Seth Flaxman

The Variational Auto-Encoder (VAE) is one of the most used unsupervised machine learning models. But although the default choice of a Gaussian distribution for both the prior and posterior represents a mathematically convenient distribution…

Machine Learning · Statistics 2022-09-28 Tim R. Davidson , Luca Falorsi , Nicola De Cao , Thomas Kipf , Jakub M. Tomczak

Variational Autoencoders (VAE) are widely used for dimensionality reduction of large-scale tabular and image datasets, under the assumption of independence between data observations. In practice, however, datasets are often correlated, with…

Machine Learning · Statistics 2024-12-25 Giora Simchoni , Saharon Rosset

Short-term precipitation forecasting is essential for planning of human activities in multiple scales, ranging from individuals' planning, urban management to flood prevention. Yet the short-term atmospheric dynamics are highly nonlinear…

Machine Learning · Computer Science 2021-01-26 Donlapark Ponnoprat

The statistical modeling of space-time extremes in environmental applications is key to understanding complex dependence structures in original event data and to generating realistic scenarios for impact models. In this context of…

Methodology · Statistics 2019-05-16 Jean-Noel Bacro , Carlo Gaetan , Thomas Opitz , Gwladys Toulemonde

Recent advances in generative AI offer promising solutions for synthetic data generation but often rely on large datasets for effective training. To address this limitation, we propose a novel generative model that learns from limited data…

Machine Learning · Statistics 2025-05-27 Michail Spitieris , Massimiliano Ruocco , Abdulmajid Murad , Alessandro Nocente