Related papers: Flexible and efficient emulation of spatial extrem…
Extreme floods cause casualties, and widespread damage to property and vital civil infrastructure. We here propose a Bayesian approach for predicting extreme floods using the generalized extreme-value (GEV) distribution within gauged and…
Variational Autoencoders (VAEs) are powerful generative models widely used for learning interpretable latent spaces, quantifying uncertainty, and compressing data for downstream generative tasks. VAEs typically rely on diagonal Gaussian…
Operational risk capital estimation under Basel II/III requires quantifying aggregate losses at extreme confidence levels of 99.9% and beyond, yet the standard Loss Distribution Approach (LDA) assumes independence between loss frequency and…
Variational autoencoders (VAEs) are a popular generative model used to approximate distributions. The encoder part of the VAE is used in amortized learning of latent variables, producing a latent representation for data samples. Recently,…
We propose to utilize a variational autoencoder (VAE) for data-driven channel estimation. The underlying true and unknown channel distribution is modeled by the VAE as a conditional Gaussian distribution in a novel way, parameterized by the…
Motivated by the analysis of extreme rainfall data, we introduce a general Bayesian hierarchical model for estimating the probability distribution of extreme values of intermittent random sequences, a common problem in geophysical and…
Extreme weather events are becoming more frequent and intense, posing serious threats to human life, biodiversity, and ecosystems. A key objective of extreme event attribution (EEA) is to assess whether and to what extent anthropogenic…
In this article we introduce the notion of Split Variational Autoencoder (SVAE), whose output $\hat{x}$ is obtained as a weighted sum $\sigma \odot \hat{x_1} + (1-\sigma) \odot \hat{x_2}$ of two generated images $\hat{x_1},\hat{x_2}$, and…
Optimal design facilitates intelligent data collection. In this paper, we introduce a fully Bayesian design approach for spatial processes with complex covariance structures, like those typically exhibited in natural ecosystems. Coordinate…
The aim of this paper is to provide models for spatial extremes in the case of stationarity. The spatial dependence at extreme levels of a stationary process is modeled using an extension of the theory of max-stable processes of de Haan and…
Classical models for multivariate or spatial extremes are mainly based upon the asymptotically justified max-stable or generalized Pareto processes. These models are suitable when asymptotic dependence is present, i.e., the joint tail…
Capturing the potentially strong dependence among the peak concentrations of multiple air pollutants across a spatial region is crucial for assessing the related public health risks. In order to investigate the multivariate spatial…
Modeling the joint distribution of extreme weather events in multiple locations is a challenging task with important applications. In this study, we use max-stable models to study extreme daily precipitation events in Switzerland. The…
Learning latent representations that are simultaneously expressive, geometrically well-structured, and reliably calibrated remains a central challenge for Variational Autoencoders (VAEs). Standard VAEs typically assume a diagonal Gaussian…
Variational autoencoders (VAE) encode data into lower-dimensional latent vectors before decoding those vectors back to data. Once trained, one can hope to detect out-of-distribution (abnormal) latent vectors, but several issues arise when…
Moving average processes driven by exponential-tailed L\'evy noise are important extensions of their Gaussian counterparts in order to capture deviations from Gaussianity, more flexible dependence structures, and sample paths with jumps.…
A recent development in extreme value modeling uses the geometry of the dataset to perform inference on the multivariate tail. A key quantity in this inference is the gauge function, whose values define this geometry. Methodology proposed…
Sensor fusion can significantly improve the performance of many computer vision tasks. However, traditional fusion approaches are either not data-driven and cannot exploit prior knowledge nor find regularities in a given dataset or they are…
The variational autoencoder (VAE) is a generative model with continuous latent variables where a pair of probabilistic encoder (bottom-up) and decoder (top-down) is jointly learned by stochastic gradient variational Bayes. We first…
Extreme environmental events frequently exhibit spatial and temporal dependence. These data are often modeled using max stable processes (MSPs). MSPs are computationally prohibitive to fit for as few as a dozen observations, with supposed…