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This note is concerned with weakly interacting stochastic particle systems with possibly singular pairwise interactions. In this setting, we observe a connection between entropic propagation of chaos and exponential concentration bounds for…

Probability · Mathematics 2024-06-06 Joe Jackson , Antonios Zitridis

Extreme events are ubiquitous in a wide range of dynamical systems, including turbulent fluid flows, nonlinear waves, large scale networks and biological systems. Here, we propose a variational framework for probing conditions that trigger…

Fluid Dynamics · Physics 2018-07-10 Mohammad Farazmand , Themistoklis P. Sapsis

In this paper we discuss and address the challenges of predicting extreme atmospheric events like intense rainfall, hail, and strong winds. These events can cause significant damage and have become more frequent due to climate change.…

Atmospheric and Oceanic Physics · Physics 2023-10-06 Mikhail Mozikov , Ilya Makarov , Alexandr Bulkin , Daria Taniushkina , Roland Grinis , Yury Maximov

Extreme events, such as market crashes, natural disasters, and pandemics, are rare but catastrophic, often triggering cascading failures across interconnected systems. Accurate prediction and early warning can help minimize losses and…

Machine Learning · Computer Science 2025-06-10 Jingyi Gu , Xuan Zhang , Guiling Wang

Randomness in scientific estimation is generally assumed to arise from unmeasured or uncontrolled factors. However, when combining subjective probability estimates, heterogeneity stemming from people's cognitive or information diversity is…

Methodology · Statistics 2015-09-14 Ville A. Satopää , Robin Pemantle , Lyle H. Ungar

Chaos and unpredictability are traditionally synonymous, yet large-scale machine learning methods recently have demonstrated a surprising ability to forecast chaotic systems well beyond typical predictability horizons. However, recent works…

Machine Learning · Computer Science 2023-11-27 William Gilpin

We predict the emergence of extreme events in a parametrically driven nonlinear dynamical system using three Deep Learning models, namely Multi-Layer Perceptron, Convolutional Neural Network and Long Short-Term Memory. The Deep Learning…

Machine Learning · Computer Science 2021-08-18 J. Meiyazhagan , S. Sudharsan , M. Senthilvelan

In chaotic dynamical systems such as the weather, prediction errors grow faster in some situations than in others. Real-time knowledge about the error growth could enable strategies to adjust the modelling and forecasting infrastructure…

Computational Physics · Physics 2023-04-26 Daniel Ayers , Jack Lau , Javier Amezcua , Alberto Carrassi , Varun Ojha

Multiple studies have now demonstrated that machine learning (ML) can give improved skill for predicting or simulating fairly typical weather events, for tasks such as short-term and seasonal weather forecasting, downscaling simulations to…

Atmospheric and Oceanic Physics · Physics 2023-08-30 Peter AG Watson

Linearly stable shear flows first transition to turbulence in the form of localised patches. At low Reynolds numbers, these turbulent patches tend to suddenly decay, following a memoryless process typical of rare events. How far in advance…

Fluid Dynamics · Physics 2025-07-10 Daniel Morón , Alberto Vela-Martín , Marc Avila

Extreme events are emergent phenomena in multi-particle transport processes on complex networks. In practice, such events could range from power blackouts to call drops in cellular networks to traffic congestion on roads. All the earlier…

Physics and Society · Physics 2020-10-27 Aanjaneya Kumar , Suman Kulkarni , M. S. Santhanam

We describe the results of analytic calculations and computer simulations of adaptive predictors (predictive agents) responding to an evolving chaotic environment and to one another. Our simulations are designed to quantify adaptation and…

adap-org · Physics 2008-02-03 Alfred Hübler , David Pines

The prediction of extreme events in time series is a fundamental problem arising in many financial, scientific, engineering, and other applications. We begin by establishing a general Neyman-Pearson-type characterization of optimal extreme…

Statistics Theory · Mathematics 2025-01-17 Victor Verma , Stilian Stoev , Yang Chen

Predictive multiplicity and chaotic dynamics represent two fundamental challenges in machine learning that have evolved independently despite their conceptual connections. We bridge this gap by introducing horizon-constrained Rashomon sets,…

Machine Learning · Computer Science 2026-05-08 Gauri Kale , Rahul Vishwakarma , Holly Diamond , Ava Hedayatipour , Amin Rezaei

Generating long-term trajectories of dissipative chaotic systems autoregressively is a highly challenging task. The inherent positive Lyapunov exponents amplify prediction errors over time. Many chaotic systems possess a crucial property -…

Chaotic Dynamics · Physics 2025-05-27 Yi He , Yiming Yang , Xiaoyuan Cheng , Hai Wang , Xiao Xue , Boli Chen , Yukun Hu

In this paper a new concept, namely the critical predictable time $T_c$, is introduced to give a more precise description of computed chaotic solutions of nonlinear differential equations: it is suggested that computed chaotic solutions are…

Chaotic Dynamics · Physics 2010-06-01 Shijun Liao

We present a system for online probabilistic event forecasting. We assume that a user is interested in detecting and forecasting event patterns, given in the form of regular expressions. Our system can consume streams of events and forecast…

Databases · Computer Science 2018-12-18 Elias Alevizos , Alexander Artikis , Georgios Paliouras

The study of complex systems has attracted widespread attention from researchers in the fields of natural sciences, social sciences, and engineering. Prediction is one of the central issues in this field. Although most related studies have…

Physics and Society · Physics 2025-10-21 En Xu , Yilin Bi , Hongwei Hu , Xin Chen , Zhiwen Yu , Yong Li , Yanqing Hu , Tao Zhou

Numerical experiments support the interesting conjecture that statistical methods be applicable not only to fully-chaotic systems, but also at the edge of chaos by using Tsallis' generalizations of the standard exponential and entropy. In…

Statistical Mechanics · Physics 2017-08-23 Marcello Lissia , Massimo Coraddu , Roberto Tonelli

Extreme weather events have significant consequences, dominating the impact of climate on society. While high-resolution weather models can forecast many types of extreme events on synoptic timescales, long-term climatological risk…

Atmospheric and Oceanic Physics · Physics 2023-01-25 Justin Finkel , Edwin P. Gerber , Dorian S. Abbot , Jonathan Weare