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Forecasting accuracy is bounded by the information available about the future. This paper makes that statement precise using information-theoretic tools. Under logarithmic loss, the expected performance of any probabilistic forecast…

Applications · Statistics 2026-04-01 Peter Maurice Catt

In order to develop provably safe human-in-the-loop systems, accurate and precise models of human behavior must be developed. In the case of intelligent vehicles, one can imagine the need for predicting driver behavior to develop minimally…

Systems and Control · Computer Science 2017-05-03 Katherine Driggs-Campbell , Roy Dong , S. Shankar Sastry , Ruzena Bajcsy

Safety-critical navigation applications require that estimation errors be reliably quantified and bounded. This can be challenging for linear dynamic systems if the process noise or measurement errors have uncertain time correlation. In…

Signal Processing · Electrical Eng. & Systems 2020-09-22 Omar Garcia Crespillo , Mathieu Joerger , Steve Langel

The choice of optimal event variables is crucial for achieving the maximal sensitivity of experimental analyses. Over time, physicists have derived suitable kinematic variables for many typical event topologies in collider physics. Here we…

High Energy Physics - Phenomenology · Physics 2021-05-24 Doojin Kim , Kyoungchul Kong , Konstantin T. Matchev , Myeonghun Park , Prasanth Shyamsundar

The main approach to inference for multivariate extremes consists in approximating the joint upper tail of the observations by a parametric family arising in the limit for extreme events. The latter may be expressed in terms of…

Methodology · Statistics 2015-06-17 Raphaël Huser , Anthony C. Davison , Marc G. Genton

Turbulent dynamical systems characterized by both a high-dimensional phase space and a large number of instabilities are ubiquitous among many complex systems in science and engineering. The existence of a strange attractor in the turbulent…

Fluid Dynamics · Physics 2018-02-23 Andrew J. Majda , Di Qi

Extreme value analysis is an essential methodology in the study of rare and extreme events, which hold significant interest in various fields, particularly in the context of environmental sciences. Models that employ the exceedances of…

Methodology · Statistics 2025-07-16 Lorenzo Dell'Oro , Carlo Gaetan

Systems exhibiting nonlinear dynamics, including but not limited to chaos, are ubiquitous across Earth Sciences such as Meteorology, Hydrology, Climate and Ecology, as well as Biology such as neural and cardiac processes. However, System…

Machine Learning · Computer Science 2020-08-14 Nishant Yadav , Sai Ravela , Auroop R. Ganguly

Model predictive control solves a constrained optimization problem online in order to compute an implicit closed-loop control policy. Recursive feasibility -- guaranteeing that the optimal control problem will have a solution at every time…

Optimization and Control · Mathematics 2024-10-16 Jacob W. Knaup , Panagiotis Tsiotras

We develop a deep convolutional neural network (DCNN) based framework for model-free prediction of the occurrence of extreme events both in time ("when") and in space ("where") in nonlinear physical systems of spatial dimension two. The…

Machine Learning · Computer Science 2022-04-01 Junjie Jiang , Zi-Gang Huang , Celso Grebogi , Ying-Cheng Lai

It is frequently asserted that in a chaotic system two initially close points will separate at an exponential rate governed by the largest global Lyapunov exponent. Local Lyapunov exponents, however, are more directly relevant to…

Understanding the spatial extent of extreme precipitation is necessary for determining flood risk and adequately designing infrastructure (e.g., stormwater pipes) to withstand such hazards. While environmental phenomena typically exhibit…

Applications · Statistics 2020-03-25 Gregory P. Bopp , Benjamin A. Shaby , Raphaël Huser

In this paper, we predict severity of extreme weather events (tropical storms, hurricanes, etc.) using buoy data time series variables such as wind speed and air temperature. The prediction/forecasting method is based on various forecasting…

Applications · Statistics 2019-11-21 Vikas Ramachandra

Natural climate variability, captured through multiple initial condition ensembles, may be comparable to the variability caused by knowledge gaps in future emissions trajectories and in the physical science basis, especially at…

Applications · Statistics 2019-06-24 Udit Bhatia , Auroop Ratan Ganguly

We explore the influence of precision of the data and the algorithm for the simulation of chaotic dynamics by neural networks techniques. For this purpose, we simulate the Lorenz system with different precisions using three different neural…

Neural and Evolutionary Computing · Computer Science 2020-11-09 S. Bompas , B. Georgeot , D. Guéry-Odelin

Evaluating rare-event forecasts is challenging because standard metrics collapse as event prevalence declines. Measures such as F1-score, AUPRC, MCC, and accuracy induce degenerate thresholds -- converging to zero or one -- and their values…

Methodology · Statistics 2025-12-02 Sotirios D. Nikolopoulos

Extreme geophysical events are of crucial relevance to our daily life: they threaten human lives and cause property damage. To assess the risk and reduce losses, we need to model and probabilistically predict these events. Parametrizations…

Chaotic Dynamics · Physics 2019-09-04 Guannan Hu , Tamás Bódai , Valerio Lucarini

We aim to analyze the behaviour of a finite-time stochastic system, whose model is not available, in the context of more rare and harmful outcomes. Standard estimators are not effective in making predictions about such outcomes due to their…

Methodology · Statistics 2022-07-29 Evan Arsenault , Yuheng Wang , Margaret P. Chapman

Choosing the optimal observable to model dynamical systems for which we do not know the driving equations is nearly always an ad hoc art. Takens' Delay Embedding Theorem guarantees a diffeomorphism between delay-coordinate vectors built…

Computational Physics · Physics 2026-05-01 Maximilian Topel

Chaotic behavior in dynamical systems poses a significant challenge in trajectory control, traditionally relying on computationally intensive physical models. We present a machine learning-based algorithm to compute the minimum control…

Chaotic Dynamics · Physics 2025-06-18 David Valle , Rubén Capeáns , Alexandre Wagemakers , Miguel A. F. Sanjuán