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Generating accurate extremes from an observational data set is crucial when seeking to estimate risks associated with the occurrence of future extremes which could be larger than those already observed. Applications range from the…

Machine Learning · Statistics 2026-02-02 Nicolas Lafon , Philippe Naveau , Ronan Fablet

In this paper we perform an analytical and numerical study of Extreme Value distributions in discrete dynamical systems. In this setting, recent works have shown how to get a statistics of extremes in agreement with the classical Extreme…

Dynamical Systems · Mathematics 2011-12-01 Davide Faranda , Valerio Lucarini , Giorgio Turchetti , Sandro Vaienti

Inference over tails is usually performed by fitting an appropriate limiting distribution over observations that exceed a fixed threshold. However, the choice of such threshold is critical and can affect the inferential results. Extreme…

Statistical Finance · Quantitative Finance 2019-02-26 Chiara Lattanzi , Manuele Leonelli

This paper introduces a method for spatial interpolation of extreme values, and in particular targets the case in which conventional data, resulting from a measurement for example, are available at only a few locations. To overcome this the…

Methodology · Statistics 2012-03-13 B. D. Youngman

The goal of this paper is to develop distributionally robust optimization (DRO) estimators, specifically for multidimensional Extreme Value Theory (EVT) statistics. EVT supports using semi-parametric models called max-stable distributions…

Machine Learning · Statistics 2024-08-02 Patrick Kuiper , Ali Hasan , Wenhao Yang , Yuting Ng , Hoda Bidkhori , Jose Blanchet , Vahid Tarokh

Conventional methods for extreme event estimation rely on well-chosen parametric models asymptotically justified from extreme value theory (EVT). These methods, while powerful and theoretically grounded, could however encounter a difficult…

Methodology · Statistics 2023-01-05 Yuanlu Bai , Henry Lam , Xinyu Zhang

The Finite Element Method (FEM) is a widely used technique for simulating crash scenarios with high accuracy and reliability. To reduce the significant computational costs associated with FEM, the Finite Element Method Integrated Networks…

Computational Engineering, Finance, and Science · Computer Science 2024-09-27 Simon Thel , Lars Greve , Maximilian Karl , Patrick van der Smagt

Monitoring of project performance is a crucial task of project managers that significantly affect the project success or failure. Earned Value Management (EVM) is a well-known tool to evaluate project performance and effective technique for…

Applications · Statistics 2019-12-20 Nooshin Yousefi , Ahmad Sobhani , Leila Moslemi Naeni , Kenneth R. Currie

Hindcast or wave reanalysis databases (WRDB) constitute a powerful source with respect to instrumental records in the design of offshore and coastal structures, since they offer important advantages for the statistical characterization of…

Computational Engineering, Finance, and Science · Computer Science 2025-02-04 Roberto Minguez , Antonio Tomas , Fernando J. Mendez , Raul Medina

Predictive Business Process Monitoring (PBPM) aims to forecast future outcomes of ongoing business processes. However, existing methods often lack flexibility to handle real-world challenges such as simultaneous events, class imbalance, and…

Machine Learning · Computer Science 2025-08-06 Fang Wang , Paolo Ceravolo , Ernesto Damiani

The core of cross-modal matching is to accurately measure the similarity between different modalities in a unified representation space. However, compared to textual descriptions of a certain perspective, the visual modality has more…

Computer Vision and Pattern Recognition · Computer Science 2023-12-22 Wenzhang Wei , Zhipeng Gui , Changguang Wu , Anqi Zhao , Dehua Peng , Huayi Wu

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

The novel unseen classes can be formulated as the extreme values of known classes. This inspired the recent works on open-set recognition \cite{Scheirer_2013_TPAMI,Scheirer_2014_TPAMIb,EVM}, which however can have no way of naming the novel…

Computer Vision and Pattern Recognition · Computer Science 2018-01-30 Yanwei Fu , HanZe Dong , Yu-feng Ma , Zhengjun Zhang , Xiangyang Xue

Conversion rate (CVR) prediction is one of the most critical tasks for digital display advertising. Commercial systems often require to update models in an online learning manner to catch up with the evolving data distribution. However,…

Machine Learning · Computer Science 2021-07-19 Jia-Qi Yang , Xiang Li , Shuguang Han , Tao Zhuang , De-Chuan Zhan , Xiaoyi Zeng , Bin Tong

Recent feature matching methods have achieved remarkable performance but lack efficiency consideration. In this paper, we revisit the mainstream detector-free matching pipeline and improve all its stages considering both accuracy and…

Computer Vision and Pattern Recognition · Computer Science 2025-12-11 Xi Li , Tong Rao , Cihui Pan

It is often desirable to be able to recognize when inputs to a recognition function learned in a supervised manner correspond to classes unseen at training time. With this ability, new class labels could be assigned to these inputs by a…

Machine Learning · Computer Science 2017-05-23 Ethan M. Rudd , Lalit P. Jain , Walter J. Scheirer , Terrance E. Boult

Causal effect estimation seeks to determine the impact of an intervention from observational data. However, the existing causal inference literature primarily addresses treatment effects on frequently occurring events. But what if we are…

Machine Learning · Statistics 2025-06-18 Jiyuan Tan , Jose Blanchet , Vasilis Syrgkanis

Data valuation has become a cornerstone of the modern data economy, where datasets function as tradable intellectual assets that drive decision-making, model training, and market transactions. Despite substantial progress, existing…

Machine Learning · Statistics 2025-12-25 Zhangyong Liang , Ji Zhang , Xin Wang , Pengfei Zhang , Zhao Li

Forecasting the wide variety of high-impact weather events experienced globally is a challenge for both Artificial Intelligence (AI) and Numerical Weather Prediction (NWP) models and it is critical that such models be properly verified…

Embedding is a useful technique to project a high-dimensional feature into a low-dimensional space, and it has many successful applications including link prediction, node classification and natural language processing. Current approaches…

Information Retrieval · Computer Science 2020-09-21 Meimei Liu , Hongxia Yang