Related papers: Exceedance and force of centrality for functional …
This paper establishes the functional average as an important estimand for causal inference. The significance of the estimand lies in its robustness against traditional issues of confounding. We prove that this robustness holds even when…
The large-deviation method allows to characterize an ergodic counting process in terms of a thermodynamic frame where a free energy function determines the asymptotic non-stationary statistical properties of its fluctuations. Here, we study…
In many areas of engineering and sciences, decision rules and control strategies are usually designed based on nominal values of relevant system parameters. To ensure that a control strategy or decision rule will work properly when the…
Functional time series whose sample elements are recorded sequentially over time are frequently encountered with increasing technology. Recent studies have shown that analyzing and forecasting of functional time series can be performed…
The article reports a numerical investigation of the breakdown of a disordered system considering the effect of local stress concentration under the action of an external tensile force. The statistics of the record-breaking magnitudes of…
Causal inference relies on two fundamental assumptions: ignorability and positivity. We study causal inference when the true confounder value can be expressed as a function of the observed data; we call this setting estimation with…
We provide an upper bound as a random variable for the functions of estimators in high dimensions. This upper bound may help establish the rate of convergence of functions in high dimensions. The upper bound random variable may converge…
The term "overlapping" refers to a certain fairly simple type of piecewise continuous function from the unit interval to itself and also to a fairly simple type of iterated function system (IFS) on the unit interval. A correspondence…
Significant wave height forecasting is a key problem in ocean data analytics. This task affects several maritime operations, such as managing the passage of vessels or estimating the energy production from waves. In this work, we focus on…
In complex systems, external parameters often determine the phase in which the system operates, i.e., its macroscopic behavior. For nearly a century, statistical physics has extensively studied systems' transitions across phases,…
The statistical analysis of functional data is a growing need in many research areas. In particular, a robust methodology is important to study curves, which are the output of experiments in applied statistics. In this paper we study some…
We use a continuous-time random walk (CTRW) to model market fluctuation data from times when traders experience excessive losses or excessive profits. We analytically derive "superstatistics" that accurately model empirical market activity…
This paper presents a new model for characterising temporal dependence in exceedances above a threshold. The model is based on the class of trawl processes, which are stationary, infinitely divisible stochastic processes. The model for…
Statistical analysis of high-dimensional functional times series arises in various applications. Under this scenario, in addition to the intrinsic infinite-dimensionality of functional data, the number of functional variables can grow with…
Level crossing rate (LCR) is a well-known statistical tool that is related to the duration of a random stationary fading process \emph{on average}. In doing so, LCR cannot capture the behavior of \emph{extremely rare} random events.…
The use of emergent constraints to quantify uncertainty for key policy relevant quantities such as Equilibrium Climate Sensitivity (ECS) has become increasingly widespread in recent years. Many researchers, however, claim that emergent…
In extreme value statistics, the peaks-over-threshold method is widely used. The method is based on the generalized Pareto distribution characterizing probabilities of exceedances over high thresholds in $\mathbb {R}^d$. We present a…
There is increasing evidence that global warming manifests itself in more frequent warm days and that heat waves will become more frequent. Presently, a formal definition of a heat wave is not agreed upon in the literature. To avoid this…
In this paper, we set up the theoretical foundations for a high-dimensional functional factor model approach in the analysis of large cross-sections (panels) of functional time series (FTS). We first establish a representation result…
Superstatistics is a widely employed tool of non-equilibrium statistical physics which plays an important role in analysis of hierarchical complex dynamical systems. Yet, its "canonical" formulation in terms of a single nuisance parameter…