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Penalized likelihood approaches are widely used for high-dimensional regression. Although many methods have been proposed and the associated theory is now well-developed, the relative efficacy of different approaches in finite-sample…

Methodology · Statistics 2020-01-29 Fan Wang , Sach Mukherjee , Sylvia Richardson , Steven M. Hill

We report on an empirical study of the main strategies for quantile regression in the context of stochastic computer experiments. To ensure adequate diversity, six metamodels are presented, divided into three categories based on order…

Machine Learning · Statistics 2020-01-22 Léonard Torossian , Victor Picheny , Robert Faivre , Aurélien Garivier

A nonparametric procedure for robust regression estimation and for quantile regression is proposed which is completely data-driven and adapts locally to the regularity of the regression function. This is achieved by considering in each…

Statistics Theory · Mathematics 2009-04-06 Markus Reiss , Yves Rozenholc , Charles-Andre Cuenod

Digital monitoring studies collect real-time high frequency data via mobile sensors in the subjects' natural environment. This data can be used to model the impact of changes in physiology on recurrent event outcomes such as smoking, drug…

Methodology · Statistics 2022-04-15 Walter Dempsey

Climate hazards can cause major disasters when they occur simultaneously as compound hazards. To understand the distribution of climate risk and inform adaptation policies, scientists need to simulate a large number of physically realistic…

Machine Learning · Computer Science 2023-12-01 Alison Peard , Jim Hall

With fires becoming increasingly frequent and severe across the globe in recent years, understanding climate change's role in fire behavior is critical for quantifying current and future fire risk. However, global climate models typically…

Machine Learning · Computer Science 2020-11-26 Tristan Ballard , Gopal Erinjippurath

Weather extremes are a major societal and economic hazard, claiming thousands of lives and causing billions of dollars in damage every year. Under climate change, their impact and intensity are expected to worsen significantly.…

Machine Learning · Computer Science 2022-10-24 Antoine Blanchard , Nishant Parashar , Boyko Dodov , Christian Lessig , Themistoklis Sapsis

Mitigating the risk arising from extreme events is a fundamental goal with many applications, such as the modelling of natural disasters, financial crashes, epidemics, and many others. To manage this risk, a vital step is to be able to…

Machine Learning · Computer Science 2021-03-16 Siddharth Bhatia , Arjit Jain , Bryan Hooi

In this paper, we conduct a simulation study with subject-level data to evaluate conventional meta-regression approaches (study-level random, fixed, and mixed effects) against seven methodology specifications new to meta-regressions that…

Econometrics · Economics 2025-07-18 Ali Habibnia , Jonathan Gendron

Event attribution in the context of climate change seeks to understand the role of anthropogenic greenhouse gas emissions on extreme weather events, either specific events or classes of events. A common approach to event attribution uses…

Methodology · Statistics 2018-02-06 Christopher J. Paciorek , Dáithí A. Stone , Michael F. Wehner

Large wildfires pose a major environmental concern, and precise maps of fire risk can improve disaster relief planning. Fosberg Fire Weather Index (FFWI) is often used to measure wildfire risk; FFWI exhibits non-Gaussian marginal…

Methodology · Statistics 2020-11-17 Arnab Hazra , Brian J. Reich , Benjamin A. Shaby , Ana-Maria Staicu

The availability of precise and accurate simulation is a limiting factor for interpreting and forecasting data in many fields of science and engineering. Often, one or more distinct simulation software applications are developed, each with…

High Energy Physics - Experiment · Physics 2025-02-19 Moritz Wolf , Lars O. Stietz , Patrick L. S. Connor , Peter Schleper , Samuel Bein

In the multivariate setting, estimates of extremal risk measures are important in many contexts, such as environmental planning and structural engineering. In this paper, we propose new estimation methods for extremal bivariate return…

Methodology · Statistics 2022-10-11 C. J. R. Murphy-Barltrop , J. L. Wadsworth , E. F. Eastoe

Quantile regression is an important tool for estimation of conditional quantiles of a response Y given a vector of covariates X. It can be used to measure the effect of covariates not only in the center of a distribution, but also in the…

Statistics Theory · Mathematics 2017-10-03 Victor Chernozhukov

We develop a unified statistical framework for attributing heatwaves as spatio-temporal phenomena under climate change. We quantify the impact of anthropogenic forcing on the probability and persistence of heatwaves not captured by standard…

Applications · Statistics 2026-04-30 Kamal Gasser , Johan Segers , Francesco Ragone

This paper introduces a novel and scalable framework for uncertainty estimation and separation with applications in data driven modeling in science and engineering tasks where reliable uncertainty quantification is critical. Leveraging an…

Machine Learning · Computer Science 2024-12-19 Navid Ansari , Hans-Peter Seidel , Vahid Babaei

Risk assessment of hurricane-driven storm surge relies on deterministic computer models that produce outputs over a large spatial domain. The surge models can often be run at a range of fidelity levels, with greater precision yielding more…

Methodology · Statistics 2026-03-31 Cyrus S. McCrimmon , Pulong Ma

Climate models are limited by heavy computational costs, often producing outputs at coarse spatial resolutions, while many climate change impact studies require finer scales. Statistical downscaling bridges this gap, and we adapt the…

Machine Learning · Computer Science 2025-11-06 Maryam Alipourhajiagha , Pierre-Louis Lemaire , Youssef Diouane , Julie Carreau

In this investigation, we outline a data-assisted approach that employs random forest classifiers for local and dynamic combustion submodel assignment in turbulent-combustion simulations. This method is applied in simulations of a…

Fluid Dynamics · Physics 2021-01-19 Wai Tong Chung , Aashwin Ananda Mishra , Nikolaos Perakis , Matthias Ihme

Quantile regression \parencite{Koenker1978} is a robust and practically useful way to efficiently model quantile varying correlation and predict varied response quantiles of interest. This article constructs and tests MM algorithms, which…

Methodology · Statistics 2025-02-18 Yifan Cheng , Anthony Yung Cheung Kuk