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Recently, a marked Poisson process (MPP) model for life catastrophe risk was proposed in [6]. We provide a justification and further support for the model by considering more general Poisson point processes in the context of extreme value…

Risk Management · Quantitative Finance 2013-11-01 Matias Leppisaari

The recent Covid-19 epidemic has lead to comparisons of the countries suffering from it. These are based on the number of excess deaths attributed either directly or indirectly to the epidemic. Unfortunately the data on which such…

Applications · Statistics 2020-10-21 Laurie Davies

We present a method to quantify entanglement in mixed states of highly symmetric systems. Symmetry constrains interactions between parts and predicts the degeneracies of the states. While symmetry alone produces entangled eigenstates, the…

Quantum Physics · Physics 2025-06-05 S. H. Curnoe , D. Gajera , C. Wei

Methods are developed for eliciting a Dirichlet prior based upon bounds on the individual probabilities that hold with virtual certainty. This approach to selecting a prior is applied to a contingency table problem where it is demonstrated…

Methodology · Statistics 2017-03-10 Michael Evans , Irwin Guttman , Peiying Li

Catastrophic regime shifts in complex natural systems may be averted through advanced detection. Recent work has provided a proof-of-principle that many systems approaching a catastrophic transition may be identified through the lens of…

Other Quantitative Biology · Quantitative Biology 2012-04-30 Carl Boettiger , Alan Hastings

We propose Echo State Networks (ESNs) to predict the statistics of extreme events in a turbulent flow. We train the ESNs on small datasets that lack information about the extreme events. We asses whether the networks are able to extrapolate…

Fluid Dynamics · Physics 2022-04-13 Alberto Racca , Luca Magri

Studying event time series is a powerful approach for analyzing the dynamics of complex dynamical systems in many fields of science. In this paper, we describe the method of event coincidence analysis to provide a framework for quantifying…

Physics and Society · Physics 2016-07-06 Jonathan F. Donges , Carl-Friedrich Schleussner , Jonatan F. Siegmund , Reik V. Donner

Forecast combination integrates information from various sources by consolidating multiple forecast results from the target time series. Instead of the need to select a single optimal forecasting model, this paper introduces a deep learning…

Machine Learning · Computer Science 2023-11-27 Yinuo Ren , Feng Li , Yanfei Kang , Jue Wang

In spite of precautions to avoid the harmful effects of extreme events, we experience recurrently phenomena that overcome the preventive barriers. These barriers usually increase drastically right after the occurrence of such extreme…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Eduardo G. Altmann , Sarah Hallerberg , Holger Kantz

For nearly any challenging scientific problem evaluation of the likelihood is problematic if not impossible. Approximate Bayesian computation (ABC) allows us to employ the whole Bayesian formalism to problems where we can use simulations…

Computation · Statistics 2011-07-04 Chris Barnes , Sarah Filippi , Michael P. H. Stumpf , Thomas Thorne

Conventional survival analysis approaches estimate risk scores or individualized time-to-event distributions conditioned on covariates. In practice, there is often great population-level phenotypic heterogeneity, resulting from (unknown)…

Machine Learning · Statistics 2020-03-03 Paidamoyo Chapfuwa , Chunyuan Li , Nikhil Mehta , Lawrence Carin , Ricardo Henao

Child mortality is an important population health indicator. However, many countries lack high-quality vital registration to measure child mortality rates precisely and reliably over time. Research endeavors such as those by the United…

Applications · Statistics 2026-01-29 Katherine R Paulson , Taylor Okonek , Jon Wakefield

Monitoring tools for anticipatory action are increasingly gaining traction to improve the efficiency and timeliness of humanitarian responses. Whilst predictive models can now forecast conflicts with high accuracy, translating these…

Applications · Statistics 2025-05-13 Geraldine Henningsen

An explanation for the political processes leading to the sudden collapse of empires and states would be useful for understanding both historical and contemporary political events. We seek a general description of state collapse spanning…

Physics and Society · Physics 2015-06-16 Daniel John Lawson , Neeraj Oak

Entropy estimation plays a crucial role in various fields, such as information theory, statistical data science, and machine learning. However, traditional entropy estimation methods often struggle with complex data distributions.…

Methodology · Statistics 2025-05-16 Luca Scrucca

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

Entropy is a central concept in physics, but can be challenging to calculate even for systems that are easily simulated. This is exacerbated out of equilibrium, where generally little is known about the distribution characterizing simulated…

Statistical Mechanics · Physics 2024-05-09 Samuel D. Gelman , Guy Cohen

This paper is aimed at providing a very first, more "global", systematic point of view with respect to possible conflict generation in CA-EN-like causal structures. For simplicity, only the outermost level of graphs is taken into account.…

Artificial Intelligence · Computer Science 2014-11-18 Antoni Ligęza

Major revolts have recently erupted in parts of the Middle East with substantial international repercussions. Predicting, coping with and winning those revolts have become a grave problem for many regimes and for world powers. We propose a…

Dynamical Systems · Mathematics 2011-06-23 Michael P. Atkinson , Alexander Gutfraind , Moshe Kress

Evidence synthesis models that combine multiple datasets of varying design, to estimate quantities that cannot be directly observed, require the formulation of complex probabilistic models that can be expressed as graphical models. An…

Methodology · Statistics 2017-09-14 Anne M. Presanis , David Ohlssen , Kai Cui , Magdalena Rosinska , Daniela De Angelis
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