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We discuss a Bayesian model selection approach to high dimensional data in the deep under sampling regime. The data is based on a representation of the possible discrete states $s$, as defined by the observer, and it consists of $M$…

Data Analysis, Statistics and Probability · Physics 2015-10-28 Ariel Haimovici , Matteo Marsili

Although very large wars remain an enduring threat in global politics, we lack a clear understanding of how some wars become large and costly, while most do not. There are three possibilities: large conflicts start with and maintain intense…

Physics and Society · Physics 2025-03-07 Aaron Clauset , Barbara F. Walter , Lars-Erik Cederman , Kristian Skrede Gleditsch

The occurrence of some extreme events (such as marine heatwaves or exceptional circulations) can cause other extreme events (such as heatwave, drought and flood). These concurrent extreme events have a great impact on environment and human…

Atmospheric and Oceanic Physics · Physics 2025-09-08 Siyang Yu , Yu Huang , Zuntao Fu

Complex systems research is becomingly increasingly data-driven, particularly in the social and biological domains. Many of the systems from which sample data are collected feature structural heterogeneity at the mesoscopic scale (i.e.…

Physics and Society · Physics 2009-11-13 Jukka-Pekka Onnela , Neil F. Johnson , Sean Gourley , Gesine Reinert , Michael Spagat

Analyzing decision problems under uncertainty commonly relies on idealizing assumptions about the describability of the world, with the most prominent examples being the closed world and the small world assumption. Most assumptions are…

Methodology · Statistics 2025-12-08 Christoph Jansen , Georg Schollmeyer , Thomas Augustin , Julian Rodemann

Statistical modeling of multivariate and spatial extreme events has attracted broad attention in various areas of science. Max-stable distributions and processes are the natural class of models for this purpose, and many parametric families…

Methodology · Statistics 2017-08-09 Clement Dombry , Sebastian Engelke , Marco Oesting

Statistical physics and dynamical systems theory are key tools to study high-impact geophysical events such as temperature extremes, cyclones, thunderstorms, geomagnetic storms and many more. Despite the intrinsic differences between these…

Accurate estimation of the frequency and magnitude of successive extreme events in energy demand is critical for strategic resource planning. Traditional approaches based on extreme value theory (EVT) are typically limited to modelling…

Statistics Theory · Mathematics 2025-09-10 Grace Burtenshaw , Joe Lane , Meagan Carney

Our planet is facing increasingly frequent extreme events, which pose major risks to human lives and ecosystems. Recent advances in machine learning (ML), especially with foundation models (FMs) trained on extensive datasets, excel in…

Machine Learning · Computer Science 2025-05-14 Shan Zhao , Zhitong Xiong , Jie Zhao , Xiao Xiang Zhu

The aim of this work is to put forward a statistical mechanics theory of social interaction, generalizing econometric discrete choice models. After showing the formal equivalence linking econometric multinomial logit models to equilibrium…

Physics and Society · Physics 2009-07-16 Ignacio Gallo

Abrupt and rapid high-amplitude changes in a dynamical system's states known as extreme event appear in many processes occurring in nature, such as drastic climate patterns, rogue waves, or avalanches. These events often entail catastrophic…

Fluid Dynamics · Physics 2023-06-29 Urszula Golyska , Nguyen Anh Khoa Doan

We consider the challenges that arise when fitting complex ecological models to 'large' data sets. In particular, we focus on random effect models which are commonly used to describe individual heterogeneity, often present in ecological…

Methodology · Statistics 2022-05-17 Ruth King , Blanca Sarzo , Víctor Elvira

A geometric representation for multivariate extremes, based on the shapes of scaled sample clouds in light-tailed margins and their so-called limit sets, has recently been shown to connect several existing extremal dependence concepts.…

Methodology · Statistics 2023-11-03 Jennifer Wadsworth , Ryan Campbell

We study the severity of conflict-related violence in Colombia at an unprecedented granular scale in space and across time. Splitting the data into different geographical regions and different historically-relevant eras, we uncover…

Physics and Society · Physics 2023-12-06 Katerina Tkacova , Annette Idler , Neil Johnson , Eduardo López

It is of growing concern to ensure resilience in power distribution systems to extreme weather events. However, there are no clear methodologies or metrics available for resilience assessment that allows system planners to assess the impact…

Systems and Control · Electrical Eng. & Systems 2022-11-16 Abodh Poudyal , Anamika Dubey , Shiva Poudel

In this paper we propose a model with a Dirichlet process mixture of gamma densities in the bulk part below threshold and a generalized Pareto density in the tail for extreme value estimation. The proposed model is simple and flexible…

Machine Learning · Statistics 2013-04-03 Jairo Fuquene

Adaptive dynamical systems arise in a multitude of contexts, e.g., optimization, control, communications, signal processing, and machine learning. A precise characterization of their fundamental limitations is therefore of paramount…

Information Theory · Computer Science 2010-10-13 Maxim Raginsky

Polycrystalline metal failure often begins with stress concentration at grain boundaries. Identifying which microstructural features trigger these events is important but challenging because these extreme damage events are rare and the…

Applications · Statistics 2025-10-28 Yinling Zhang , Samuel D. Dunham , Curt A. Bronkhorst , Nan Chen

Coalition setting among a set of actors (countries, firms, individuals) is studied using concepts from the theory of spin glasses. Given the distribution of respective bilateral propensities to either cooperation or conflict, the phenomenon…

Disordered Systems and Neural Networks · Physics 2009-10-31 Razvan Florian , Serge Galam

We propose a framework for studying predictability of extreme events in complex systems. Major conceptual elements -- direct cascading or fragmentation, spatial dynamics, and external driving -- are combined in a classical age-dependent…

Adaptation and Self-Organizing Systems · Physics 2007-08-14 Andrei Gabrielov , Vladimir Keilis-Borok , Ilya Zaliapin
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