Related papers: An Imbalance-Robust Evaluation Framework for Extre…

Performative prediction is a framework accounting for the shift in the data distribution induced by the prediction of a model deployed in the real world. Ensuring rapid convergence to a stable solution where the data distribution remains…

Climate science needs more efficient ways to study high-impact, low-probability extreme events, which are rare by definition and costly to simulate in large numbers. Rare event sampling (RES) and ensemble boosting use small perturbations to…

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…

Rare events, and more general risk-sensitive quantities-of-interest (QoIs), are significantly impacted by uncertainty in the tail behavior of a distribution. Uncertainty in the tail can take many different forms, each of which leads to a…

Motivated by the EVA2025 data challenge, where we participated as the team DesiBoys, we propose a regression strategy within the framework of regular variation to estimate the occurrences and intensities of high precipitation extremes…

Evaluating the reliability of intelligent physical systems against rare safety-critical events poses a huge testing burden for real-world applications. Simulation provides a useful platform to evaluate the extremal risks of these systems…

Rare events are occurrences that take place with a significantly lower frequency than more common regular events. In manufacturing, predicting such events is particularly important, as they lead to unplanned downtime, shortening equipment…

Extreme events are of great importance since they often represent impactive occurrences. For instance, in terms of climate and weather, extreme events might be major storms, floods, extreme heat or cold waves, and more. However, they are…

In rare-event simulation, an importance sampling (IS) estimator is regarded as efficient if its relative error, namely the ratio between its standard deviation and mean, is sufficiently controlled. It is widely known that when a rare-event…

Extreme value statistics provides accurate estimates for the small occurrence probabilities of rare events. While theory and statistical tools for univariate extremes are well-developed, methods for high-dimensional and complex data sets…

Class imbalance, where certain classes have insufficient data, poses a critical challenge for robust classification, often biasing models toward majority classes. Distribution calibration offers a promising avenue to address this by…

The estimation of the probability of rare events is an important task in reliability and risk assessment. We consider failure events that are expressed in terms of a limit-state function, which depends on the solution of a partial…

Very often when studying non-equilibrium systems one is interested in analysing dynamical behaviour that occurs with very low probability, so called rare events. In practice, since rare events are by definition atypical, they are often…

Marginal maximum likelihood estimation (MMLE) in item response theory (IRT) is highly sensitive to aberrant responses, such as careless answering and random guessing, which can reduce estimation accuracy. To address this issue, this study…

Rare weather and climate events, such as heat waves and floods, can bring tremendous social costs. Climate data is often limited in duration and spatial coverage, and climate forecasting has often turned to simulations of climate models to…

We propose a robust elastic net (REN) model for high-dimensional sparse regression and give its performance guarantees (both the statistical error bound and the optimization bound). A simple idea of trimming the inner product is applied to…

A leading goal for climate science and weather risk management is to accurately model both the physics and statistics of extreme events. These two goals are fundamentally at odds: the higher a computational model's resolution, the more…

Risk management is particularly concerned with extreme events, but analysing these events is often hindered by the scarcity of data, especially in a multivariate context. This data scarcity complicates risk management efforts. Various tools…

A robust estimator for a wide family of mixtures of linear regression is presented. Robustness is based on the joint adoption of the Cluster Weighted Model and of an estimator based on trimming and restrictions. The selected model provides…

In safety-critical applications data-driven models must not only be accurate but also provide reliable uncertainty estimates. This property, commonly referred to as calibration, is essential for risk-aware decision-making. In regression a…