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In this article the package High-dimensional Metrics (\texttt{hdm}) is introduced. It is a collection of statistical methods for estimation and quantification of uncertainty in high-dimensional approximately sparse models. It focuses on…

Methodology · Statistics 2017-09-28 Victor Chernozhukov , Chris Hansen , Martin Spindler

Studies investigating the causal effects of spatially varying exposures on outcomes often rely on observational and spatially indexed data. A prevalent challenge is unmeasured spatial confounding, where an unobserved spatially varying…

Methodology · Statistics 2025-11-19 Sophie M. Woodward , Mauricio Tec , Francesca Dominici

High-resolution gridded climate data are readily available from multiple sources, yet climate research and decision-making increasingly require country and region-specific climate information weighted by socio-economic factors. Moreover,…

Applications · Statistics 2024-12-23 Marco Gortan , Lorenzo Testa , Giorgio Fagiolo , Francesco Lamperti

Dosimetry audits are carried out to determine how well radiotherapy is delivered to the patient. It is also used to understand the uncertainty introduced into the measurement result when using different computational models. As measurement…

Autonomous robots are increasingly deployed to estimate spatiotemporal fields (e.g., wind, temperature, gas concentration) that vary across space and time. We consider environments divided into non-overlapping regions with distinct spatial…

Robotics · Computer Science 2025-09-30 Kaleb Ben Naveed , Haejoon Lee , Dimitra Panagou

The problem of guaranteed parameter estimation (GPE) consists in enclosing the set of all possible parameter values, such that the model predictions match the corresponding measurements within prescribed error bounds. One of the bottlenecks…

Numerical Analysis · Mathematics 2018-10-30 Junyan Su , Yanlin Zha , Kai Wang , Mario E. Villanueva , Radoslav Paulen , Boris Houska

The Standardized Precipitation Index (SPI) is a critical tool for monitoring drought conditions, typically relying on normalized accumulated precipitation. While longer historical records of precipitation yield more accurate parameter…

Applications · Statistics 2025-07-22 Touqeer Ahmad , Taha Hasan

This paper presents a novel spatio-temporal LSTM (SPATIAL) architecture for time series forecasting applied to environmental datasets. The framework was evaluated across multiple sensors and for three different oceanic variables: current…

Machine Learning · Statistics 2021-08-27 Yihao Hu , Fearghal O'Donncha , Paulito Palmes , Meredith Burke , Ramon Filgueira , Jon Grant

Parametric analysis is a powerful tool for designing modern embedded systems, because it permits to explore the space of design parameters, and to check the robustness of the system with respect to variations of some uncontrollable…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-02-07 Youcheng Sun , Romain Soulat , Giuseppe Lipari , Étienne André , Laurent Fribourg

Gradient temporal difference (Gradient TD) algorithms are a popular class of stochastic approximation (SA) algorithms used for policy evaluation in reinforcement learning. Here, we consider Gradient TD algorithms with an additional heavy…

Machine Learning · Computer Science 2021-11-23 Rohan Deb , Shalabh Bhatnagar

The paper discusses the increasing use of hybridized sensor information for GNSS-based localization and navigation, including the use of 3D map-aided GNSS positioning and terrestrial systems based on different geometric measurement…

Signal Processing · Electrical Eng. & Systems 2023-09-12 Paul Schwarzbach , Albrecht Michler , Oliver Michler

Multivariate probabilistic time series forecasts are commonly evaluated via proper scoring rules, i.e., functions that are minimal in expectation for the ground-truth distribution. However, this property is not sufficient to guarantee good…

Machine Learning · Computer Science 2023-06-07 Étienne Marcotte , Valentina Zantedeschi , Alexandre Drouin , Nicolas Chapados

Geostatistical seismic inversion is commonly used to infer the spatial distribution of the subsurface petro-elastic properties by perturbing the model parameter space through iterative stochastic sequential simulations/co-simulations. The…

Applications · Statistics 2018-10-19 Leonardo Azevedo , Vasily Demyanov

In this paper it is reconsidered the prediction problem in time series framework by using a new non-parametric approach. Through this reconsideration, the prediction is obtained by a weighted sum of past observed data. These weights are…

Machine Learning · Statistics 2021-01-27 Pedro Cadahía , Jose Manuel Bravo Caro

The purpose of this paper is to utilize statistical methodologies to infer from market prices of assets and their derivatives the magnitude of the set of a measure M that defines acceptance sets of risky future cash flows. Specifically, we…

Mathematical Finance · Quantitative Finance 2023-01-16 Yoshihiro Shirai

Environmental processes often exhibit complex, non-linear patterns and discontinuities across space and time, posing significant challenges for traditional geostatistical modeling approaches. In this paper, we propose a hybrid…

Methodology · Statistics 2026-05-06 Mario Figueira , Michela Cameletti , Luca Patelli

This paper presents a spatial Global Sensitivity Analysis (GSA) approach in a 2D shallow water equations based High Resolution (HR) flood model. The aim of a spatial GSA is to produce sensitivity maps which are based on Sobol index…

Applications · Statistics 2016-03-24 M Abily , N. Bertrand , O Delestre , P Gourbesville , C. -M. Duluc

In Bayesian inference, an unknown measurement uncertainty is often quantified in terms of a Gamma distributed precision parameter, which is impractical when prior information on the standard deviation of the measurement uncertainty shall be…

Methodology · Statistics 2021-01-19 Manuel M. Eichenlaub

In this paper we provide a flexible framework allowing for a unified study of time consistency of risk measures and performance measures (also known as acceptability indices). The proposed framework not only integrates existing forms of…

Probability · Mathematics 2017-09-08 Tomasz R. Bielecki , Igor Cialenco , Marcin Pitera

State-of-the-art machine-learning-based models are a popular choice for modeling and forecasting energy behavior in buildings because given enough data, they are good at finding spatiotemporal patterns and structures even in scenarios where…

Machine Learning · Computer Science 2023-05-03 Zack Xuereb Conti , Ruchi Choudhary , Luca Magri
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