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A new window to observing individual stars and other small sources at cosmological distances was opened recently, with the detection of several caustic-crossing events in galaxy cluster fields. Many more such events are expected soon from…

Instrumentation and Methods for Astrophysics · Physics 2022-08-15 Ashish Kumar Meena , Ofir Arad , Adi Zitrin

Extreme Solar Energetic Particle Events (ESPEs) were identified almost a decade ago, providing context for super events unleashed by our host star, the Sun. Their assumed solar origin drives the question of their ``worst-case" impact, which…

Space Physics · Physics 2025-04-09 Konstantin Herbst , Athanasios Papaioannou

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

A rare event is defined by a low probability of occurrence. Accurate estimation of such small probabilities is of utmost importance across diverse domains. Conventional Monte Carlo methods are inefficient, demanding an exorbitant number of…

Machine Learning · Computer Science 2023-10-31 Zhenggqi Gao , Dinghuai Zhang , Luca Daniel , Duane S. Boning

The paper presents a new efficient and robust method for rare event probability estimation for computational models of an engineering product or a process returning categorical information only, for example, either success or failure. For…

Computational Engineering, Finance, and Science · Computer Science 2022-10-11 Miroslav Vořechovský

Event time series are sequences of discrete events occurring at irregular time intervals, each associated with a domain-specific observational modality. They are common in domains such as high-energy astrophysics, computational social…

Machine Learning · Computer Science 2025-10-14 Steven Dillmann , Juan Rafael Martínez-Galarza

Importance sampling is a rare event simulation technique used in Monte Carlo simulations to bias the sampling distribution towards the rare event of interest. By assigning appropriate weights to sampled points, importance sampling allows…

Normalizing flows are prominent deep generative models that provide tractable probability distributions and efficient density estimation. However, they are well known to fail while detecting Out-of-Distribution (OOD) inputs as they directly…

Machine Learning · Computer Science 2021-11-17 Nishant Kumar , Pia Hanfeld , Michael Hecht , Michael Bussmann , Stefan Gumhold , Nico Hoffmann

Advances in astronomy are often driven by serendipitous discoveries. As survey astronomy continues to grow, the size and complexity of astronomical databases will increase, and the ability of astronomers to manually scour data and make such…

Instrumentation and Methods for Astrophysics · Physics 2019-01-09 Daniel Giles , Lucianne Walkowicz

We develop a recently proposed importance-sampling Monte Carlo algorithm for sampling rare events and quenched variables in random disordered systems. We apply it to a two dimensional bond-diluted Ising model and study the Griffiths…

Disordered Systems and Neural Networks · Physics 2009-11-13 Koji Hukushima , Yukito Iba

Extreme weather events have significant consequences, dominating the impact of climate on society. While high-resolution weather models can forecast many types of extreme events on synoptic timescales, long-term climatological risk…

Atmospheric and Oceanic Physics · Physics 2023-01-25 Justin Finkel , Edwin P. Gerber , Dorian S. Abbot , Jonathan Weare

There is an increasing number of large, digital, synoptic sky surveys, in which repeated observations are obtained over large areas of the sky in multiple epochs. Likewise, there is a growth in the number of (often automated or robotic)…

Capturing the dependence structure of multivariate extreme events is a major concern in many fields involving the management of risks stemming from multiple sources, e.g. portfolio monitoring, insurance, environmental risk management and…

Machine Learning · Statistics 2016-03-15 Nicolas Goix , Anne Sabourin , Stéphan Clémençon

The problem of studying rare events is central to many areas of computer simulations. In a recent paper [Kang, P., et al., Nat. Comput. Sci. 4, 451-460, 2024], we have shown that a powerful way of solving this problem passes through the…

Computational Physics · Physics 2026-03-03 Enrico Trizio , Peilin Kang , Michele Parrinello

We describe and validate a novel data-driven approach to the real time detection and classification of traffic anomalies based on the identification of atypical fluctuations in the relationship between density and flow. For aggregated data…

Applications · Statistics 2020-12-22 Kieran Kalair , Colm Connaughton

Events in the world may be caused by other, unobserved events. We consider sequences of events in continuous time. Given a probability model of complete sequences, we propose particle smoothing---a form of sequential importance…

Machine Learning · Computer Science 2019-05-15 Hongyuan Mei , Guanghui Qin , Jason Eisner

Quantifying changes in the probability and magnitude of extreme flooding events is key to mitigating their impacts. While hydrodynamic data are inherently spatially dependent, traditional spatial models such as Gaussian processes are poorly…

Methodology · Statistics 2024-05-06 Reetam Majumder , Brian J. Reich , Benjamin A. Shaby

This article focuses, in the context of epidemic models, on rare events that may possibly correspond to crisis situations from the perspective of Public Health. In general, no close analytic form for their occurrence probabilities is…

Applications · Statistics 2013-08-28 Stéphan Clémençon , Anthony Cousien , Miraine Dávila Felipe , Viet Chi Tran

Many rare weather events, including hurricanes, droughts, and floods, dramatically impact human life. To accurately forecast these events and characterize their climatology requires specialized mathematical techniques to fully leverage the…

Atmospheric and Oceanic Physics · Physics 2020-07-15 Justin Finkel , Dorian Abbot , Jonathan Weare

Unexpected dynamic phenomena have surprised solar system observers in the past and have led to important discoveries about solar system workings. Observations at the initial stages of these events provide crucial information on the physical…