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Short-term precipitation forecasting remains challenging due to the difficulty in capturing long-term spatiotemporal dependencies. Current deep learning methods fall short in establishing effective dependencies between conditions and…

Machine Learning · Computer Science 2024-10-18 ChaoRong Li , XuDong Ling , YiLan Xue , Wenjie Luo , LiHong Zhu , FengQing Qin , Yaodong Zhou , Yuanyuan Huang

We present a data-driven framework to model the stochastic evolution of volume-price distribution from the New York Stock Exchange (NYSE) equities. The empirical distributions are sampled every 10 minutes over 976 trading days, and fitted…

Neural and Evolutionary Computing · Computer Science 2026-05-08 Anup Budhathoki , Leonardo Rydin Gorjão , Pedro G. Lind , Shailendra Bhandari

With extreme weather events becoming more common, the risk posed by surface water flooding is ever increasing. In this work we propose a model, and associated Bayesian inference scheme, for generating probabilistic (high-resolution…

Extreme weather events epitomize high cost: to society through their physical impacts, and to computer servers that simulate them to assess risk and advance physical understanding. It costs hundreds of simulation years to sample a few…

Atmospheric and Oceanic Physics · Physics 2026-04-14 Justin Finkel , Paul A. O'Gorman

We seek statistical methods to study the occurrence of multiple rain types observed by satellite on a global scale. The main scientific interests are to relate rainfall occurrence with various atmospheric state variables and to study the…

Applications · Statistics 2018-01-03 Mikyoung Jun , Courtney Schumacher , R. Saravanan

Score-based modeling through stochastic differential equations (SDEs) has provided a new perspective on diffusion models, and demonstrated superior performance on continuous data. However, the gradient of the log-likelihood function, i.e.,…

Machine Learning · Computer Science 2023-03-07 Haoran Sun , Lijun Yu , Bo Dai , Dale Schuurmans , Hanjun Dai

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…

Diffusion models are a class of probabilistic generative models that have been widely used as a prior for image processing tasks like text conditional generation and inpainting. We demonstrate that these models can be adapted to make…

Machine Learning · Computer Science 2023-06-14 Marc Finzi , Anudhyan Boral , Andrew Gordon Wilson , Fei Sha , Leonardo Zepeda-Núñez

Short-range forecasts of precipitation fields are needed in a wealth of agricultural, hydrological, ecological and other applications. Forecasts from numerical weather prediction models are often biased and do not provide uncertainty…

Applications · Statistics 2009-01-23 Veronica J. Berrocal , Adrian E. Raftery , Tilmann Gneiting

Spreading processes are often modelled as a stochastic dynamics occurring on top of a given network with edge weights corresponding to the transmission probabilities. Knowledge of veracious transmission probabilities is essential for…

Social and Information Networks · Computer Science 2016-09-01 Andrey Y. Lokhov

We consider statistical inference for a class of dynamic mixed-effect models described by stochastic differential equations whose drift and diffusion coefficients simultaneously depend on fixed- and random-effect parameters. Assuming that…

Statistics Theory · Mathematics 2025-12-30 Maud Delattre , Hiroki Masuda

This paper proposes a physical-statistical modeling approach for spatio-temporal data arising from a class of stochastic convection-diffusion processes. Such processes are widely found in scientific and engineering applications where…

Applications · Statistics 2020-08-07 Xiao Liu , Kyongmin Yeo , Siyuan Lu

Many approaches to modelling reaction-diffusion systems with anomalous transport rely on deterministic equations and ignore fluctuations arising due to finite particle numbers. Starting from an individual-based model we use a…

Statistical Mechanics · Physics 2019-05-29 Joseph W. Baron , Tobias Galla

While diffusion models can successfully generate data and make predictions, they are predominantly designed for static images. We propose an approach for efficiently training diffusion models for probabilistic spatiotemporal forecasting,…

Machine Learning · Computer Science 2023-10-12 Salva Rühling Cachay , Bo Zhao , Hailey Joren , Rose Yu

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

There is substantial empirical and climatological evidence that precipitation extremes have become more extreme during the twentieth century, and that this trend is likely to continue as global warming becomes more intense. However,…

Rain introduces broadband and frequency-selective attenuation in wideband terahertz (THz) links, making it necessary to identify a compact spectral descriptor that captures how the dominant loss region evolves with rainfall conditions. This…

Applied Physics · Physics 2026-04-20 Yuheng Song , Wanzhu Chang , Kefeng Huang , Kaixin Sun , Chen Yao , Jianjun Ma

The first-passage time is a key concept in stochastic modeling, representing the time at which a process first reaches a specified threshold. In this work, we consider a jump-diffusion (JD) model with a time-dependent threshold, providing a…

Statistical Mechanics · Physics 2025-11-04 Sascha Desmettre , Devika Khurana , Amira Meddah

The areal modeling of the extremes of a natural process such as rainfall or temperature is important in environmental statistics; for example, understanding extreme areal rainfall is crucial in flood protection. This article reviews recent…

Methodology · Statistics 2012-08-17 A. C. Davison , S. A. Padoan , M. Ribatet

Present study aims to develop a predictive model for the average summer monsoon rainfall amount over India. The dataset made available by the Indian Institute of Tropical Meteorology, Pune, has been explored. To develop the predictive…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Surajit Chattopadhyay
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