Related papers: Controlling the rain fall statistics using Mean-Re…
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…
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…
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…
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…
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.,…
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…
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…
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…
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…
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…
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…
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,…
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…
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…
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…
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…
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…