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The Chain-Ladder (CL) method remains the dominant macro-level technique for claims reserving in non-life insurance, yet its classical formulation lacks a coherent probabilistic foundation. Existing stochastic extensions-including the Mack…
We study the distributions of earthquake numbers in two global catalogs: Global Centroid-Moment Tensor and Preliminary Determinations of Epicenters. These distributions are required to develop the number test for forecasts of future seismic…
We discuss various statistical distributions of earthquake numbers. Previously we derived several discrete distributions to describe earthquake numbers for the branching model of earthquake occurrence: these distributions are the Poisson,…
We examine the applicability of modern neural network architectures to the midterm prediction of earthquakes. Our data-based classification model aims to predict if an earthquake with the magnitude above a threshold takes place at a given…
The ground motion prediction equation is commonly used to predict the seismic intensity distribution. However, it is not easy to apply this method to seismic distributions affected by underground plate structures, which are commonly known…
Bayesian neural networks (BNN) are the probabilistic model that combines the strengths of both neural network (NN) and stochastic processes. As a result, BNN can combat overfitting and perform well in applications where data is limited.…
Frequency-magnitude distributions, and their associated uncertainties, are of key importance in statistical seismology. When fitting these distributions, the assumption of Gaussian residuals is invalid since event numbers are both discrete…
Forecasting the full distribution of the number of earthquakes is revealed to be inherently superior to forecasting their mean. Forecasting the full distribution of earthquake numbers is also shown to yield robust projections in the…
The negative binomial distribution has been widely used as a more flexible model than the Poisson distribution for count data. However, when the true data-generating process is Poisson, it is often challenging to distinguish it from a…
In a recent study (Jozinovi\'c et al, 2020) we showed that convolutional neural networks (CNNs) applied to network seismic traces can be used for rapid prediction of earthquake peak ground motion intensity measures (IMs) at distant stations…
Statistical tests of earthquake predictions require a null hypothesis to model occasional chance successes. To define and quantify `chance success' is knotty. Some null hypotheses ascribe chance to the Earth: Seismicity is modeled as…
Forecast models in statistical seismology are commonly evaluated with log-likelihood scores of the full distribution P(n) of earthquake numbers, yet heavy tails and out-of-range observations can bias model ranking. We develop a tail-aware…
A new method for estimating tropical cyclone track uncertainty is presented and tested. This method uses a neural network to predict a bivariate normal distribution, which serves as an estimate for track uncertainty. We train the network…
Negative binomial regression is commonly employed to analyze overdispersed count data. With small to moderate sample sizes, the maximum likelihood estimator of the dispersion parameter may be subject to a significant bias, that in turn…
The seemingly disjoint problems of count and mixture modeling are united under the negative binomial (NB) process. A gamma process is employed to model the rate measure of a Poisson process, whose normalization provides a random probability…
Earthquakes are among the most immediate and deadly natural disasters that humans face. Accurately forecasting the extent of earthquake damage and assessing potential risks can be instrumental in saving numerous lives. In this study, we…
The generalized negative binomial distribution (GNB) is a new flexible family of discrete distributions that are mixed Poisson laws with the mixing generalized gamma (GG) distributions. This family of discrete distributions is very wide and…
In recent years, deep neural networks have significantly impacted the seismic interpretation process. Due to the simple implementation and low interpretation costs, deep neural networks are an attractive component for the common…
Accurate statistical models of neural spike responses can characterize the information carried by neural populations. But the limited samples of spike counts during recording usually result in model overfitting. Besides, current models…
We evaluate the forecasting performance of a deep learning model, originally introduced as a pattern-extraction framework, that operates on the spatiotemporal evolution of seismic b-values in a short-term forecasting context. Model output…