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Extreme value analysis is an essential methodology in the study of rare and extreme events, which hold significant interest in various fields, particularly in the context of environmental sciences. Models that employ the exceedances of…

Methodology · Statistics 2025-07-16 Lorenzo Dell'Oro , Carlo Gaetan

Environmental and climate processes are often distributed over large space-time domains. Their complexity and the amount of available data make modelling and analysis a challenging task. Statistical modelling of environment and climate data…

Methodology · Statistics 2019-10-02 Behnaz Pirzamanbein

The effective theory of low frequency fluctuations of selfinteracting scalar fields is constructed in the broken symmetry phase. The theory resulting from integrating fluctuations with frequencies much above the spontanously generated mass…

High Energy Physics - Phenomenology · Physics 2007-05-23 A. Patkos , Zs. Szep

Modeling a precipitation field is challenging due to its intermittent and highly scale-dependent nature. Motivated by the features of high-frequency precipitation data from a network of rain gauges, we propose a threshold space-time $t$…

Applications · Statistics 2016-02-10 Ying Sun , Michael L. Stein

We present a simple discrete model for the non-linear spatial interaction of different kinds of ``subpopulations'' composed of identical moving entities like particles, bacteria, individuals, etc. The model allows to mimic a variety of…

Statistical Mechanics · Physics 2007-05-23 Dirk Helbing , Tadeusz Platkowski

Many real-world networks of interest are embedded in physical space. We present a new random graph model aiming to reflect the interplay between the geometries of the graph and of the underlying space. The model favors configurations with…

Probability · Mathematics 2017-06-14 Jean-Christophe Mourrat , Daniel Valesin

Nonlinear dynamical stochastic models are ubiquitous in different areas. Excitable media models are typical examples with large state dimensions. Their statistical properties are often of great interest but are also very challenging to…

Statistics Theory · Mathematics 2019-01-29 Nan Chen , Andrew J. Majda , Xin T. Tong

We develop a spatio-temporal model to forecast sensor output at five locations in North East England. The signal is described using coupled dynamic linear models, with spatial effects specified by a Gaussian process. Data streams are…

Applications · Statistics 2018-06-15 Yingying Lai , Andrew Golightly , Richard Boys

We develop and analyze a random field model for the reconstruction of turbulent velocity fluctuations from inhomogeneous characteristic flow quantities provided by RANS simulations that is accessible to both a rigorous analytical validation…

Probability · Mathematics 2026-04-30 Markus Antoni , Quinten Kürpick , Felix Lindner , Nicole Marheineke , Raimund Wegener

The expressions for average densities of currents and charges induced by a weak electromagnetic field in spatially inhomogeneous systems are obtained. The case of finite temperatures is considered. It is shown that average values are…

Mesoscale and Nanoscale Physics · Physics 2016-08-31 I. G. Lang , L. I. Korovin , S. T. Pavlov

Spatially distributed problems are often approximately modelled in terms of partial differential equations (PDEs) for appropriate coarse-grained quantities (e.g. concentrations). The derivation of accurate such PDEs starting from finer…

Quantitative Methods · Quantitative Biology 2009-11-13 Liang Qiao , Radek Erban , C. T. Kelley , Ioannis G. Kevrekidis

Spatio-temporal models are widely used in many research areas including ecology. The recent proliferation of the use of in-situ sensors in streams and rivers supports space-time water quality modelling and monitoring in near real-time. A…

When making inferences concerning the environment, ground truthed data will frequently be available as point referenced (geostatistical) observations that are clustered into multiple sites rather than uniformly spaced across the area of…

Applications · Statistics 2016-08-02 Benjamin R. Fitzpatrick , David W. Lamb , Kerrie Mengersen

As the role played by statistical and computational sciences in climate and environmental modelling and prediction becomes more important, Machine Learning researchers are becoming more aware of the relevance of their work to help tackle…

Machine Learning · Statistics 2020-12-23 Federico Amato , Fabian Guignard , Sylvain Robert , Mikhail Kanevski

The probability distribution of the closest neighbor and farther neighbor spacings from a given level have been studied for interacting fermion/boson systems with and without spin degree of freedom constructed using an embedded GOE of one…

Statistical Mechanics · Physics 2021-03-16 Priyanka Rao , H. N. Deota , N. D. Chavda

In environmental applications of extreme value statistics, the underlying stochastic process is often modeled either as a max-stable process in continuous time/space or as a process in the domain of attraction of such a max-stable process.…

Statistics Theory · Mathematics 2018-02-13 Holger Drees , Laurens de Haan , Feridun Turkman

Spectral estimation (SE) aims to identify how the energy of a signal (e.g., a time series) is distributed across different frequencies. This can become particularly challenging when only partial and noisy observations of the signal are…

Machine Learning · Statistics 2019-01-15 Felipe Tobar

In this article, we develop fully Bayesian, copula-based, spatial-statistical models for large, noisy, incomplete, and non-Gaussian spatial data. Our approach includes novel constructions of copulas that accommodate a spatial-random-effects…

Methodology · Statistics 2025-11-05 Alan Pearse , David Gunawan , Noel Cressie

Geographic Information Systems (GIS) and related technologies have generated substantial interest among statisticians with regard to scalable methodologies for analyzing large spatial datasets. A variety of scalable spatial process models…

Machine Learning · Statistics 2021-09-10 Sudipto Banerjee

A problem of current interest is the estimation of spatially distributed processes at locations where measurements are missing. Linear interpolation methods rely on the Gaussian assumption, which is often unrealistic in practice, or…

Data Analysis, Statistics and Probability · Physics 2013-01-09 Milan Žukovič , Dionissios T. Hristopulos