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This paper introduces a novel measure to quantify the directional dependence of extreme events between two variables. The proposed approach is designed to capture asymmetric tail dependence by studying conditional tail expectations of…
Data-driven modeling and machine learning are widely used to model the behavior of dynamic systems. One application is the residual evaluation of technical systems where model predictions are compared with measurement data to create…
Learning processes by exploiting restricted domain knowledge is an important task across a plethora of scientific areas, with more and more hybrid training methods additively combining data-driven and model-based approaches. Although the…
We propose a segment description for turbulent solutions to evolution equations in an effort to develop an effective description rather than the classical Reynolds average. The new description has connections with symbolic dynamics and…
The paper introduces a new regression model designed for situations where both the response and covariates are non-stationary extremes. This method is specifically designed for situations where both the response variable and covariates are…
Non-probability sampling, for example in the form of online panels, has become a fast and cheap method to collect data. While reliable inference tools are available for classical probability samples, non-probability samples can yield…
In this perspective, we consider the development of statistical hydrodynamics, focusing on the way in which the intrinsic stochasticity of turbulent phenomena was identified and is being explored. A major purpose of our discussion is to…
Extreme events, such as market crashes, natural disasters, and pandemics, are rare but catastrophic, often triggering cascading failures across interconnected systems. Accurate prediction and early warning can help minimize losses and…
Many data problems contain some reference or normal conditions, upon which to compare newly collected data. This scenario occurs in data collected as part of clinical trials to detect adverse events, or for measuring climate change against…
Most research designing novel predictive models, or employing existing ones, assumes that training and testing data are independent and identically distributed. In practice, the data encountered at serving time often deviate from the…
The coarse spatial resolution of gridded climate models, such as general circulation models, limits their direct use in projecting socially relevant variables like extreme precipitation. Most downscaling methods estimate the conditional…
In a statistical analysis in Particle Physics, nuisance parameters can be introduced to take into account various types of systematic uncertainties. The best estimate of such a parameter is often modeled as a Gaussian distributed variable…
As predictive algorithms grow in popularity, using the same dataset to both train and test a new model has become routine across research, policy, and industry. Sample-splitting attains valid inference on model properties by using separate…
Random walk subject to random drive has been extensively employed as a model for physical and biological processes. While equilibrium statistical physics has yielded significant insights into the distributions of dynamical fixed points of…
Trophic coherence and non-normality are both ways of describing the overall directionality of directed graphs, or networks. Trophic coherence can be regarded as a measure of how neatly a graph can be divided into distinct layers, whereas…
Projections of extreme sea levels (ESLs) are critical for managing coastal risks, but are made complicated by deep uncertainties. One key uncertainty is the choice of model structure used to estimate coastal hazards. Differences in model…
Urban outputs often scale superlinearly with city population. A difficulty in understanding the mechanism of this phenomenon is that different outputs differ considerably in their scaling behaviors. Here, we formulate a physics-based model…
The assessment of regression models with discrete outcomes is challenging and has many fundamental issues. With discrete outcomes, standard regression model assessment tools such as Pearson and deviance residuals do not follow the…
In this article, a new model based on techniques of differential equations is introduced to predict the athletic performance based training load and a data sample of the physical form of athletes arises. This model is an extension of the…
Generating high quality uncertainty estimates for sequential regression, particularly deep recurrent networks, remains a challenging and open problem. Existing approaches often make restrictive assumptions (such as stationarity) yet still…