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Stochastic simulation has been widely used to analyze the performance of complex stochastic systems and facilitate decision making in those systems. Stochastic simulation is driven by the input model, which is a collection of probability…

风险管理 · 定量金融 2020-02-14 Tianyi Liu , Enlu Zhou

Ensemble forecasts of weather and climate are subject to systematic biases in the ensemble mean and variance, leading to inaccurate estimates of the forecast mean and variance. To address these biases, ensemble forecasts are post-processed…

应用统计 · 统计学 2016-05-25 Stefan Siegert , Philip G. Sansom , Robin Williams

Statistical methods are proposed to select homogeneous locations when analyzing spatial block maxima data, such as in extreme event attribution studies. The methods are based on classical hypothesis testing using Wald-type test statistics,…

统计方法学 · 统计学 2023-01-18 Leandra Zanger , Axel Bücher , Frank Kreienkamp , Philip Lorenz , Jordis Tradowsky

Statistical modeling of multivariate and spatial extreme events has attracted broad attention in various areas of science. Max-stable distributions and processes are the natural class of models for this purpose, and many parametric families…

统计方法学 · 统计学 2017-08-09 Clement Dombry , Sebastian Engelke , Marco Oesting

Many rare weather events, including hurricanes, droughts, and floods, dramatically impact human life. To accurately forecast these events and characterize their climatology requires specialized mathematical techniques to fully leverage the…

大气与海洋物理 · 物理学 2020-07-15 Justin Finkel , Dorian Abbot , Jonathan Weare

This paper introduces a novel approach to quantifying ecological resilience in biological systems, particularly focusing on noisy systems responding to episodic disturbances with sudden adaptations. Incorporating concepts from…

定量方法 · 定量生物学 2024-12-24 Jorge M. Ramirez , Juan M. Restrepo , Valerio Lucarini , David Weston

In statistical exercises where there are several candidate models, the traditional approach is to select one model using some data driven criterion and use that model for estimation, testing and other purposes, ignoring the variability of…

统计理论 · 数学 2008-12-18 Snigdhansu Chatterjee , Nitai D. Mukhopadhyay

The bootstrap, introduced by Efron (1982), has become a very popular method for estimating variances and constructing confidence intervals. A key insight is that one can approximate the properties of estimators by using the empirical…

统计方法学 · 统计学 2019-01-29 Guido Imbens , Konrad Menzel

Predicting future probable values of model parameters, is an essential pre-requisite for assessing model decision reliability in an uncertain environment. Scenario Analysis is a methodology for modelling uncertainty in water resources…

统计方法学 · 统计学 2013-04-17 Seyed Hamed Alemohammad , Reza Ardakanian , Akbar Karimi

This article analyzes the problem of estimating the time until an event occurs, also known as survival modeling. We observe through substantial experiments on large real-world datasets and use-cases that populations are largely…

机器学习 · 计算机科学 2019-05-13 David Hubbard , Benoit Rostykus , Yves Raimond , Tony Jebara

Anthropogenic climate change (ACC) is altering the frequency and intensity of extreme weather events. Attributing individual extreme events (EEs) to ACC is becoming crucial to assess the risks of climate change. Traditional attribution…

大气与海洋物理 · 物理学 2024-08-30 Bernat Jiménez-Esteve , David Barriopedro , Juan Emmanuel Johnson , Ricardo Garcia-Herrera

Population attributable fractions aim to quantify the proportion of the cases of an outcome (for example, a disease) that would have been avoided had no individuals in the population been exposed to a given exposure. This quantity thus…

Recently, deep learning has emerged as a promising tool for statistical downscaling, the set of methods for generating high-resolution climate fields from coarse low-resolution variables. Nevertheless, their ability to generalize to climate…

机器学习 · 计算机科学 2023-05-03 Jose González-Abad , Jorge Baño-Medina

Information-theoretic quantities, such as entropy, are used to quantify the amount of information a given variable provides. Entropies can be used together to compute the mutual information, which quantifies the amount of information two…

数据分析、统计与概率 · 物理学 2014-12-22 Kevin H. Knuth , Deniz Gençağa , William B. Rossow

Climate models robustly imply that some significant change in precipitation patterns will occur. Models consistently project that the intensity of individual precipitation events increases by approximately 6-7%/K, following the increase in…

应用统计 · 统计学 2016-12-21 Won Chang , Michael L. Stein , Jiali Wang , V. Rao Kotamarthi , Elisabeth J. Moyer

In recent environmental studies extreme events have a great impact. The yearly and monthly maxima of environment related indices can be analysed by the tools of extreme value theory. For instance, the monthly maxima of the fire weather…

统计方法学 · 统计学 2020-03-20 László Németh , Zuzana Hübnerová , András Zempléni

In the present paper we demonstrate the results of a statistical analysis of some characteristics of precipitation events and propose a kind of a theoretical explanation of the proposed models in terms of mixed Poisson and mixed exponential…

概率论 · 数学 2018-06-28 V. Yu. Korolev , A. K. Gorshenin , S. K. Gulev , K. P. Belyaev , A. A. Grusho

Complex numerical weather prediction models incorporate a variety of physical processes, each described by multiple alternative physical schemes with specific parameters. The selection of the physical schemes and the choice of the…

数值分析 · 计算机科学 2018-02-23 Azam Moosavi , Vishwas Rao , Adrian Sandu

Clustered data arise naturally in many scientific and applied research settings where units are grouped within clusters. They are commonly analyzed using linear mixed models to account for within-cluster correlations. This article focuses…

统计方法学 · 统计学 2025-10-10 Zhi Yang Tho , Raymond Chambers , A. H. Welsh

Rainfall is an important component of the climate system and its statistical properties are vital for prediction purposes. In this study, we have developed a statistical method for constructing the distribution of annual precipitation. The…

大气与海洋物理 · 物理学 2024-05-24 Yosef Ashkenazy , Naftali R. Smith