相关论文: Causal Analysis at Extreme Quantiles with Applicat…

Extratropical cyclones are large-scale weather systems which are often the source of extreme weather events in Northern Europe, often leading to mass infrastructural damage and casualties. Such systems create a local vorticity maxima which…

Heavy tailed phenomena are naturally analyzed by extreme value statistics. A crucial step in such an analysis is the estimation of the extreme value index, which describes the tail heaviness of the underlying probability distribution. We…

A common bottleneck in evaluating extremal performance measures is that, due to their very nature, tail data are often very limited. The conventional approach selects the best probability distribution from tail data using parametric…

Confounding variables are a recurrent challenge for causal discovery and inference. In many situations, complex causal mechanisms only manifest themselves in extreme events, or take simpler forms in the extremes. Stimulated by data on…

Extreme weather events, like flooding, disrupt urban transportation networks by reducing speeds and capacities, and by closing roadways. These hazards create regime-dependent uncertainty in link performance and travel-time distribution…

Traffic accidents can be studied to mitigate the risk of further events. Recent advances in machine learning have provided an alternative way to study data associated with traffic accidents. New models achieve good generalization and high…

This paper investigates the use of extreme value theory for modelling the distribution of demand-net-of-wind for capacity adequacy assessment. Extreme value theory approaches are well-established and mathematically justified methods for…

In this letter, we propose a new routing strategy to improve the transportation efficiency on complex networks. Instead of using the routing strategy for shortest path, we give a generalized routing algorithm to find the so-called {\it…

We consider a single server queue that serves a finite population of $n$ customers that will enter the queue (require service) only once, also known as the $\Delta_{(i)}/G/1$ queue. This paper presents a method for analyzing heavy-traffic…

When a particle moves through a spatially-random force field, its momentum may change at a rate which grows with its speed. Suppose moreover that a thermal bath provides friction which gets weaker for large speeds, enabling high-energy…

The modelling of traffic flow using methods and models from physics has a long history. In recent years especially cellular automata models have allowed for large-scale simulations of large traffic networks faster than real time. On the…

The behavior of extreme observations is well-understood for time series or spatial data, but little is known if the data generating process is a structural causal model (SCM). We study the behavior of extremes in this model class, both for…

Learning the tail behavior of a distribution is a notoriously difficult problem. By definition, the number of samples from the tail is small, and deep generative models, such as normalizing flows, tend to concentrate on learning the body of…

In this paper, we investigate the extreme-value methodology, to propose an improved estimator of the conditional tail expectation ($CTE$) for a loss distribution with a finite mean but infinite variance. The present work introduces a new…

Causal questions are omnipresent in many scientific problems. While much progress has been made in the analysis of causal relationships between random variables, these methods are not well suited if the causal mechanisms only manifest…

Extreme events have an important role which is sometime catastrophic in a variety of natural phenomena including climate, earthquakes and turbulence, as well as in man-made environments like financial markets. Statistical analysis and…

Considering a Manhattan mobility model in vehicle-to-vehicle networks, this work studies a power minimization problem subject to second-order statistical constraints on latency and reliability, captured by a network-wide maximal data queue…

We use a very simple description of human driving behavior to simulate traffic. The regime of maximum vehicle flow in a closed system shows near-critical behavior, and as a result a sharp decrease of the predictability of travel time. Since…

Traffic congestion continues to escalate with urbanization and socioeconomic development, necessitating advanced modeling to understand and mitigate its impacts. In large-scale networks, traffic congestion can be studied using cascade…

Heavy-tailed or power-law distributions are becoming increasingly common in biological literature. A wide range of biological data has been fitted to distributions with heavy tails. Many of these studies use simple fitting methods to find…