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Modelling of precipitation and its extremes is important for urban and agriculture planning purposes. We present a method for producing spatial predictions and measures of uncertainty for spatio-temporal data that is heavy-tailed and…

应用统计 · 统计学 2014-11-19 Yang Liu , Philip Kokic

Motivated by better modeling of intra-individual variability in longitudinal data, we propose a class of location-scale mixed effects models, in which the data of each individual is modeled by a parameter-varying generalized hyperbolic…

统计理论 · 数学 2023-03-13 Yuki Fujinaga , Hiroki Masuda

Quantifying changes in the probability and magnitude of extreme flooding events is key to mitigating their impacts. While hydrodynamic data are inherently spatially dependent, traditional spatial models such as Gaussian processes are poorly…

统计方法学 · 统计学 2024-05-06 Reetam Majumder , Brian J. Reich , Benjamin A. Shaby

In this paper, we propose improved estimation method for logistic regression based on subsamples taken according the optimal subsampling probabilities developed in Wang et al. 2018 Both asymptotic results and numerical results show that the…

统计方法学 · 统计学 2021-06-24 HaiYing Wang

The most adopted definition of landslide hazard combines spatial information about landslide location (susceptibility), threat (intensity), and frequency (return period). Only the first two elements are usually considered and estimated when…

机器学习 · 计算机科学 2024-01-26 Ashok Dahal , Raphaël Huser , Luigi Lombardo

Due to complex physical phenomena, the distribution of heavy rainfall events is difficult to model spatially. Physically based numerical models can often provide physically coherent spatial patterns, but may miss some important…

应用统计 · 统计学 2020-03-13 Marco Oesting , Philippe Naveau

We develop new flexible univariate models for light-tailed and heavy-tailed data, which extend a hierarchical representation of the generalized Pareto (GP) limit for threshold exceedances. These models can accommodate departure from…

统计方法学 · 统计学 2020-09-14 Rishikesh Yadav , Raphaël Huser , Thomas Opitz

The hazard of pluvial flooding is largely influenced by the spatial and temporal dependence characteristics of precipitation. When extreme precipitation possesses strong spatial dependence, the risk of flooding is amplified due to catchment…

应用统计 · 统计学 2020-08-03 Gregory P. Bopp , Benjamin A. Shaby , Chris E. Forest , Alfonso Mejía

This paper develops a unified and computationally efficient method for change-point estimation along the time dimension in a non-stationary spatio-temporal process. By modeling a non-stationary spatio-temporal process as a piecewise…

统计方法学 · 统计学 2023-10-09 Zifeng Zhao , Ting Fung Ma , Wai Leong Ng , Chun Yip Yau

Spatial data are often derived from multiple sources (e.g. satellites, in-situ sensors, survey samples) with different supports, but associated with the same properties of a spatial phenomenon of interest. It is common for predictors to…

The problem of validating or criticising models for georeferenced data is challenging, since the conclusions can vary significantly depending on the locations of the validation set. This work proposes the use of cross-validation techniques…

统计计算 · 统计学 2018-02-19 Viviana G R Lobo , Thaís C O da Fonseca , Fernando A S Moura

We obtain an asymptotic normality result that reveals the precise asymptotic behavior of the maximum likelihood estimators of parameters for a very general class of linear mixed models containing cross random effects. In achieving the…

统计理论 · 数学 2026-02-10 Jiming Jiang , Matt P. Wand , Swarnadip Ghosh

The Markov-modulated Poisson process is utilised for count modelling in a variety of areas such as queueing, reliability, network and insurance claims analysis. In this paper, we extend the Markov-modulated Poisson process framework through…

风险管理 · 定量金融 2020-08-06 Benjamin Avanzi , Greg Taylor , Bernard Wong , Alan Xian

When assessing the impact of extreme events, it is often not just a single component, but the combined behaviour of several components which is important. Statistical modelling using multivariate generalized Pareto (GP) distributions…

统计方法学 · 统计学 2018-02-07 Anna Kiriliouk , Holger Rootzén , Johan Segers , Jennifer L. Wadsworth

The identification of accident hot spots is a central task of road safety management. Bayesian count data models have emerged as the workhorse method for producing probabilistic rankings of hazardous sites in road networks. Typically, these…

应用统计 · 统计学 2020-09-16 Rico Krueger , Prateek Bansal , Prasad Buddhavarapu

Landslides are notoriously difficult to predict because numerous spatially and temporally varying factors contribute to slope stability. Artificial neural networks (ANN) have been shown to improve prediction accuracy but are largely…

机器学习 · 计算机科学 2023-03-14 Khaled Youssef , Kevin Shao , Seulgi Moon , Louis-Serge Bouchard

The analysis of spatial extremes requires the joint modeling of a spatial process at a large number of stations and max-stable processes have been developed as a class of stochastic processes suitable for studying spatial extremes. Spatial…

统计方法学 · 统计学 2012-09-28 Soyoung Jeon , Richard L. Smith

This paper extends Bayesian mortality projection models for multiple populations considering the stochastic structure and the effect of spatial autocorrelation among the observations. We explain high levels of overdispersion according to…

统计方法学 · 统计学 2021-03-08 Zhen Liu , Xiaoqian Sun , Yu-Bo Wang

Landslides are a recurring, widespread hazard. Preparation and mitigation efforts can be aided by a high-quality, large-scale dataset that covers global at-risk areas. Such a dataset currently does not exist and is impossible to construct…

计算机视觉与模式识别 · 计算机科学 2024-03-26 Savinay Nagendra , Chaopeng Shen , Daniel Kifer

Data on count processes arise in a variety of applications, including longitudinal, spatial and imaging studies measuring count responses. The literature on statistical models for dependent count data is dominated by models built from…

统计方法学 · 统计学 2013-10-08 Antonio Canale , David B. Dunson