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A proper channel modeling methodology that characterizes the statistics of extreme events is key in the design of a system at an ultra-reliable regime of operation. The strict constraint of ultra-reliability corresponds to the packet error…

信号处理 · 电气工程与系统科学 2024-01-12 Niloofar Mehrnia , Sinem Coleri

A key building block in the design of ultra-reliable communication systems is a wireless channel model that captures the statistics of rare events occurring due to significant fading. In this paper, we propose a novel methodology based on…

信号处理 · 电气工程与系统科学 2024-01-12 Niloofar Mehrnia , Sinem Coleri

Statistical inference for extreme values of random events is difficult in practice due to low sample sizes and inaccurate models for the studied rare events. If prior knowledge for extreme values is available, Bayesian statistics can be…

统计方法学 · 统计学 2022-05-18 Tobias Kallehauge

Motivated by the analysis of extreme rainfall data, we introduce a general Bayesian hierarchical model for estimating the probability distribution of extreme values of intermittent random sequences, a common problem in geophysical and…

统计方法学 · 统计学 2020-05-26 Enrico Zorzetto , Antonio Canale , Marco Marani

Machine learning is vital in high-stakes domains, yet conventional validation methods rely on averaging metrics like mean squared error (MSE) or mean absolute error (MAE), which fail to quantify extreme errors. Worst-case prediction…

机器学习 · 计算机科学 2025-04-01 Umberto Michelucci , Francesca Venturini

Ultra-reliable low-latency communications (URLLC) require innovative approaches to modeling channel and interference dynamics, extending beyond traditional average estimates to encompass entire statistical distributions, including rare and…

系统与控制 · 电气工程与系统科学 2025-01-22 Fateme Salehi , Aamir Mahmood , Sinem Coleri , Mikael Gidlund

Rare events can potentially occur in many applications. When manifested as opportunities to be exploited, risks to be ameliorated, or certain features to be extracted, such events become of paramount significance. Due to their sporadic…

信息论 · 计算机科学 2012-10-10 Ali Tajer , H. Vincent Poor

This paper introduces a sophisticated and adaptable framework combining extreme value theory with radio maps to spatially model extreme channel conditions accurately. Utilising existing signal-to-noise ratio (SNR) measurements and…

网络与互联网体系结构 · 计算机科学 2024-04-09 Dian Echevarría Pérez , Onel L. Alcaraz López , Hirley Alves

This paper proposes exploiting the spatial correlation of wireless channel statistics beyond the conventional received signal strength maps by constructing statistical radio maps to predict any relevant channel statistics to assist…

信号处理 · 电气工程与系统科学 2022-08-17 Tobias Kallehauge , Pablo Ramìrez-Espinosa , Anders E. Kalør , Christophe Biscio , Petar Popovski

The Ultra-Reliable Low-Latency Communications (URLLC) paradigm in sixth-generation (6G) systems heavily relies on precise channel modeling, especially when dealing with rare and extreme events within wireless communication channels. This…

信号处理 · 电气工程与系统科学 2024-01-22 Parmida Valiahdi , Sinem Coleri

Transition path sampling is a method for estimating the rates of rare events in molecular systems based on the gradual transformation of a path distribution containing a small fraction of reactive trajectories into a biased distribution in…

统计力学 · 物理学 2015-10-28 Pierre Terrier , Mihai-Cosmin Marinica , Manuel Athènes

Diversity schemes play a vital role in improving the performance of ultra-reliable communication systems by transmitting over two or more communication channels to combat fading and co-channel interference. Determining an appropriate…

信息论 · 计算机科学 2024-01-12 Niloofar Mehrnia , Sinem Coleri

Extreme floods cause casualties, and widespread damage to property and vital civil infrastructure. We here propose a Bayesian approach for predicting extreme floods using the generalized extreme-value (GEV) distribution within gauged and…

统计方法学 · 统计学 2021-04-07 Árni V. Johannesson , Stefan Siegert , Raphaël Huser , Haakon Bakka , Birgir Hrafnkelsson

Extreme Value Theory (EVT) is one of the most commonly used approaches in finance for measuring the downside risk of investment portfolios, especially during financial crises. In this paper, we propose a novel approach based on EVT called…

综合经济学 · 经济学 2020-11-16 Hamidreza Arian , Hossein Poorvasei , Azin Sharifi , Shiva Zamani

Conventional methods for extreme event estimation rely on well-chosen parametric models asymptotically justified from extreme value theory (EVT). These methods, while powerful and theoretically grounded, could however encounter a difficult…

统计方法学 · 统计学 2023-01-05 Yuanlu Bai , Henry Lam , Xinyu Zhang

Rare variants are hypothesized to be largely responsible for heritability and susceptibility to disease in humans. So rare variants association studies hold promise for understanding disease. Conversely though, the rareness of the variants…

统计方法学 · 统计学 2021-12-06 Lorenzo Masoero , Joshua Schraiber , Tamara Broderick

Data-driven anomaly detection methods typically build a model for the normal behavior of the target system, and score each data instance with respect to this model. A threshold is invariably needed to identify data instances with high (or…

机器学习 · 统计学 2019-10-09 Sreelekha Guggilam , S. M. Arshad Zaidi , Varun Chandola , Abani Patra

Ultra-reliable low latency communication (URLLC) requires the packet error rate to be on the order of $10^{-9}$-$10^{-5}$. Determining the appropriate transmission rate to satisfy this ultra-reliability constraint requires deriving the…

信息论 · 计算机科学 2024-01-12 Niloofar Mehrnia , Sinem Coleri

We study rare events in networks with both internal and external noise, and develop a general formalism for analyzing rare events that combines pair-quenched techniques and large-deviation theory. The probability distribution, shape, and…

物理与社会 · 物理学 2018-02-27 J. Hindes , I. B. Schwartz

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…

统计方法学 · 统计学 2025-07-16 Lorenzo Dell'Oro , Carlo Gaetan
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