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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

Numerous organisations collect data in the Great Barrier Reef (GBR), but they are rarely analysed together due to different program objectives, methods, and data quality. We developed a weighted spatiotemporal Bayesian model and used it to…

In situations where both extreme and non-extreme data are of interest, modelling the whole data set accurately is important. In a univariate framework, modelling the bulk and tail of a distribution has been extensively studied before.…

统计方法学 · 统计学 2023-10-11 Lídia M. André , Jennifer L. Wadsworth , Adrian O'Hagan

The return distributions of the coherent noise model are studied for the system size independent case. It is shown that, in this case, these distributions are in the shape of q-Gaussians, which are the standard distributions obtained in…

统计力学 · 物理学 2011-05-30 Ahmet Celikoglu , Ugur Tirnakli , Silvio M. Duarte Queiros

Our goal is to develop a Bayesian model averaging technique in linear regression models that accommodates heavier tailed error densities than the normal distribution. Motivated by the use of the Huber loss function in the presence of…

统计方法学 · 统计学 2024-11-26 Shamriddha De , Joyee Ghosh

Classical models for multivariate or spatial extremes are mainly based upon the asymptotically justified max-stable or generalized Pareto processes. These models are suitable when asymptotic dependence is present, i.e., the joint tail…

统计方法学 · 统计学 2021-05-13 Zhongwei Zhang , Raphaël Huser , Thomas Opitz , Jennifer L. Wadsworth

Modelling of precipitation, including extremes, is important for hydrological and agricultural applications. Traditionally, because of large sample properties for data over a large threshold value, generalised Pareto (GP) distributions are…

应用统计 · 统计学 2014-11-11 Yang Liu , Philip Kokic , K. Shuvo Bakar

We develop a mixture model for transition density approximation, together with soft model selection, in the presence of noisy and heterogeneous nonlinear dynamics. Our model builds on the Gaussian mixture transition distribution (MTD) model…

统计方法学 · 统计学 2021-06-03 Matthew Heiner , Athanasios Kottas

This paper investigates the problem of adaptive detection of distributed targets in power heterogeneous clutter. In the considered scenario, all the data share the identical structure of clutter covariance matrix, but with varying and…

统计方法学 · 统计学 2024-10-10 Daipeng Xiao , Weijian Liu , Jun Liu , Lingyan Dai , Xueli Fang , Jianjun Ge

The q-Gaussians are a class of stable distributions which are present in many scientific fields, and that behave as heavy tailed distributions for an especific range of q values. The identification of these values, which are used in the…

数据分析、统计与概率 · 物理学 2015-06-11 E. L de Santa Helena , C. M. Nascimento , G. J. L. Gerhardt

A stochastic subgrid-scale parameterization based on the Ruelle's response theory and proposed in Wouters and Lucarini [2012] is tested in the context of a low-order coupled ocean-atmosphere model for which a part of the atmospheric modes…

大气与海洋物理 · 物理学 2017-01-18 Jonathan Demaeyer , Stéphane Vannitsem

The geometric mean is shown to be an appropriate statistic for the scale of a heavy-tailed coupled Gaussian distribution or equivalently the Student's t distribution. The coupled Gaussian is a member of a family of distributions…

统计方法学 · 统计学 2018-11-14 Kenric P. Nelson , Mark A. Kon , Sabir R. Umarov

In this paper, we investigate full-wave computed radar tomography (CRT) using a rubble-pile asteroid model in which a realistic shape (Itokawa) is coupled with a synthetic material composition and structure model. The aim is to show that…

地球与行星天体物理 · 物理学 2019-09-12 Liisa-Ida Sorsa , Mika Takala , Patrick Bambach , Jakob Deller , Esa Vilenius , Sampsa Pursiainen

The Sixth Data Release (DR6) in the Sloan Digital Sky Survey (SDSS) provides more photometric regions, new features and more accurate data around globular cluster Palomar 5. A new method, Back Propagation Neural Network (BPNN), is used to…

天体物理仪器与方法 · 物理学 2011-05-19 H. Zou , Z. -Y. Wu , J. Ma , X. Zhou

In this work, a coarse-grained (CG) model of carbon nanotube (CNT) reinforced polymer matrix composites is developed. A distinguishing feature of the CG model is the ability to capture interactions between polymer chains and nanotubes. The…

应用物理 · 物理学 2017-04-25 Behrouz Arash , Harold S. Park , Timon Rabczuk

The tailored coupled cluster (TCC) approach is a promising ansatz that preserves the simplicity of single-reference coupled cluster theory, while incorporating a multi-reference wave function through amplitudes obtained from a preceding…

化学物理 · 物理学 2021-01-07 Maximilian Mörchen , Leon Freitag , Markus Reiher

It is shown, using direct numerical simulations and laboratory experiments data, that distributed chaos is often tuned to large scale coherent motions in anisotropic inhomogeneous turbulence. The examples considered are: fully developed…

流体动力学 · 物理学 2016-10-26 A. Bershadskii

We developed a method based on crossed polarizers to observe high-contrast coherent population trapping (CPT) resonance. Since crossed polarizers have a simple optical system, our method is suitable for chip-scale atomic clocks (CSACs). We…

原子物理 · 物理学 2014-12-16 Yuichiro Yano , Shigeyoshi Goka

Taylor dispersion analysis is an increasingly popular characterization method that measures the diffusion coefficient, and hence the hydrodynamic radius, of (bio)polymers, nanoparticles or even small molecules. In this work, we describe an…

软凝聚态物质 · 物理学 2014-08-27 Luca Cipelletti , Jean-Philippe Biron , Michel Martin , Hervé Cottet

We propose a mixture of latent trait models with common slope parameters (MCLT) for model-based clustering of high-dimensional binary data, a data type for which few established methods exist. Recent work on clustering of binary data, based…

统计方法学 · 统计学 2017-10-09 Yang Tang , Ryan P. Browne , Paul D. McNicholas
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