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We introduce methodology to bridge scenario analysis and model-based risk forecasting, leveraging their respective strengths in policy settings. Our Bayesian framework addresses the fundamental challenge of reconciling judgmental narrative…

计量经济学 · 经济学 2025-05-09 Tobias Adrian , Domenico Giannone , Matteo Luciani , Mike West

Structural damage due to excessive loading or environmental degradation typically occurs in localized areas in the absence of collapse. This prior information about the spatial sparseness of structural damage is exploited here by a…

应用统计 · 统计学 2015-03-29 Yong Huang , James L. Beck

The hazard function is central to the formulation of commonly used survival regression models such as the proportional hazards and accelerated failure time models. However, these models rely on a shared baseline hazard, which, when…

统计方法学 · 统计学 2025-12-19 J. A. Christen , F. J. Rubio

Crash prediction is a critical component of road safety analyses. A widely adopted approach to crash prediction is application of regression based techniques. The underlying calibration process is often time-consuming, requiring significant…

机器学习 · 计算机科学 2018-12-20 Guangyuan Pan , Liping Fu , Lalita Thakali , Matthew Muresan , Ming Yu

We focus on improving the accuracy of an approximate model of a multiscale dynamical system that uses a set of parameter-dependent terms to account for the effects of unresolved or neglected dynamics on resolved scales. We start by…

计算物理 · 物理学 2019-06-26 Balasubramanya T. Nadiga , Chiyu Jiang , Daniel Livescu

We consider finite-horizon Markov Decision Processes where parameters, such as transition probabilities, are unknown and estimated from data. The popular distributionally robust approach to addressing the parameter uncertainty can sometimes…

系统与控制 · 电气工程与系统科学 2022-10-07 Yifan Lin , Yuxuan Ren , Enlu Zhou

Counterfactual explanations utilize feature perturbations to analyze the outcome of an original decision and recommend an actionable recourse. We argue that it is beneficial to provide several alternative explanations rather than a single…

机器学习 · 计算机科学 2023-01-24 Natraj Raman , Daniele Magazzeni , Sameena Shah

The rapid proliferation of deep-learning-based detection and association methods has greatly expanded automatically generated earthquake catalogs, but has also introduced false detections, mis-associated arrivals, and poorly constrained…

地球物理 · 物理学 2026-03-03 Ziye Yu , Jinqing Sun , Yuqi Cai , Zemin Liu , Pingping Wu , Xin Liu , Jiayan Tan

Projections of future climate change rely heavily on climate models, and combining climate models through a multi-model ensemble is both more accurate than a single climate model and valuable for uncertainty quantification. However,…

应用统计 · 统计学 2020-02-27 Huang Huang , Dorit Hammerling , Bo Li , Richard Smith

Multivariate Hawkes Processes (MHPs) are an important class of temporal point processes that have enabled key advances in understanding and predicting social information systems. However, due to their complex modeling of temporal…

机器学习 · 计算机科学 2020-03-02 Maximilian Nickel , Matthew Le

Previous studies have shown that hazard ratios between treatment groups estimated with the Cox model are uninterpretable because the unspecified baseline hazard of the model fails to identify temporal change in the risk set composition due…

机器学习 · 统计学 2025-09-04 Takashi Hayakawa , Satoshi Asai

An important task for any large-scale organization is to prepare forecasts of key performance metrics. Often these organizations are structured in a hierarchical manner and for operational reasons, projections of these metrics may have been…

应用统计 · 统计学 2017-11-15 Julie Novak , Scott McGarvie , Beatriz Etchegaray Garcia

Roadway traffic accidents represent a global health crisis, responsible for over a million deaths annually and costing many countries up to 3% of their GDP. Traditional traffic safety studies often examine risk factors in isolation,…

计算机视觉与模式识别 · 计算机科学 2025-11-10 Ahmad Elallaf , Nathan Jacobs , Xinyue Ye , Mei Chen , Gongbo Liang

The forecast accuracy of machine learning (ML) weather prediction models is improving rapidly, leading many to speak of a "second revolution in weather forecasting". With numerous methods being developed and limited physical guarantees…

大气与海洋物理 · 物理学 2025-01-24 Olivier C. Pasche , Jonathan Wider , Zhongwei Zhang , Jakob Zscheischler , Sebastian Engelke

Many biomarker pipelines require patient-level decisions aggregated from instance-level (cell/patch) scores. Thresholds tuned on pooled instances often fail across sites due to hierarchical dependence, prevalence shift, and score-scale…

统计方法学 · 统计学 2025-11-25 O. Debeaupuis

Bayesian networks (BN) have advantages in visualizing causal relationships and performing probabilistic inference analysis, making them ideal tools for coastal hazard analysis and characterizing the compound mechanisms of coastal hazards.…

In this paper, we tackle the important yet under-investigated problem of making long-horizon prediction of event sequences. Existing state-of-the-art models do not perform well at this task due to their autoregressive structure. We propose…

机器学习 · 计算机科学 2022-10-05 Siqiao Xue , Xiaoming Shi , James Y Zhang , Hongyuan Mei

Survival analysis provides a well-established framework for modeling time-to-event data, with hazard and survival functions formally defined as population-level quantities. In applied work, however, these quantities are often interpreted as…

统计方法学 · 统计学 2026-03-26 Xijia Liu

A major problem of structural health monitoring (SHM) has been the prognosis of damage and the definition of the remaining useful life of a structure. Both tasks depend on many parameters, many of which are often uncertain. Many models have…

机器学习 · 计算机科学 2022-08-19 G. Tsialiamanis , D. Wagg , N. Dervilis , K. Worden

The hazard function represents one of the main quantities of interest in the analysis of survival data. We propose a general approach for parametrically modelling the dynamics of the hazard function using systems of autonomous ordinary…

统计方法学 · 统计学 2024-07-19 J. A. Christen , F. J. Rubio