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pro vyhledávání: '"Huser P"'
In econometrics, the Efficient Market Hypothesis posits that asset prices reflect all available information in the market. Several empirical investigations show that market efficiency drops when it undergoes extreme events. Many models for multivaria
Externí odkaz:
http://arxiv.org/abs/2408.06661
Simulation-based methods for statistical inference have evolved dramatically over the past 50 years, keeping pace with technological advancements. The field is undergoing a new revolution as it embraces the representational capacity of neural network
Externí odkaz:
http://arxiv.org/abs/2404.12484
This chapter illustrates how tools from univariate and multivariate statistics of extremes can complement classical methods used to study brain signals and enhance the understanding of brain activity and connectivity during specific cognitive tasks o
Externí odkaz:
http://arxiv.org/abs/2404.09157
In this chapter, we illustrate the use of split bulk-tail models and subasymptotic models motivated by extreme-value theory in the context of hazard assessment for earthquake-induced landslides. A spatial joint areal model is presented for modeling b
Externí odkaz:
http://arxiv.org/abs/2404.09156
Autor:
Richards, Jordan, Huser, Raphaël
Estimation of extreme conditional quantiles is often required for risk assessment of natural hazards in climate and geo-environmental sciences and for quantitative risk management in statistical finance, econometrics, and actuarial sciences. Interest
Externí odkaz:
http://arxiv.org/abs/2404.09154
Autor:
Wen, Junpeng, Pilger, Christian, Wang, Wenlong, Erapaneedi, Raghu, Xiu, Hao, Fan, Yiheng, Hu, Xu, Huser, Thomas, Kiefer, Friedemann, Wei, Xiaoming, Yang, Zhongmin
We demonstrate a compact watt-level all polarization-maintaining (PM) femtosecond fiber laser source at 1100 nm. The fiber laser source is seeded by an all PM fiber mode-locked laser employing a nonlinear amplifying loop mirror. The seed laser can ge
Externí odkaz:
http://arxiv.org/abs/2402.02326
Environmental data science for spatial extremes has traditionally relied heavily on max-stable processes. Even though the popularity of these models has perhaps peaked with statisticians, they are still perceived and considered as the `state-of-the-a
Externí odkaz:
http://arxiv.org/abs/2401.17430
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 working o
Externí odkaz:
http://arxiv.org/abs/2401.14210
Autor:
Kunisch, Manuel, Beutler, Sascha, Pilger, Christian, Kiefer, Friedemann, Huser, Thomas, Wirth, Benedikt
In living organisms, the natural motion caused by the heartbeat, breathing, or muscle movements leads to the deformation of tissue caused by translation and stretching of the tissue structure. This effect results in the displacement or deformation of
Externí odkaz:
http://arxiv.org/abs/2401.10598
Autor:
Krupskii, Pavel, Huser, Raphaël
In this paper, we introduce a new class of models for spatial data obtained from max-convolution processes based on indicator kernels with random shape. We show that this class of models have appealing dependence properties including tail dependence
Externí odkaz:
http://arxiv.org/abs/2310.10588