arXiv subjects
Publications and source records attributed to Rishikesh Yadav.
We study the existence of solutions for systems of linear-quadratic vector equations with singular linear parts. We derive a sufficient condition for small right hand sides.
This paper investigates the generalized version of the Stancu variant Szász-Mirakjan Kantorovich type operators. We determine the order of approximation in terms of modulus of continuity and second-order modulus of smoothness; along with this, we derive the result for the rate of convergence in Lipschitz spaces. An asymptotic formula is presented to describe the asymptotic behavior of the said operators. Furthermore, some convergence properties and Quantitative Voronovskaya-type as well as Grüss Voronovskaya-type theorems are proved using the weighted modulus of continuity in weighted spaces. In addition, we determine the error bound in the approximation of the functions whose derivatives are of bounded variation. Finally, we provide numerical examples in support of our theoretical findings.
Motivated by the EVA2025 data challenge, where we participated as the team DesiBoys, we propose a regression strategy within the framework of regular variation to estimate the occurrences and intensities of high precipitation extremes derived from different climate runs of the CESM2 Large Ensemble Community Project (LENS2). Our approach first empirically estimates the target quantities at sub-asymptotic (lower threshold) levels and sets them as response variables within a simple regression framework arising from the theoretical expressions of joint regular variation. Although a seasonal pattern is evident in the data, the precipitation intensities do not exhibit any significant long-term trends across years. Besides, we can safely assume the data to be independent across different climate model runs, thereby simplifying the modeling framework. Once the regression parameters are estimated, we employ a standard prediction approach to infer precipitation levels at very high quantiles. We calculate the confidence intervals using a nonparametric block bootstrap procedure. While a likelihood-based inference grounded in multivariate extreme value theory may provide more accurate estimates and confidence intervals, it would involve a significantly higher computational burden. Our proposed simple and computationally straightforward two-stage approach provides reasonable estimates for the desired quantities, securing us a joint second position in the final rankings of the EVA2025 conference data challenge competition.
We propose a novel sparse spatiotemporal dynamic generalized linear model for efficient inference and prediction of bicycle count data. Assuming Poisson distributed counts with spacetime-varying rates, we model the log-rate using spatiotemporal intercepts, dynamic temporal covariates, and site-specific effects additively. Spatiotemporal dependence is modeled using a spacetime-varying intercept that evolves smoothly over time with spatially correlated errors, and coefficients of some temporal covariates including seasonal harmonics also evolve dynamically over time. Inference is performed following the Bayesian paradigm, and uncertainty quantification is naturally accounted for when predicting bicycle counts for unobserved locations and future times of interest. To address the challenges of high-dimensional inference of spatiotemporal data in a Bayesian setting, we develop a customized hybrid Markov Chain Monte Carlo (MCMC) algorithm. To address the computational burden of dense covariance matrices, we extend our framework to high-dimensional spatial settings using the sparse SPDE approach of Lindgren et al. (2011), demonstrating its accuracy and scalability on both synthetic data and Montreal Island bicycle datasets. The proposed approach naturally provides missing value imputations, kriging, future forecasting, spatiotemporal predictions, and inference of model components. Moreover, it provides ways to predict average annual daily bicycles (AADB), a key metric often sought when designing bicycle networks.
The Koopman operator approach provides a powerful linear description of nonlinear dynamical systems in terms of the evolution of observables. While the operator is typically infinite-dimensional, it is crucial to develop finite-dimensional approximation methods and characterize the related approximation errors with upper bounds, preferably expressed in the uniform norm. In this paper, we depart from the traditional use of orthogonal projection or truncation, and propose a novel method based on Bernstein polynomial approximation. Considering a basis of Bernstein polynomials, we construct a matrix approximation of the Koopman operator in a computationally effective way. Building on results of approximation theory, we characterize the rates of convergence and the upper bounds of the error in various contexts including the cases of univariate and multivariate systems, and continuous and differentiable observables. The obtained bounds are expressed in the uniform norm in terms of the modulus of continuity of the observables. Finally, the method is extended to a data-driven setting through a proper change of coordinates. Numerical experiments show that the method is robust to noise and demonstrates good performance for trajectory prediction.
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 both landslides counts and landslide sizes, paying particular attention to extreme landslides, which are the most devastating ones.
The EVA 2023 data competition consisted of four challenges, ranging from interval estimation for very high quantiles of univariate extremes conditional on covariates, point estimation of unconditional return levels under a custom loss function, to estimation of the probabilities of tail events for low and high-dimensional multivariate data. We tackle these tasks by revisiting the current and existing literature on conditional univariate and multivariate extremes. We propose new cross-validation methods for covariate-dependent models, validation metrics for exchangeable multivariate models, formulae for the joint probability of exceedance for multivariate generalized Pareto vectors and a composition sampling algorithm for generating multivariate tail events for the latter. We highlight overarching themes ranging from model validation at extremely high quantile levels to building custom estimation strategies that leverage model assumptions.
Increasingly large and complex spatial datasets pose massive inferential challenges due to high computational and storage costs. Our study is motivated by the KAUST Competition on Large Spatial Datasets 2023, which tasked participants with estimating spatial covariance-related parameters and predicting values at testing sites, along with uncertainty estimates. We compared various statistical and deep learning approaches through cross-validation and ultimately selected the Vecchia approximation technique for model fitting. To overcome the constraints in the R package GpGp, which lacked support for fitting zero-mean Gaussian processes and direct uncertainty estimation-two things that are necessary for the competition, we developed additional \texttt{R} functions. Besides, we implemented certain subsampling-based approximations and parametric smoothing for skewed sampling distributions of the estimators. Our team DesiBoys secured victory in two out of four sub-competitions, validating the effectiveness of our proposed strategies. Moreover, we extended our evaluation to a large real spatial satellite-derived dataset on total precipitable water, where we compared the predictive performances of different models using multiple diagnostics.
To accurately quantify landslide hazard in a region of Turkey, we develop new marked point process models within a Bayesian hierarchical framework for the joint prediction of landslide counts and sizes. To accommodate for the dominant role of the few largest landslides in aggregated sizes, we leverage mark distributions with strong justification from extreme-value theory, thus bridging the two broad areas of statistics of extremes and marked point patterns. At the data level, we assume a Poisson distribution for landslide counts, while we compare different "sub-asymptotic" distributions for landslide sizes to flexibly model their upper and lower tails. At the latent level, Poisson intensities and the median of the size distribution vary spatially in terms of fixed and random effects, with shared spatial components capturing cross-correlation between landslide counts and sizes. We robustly model spatial dependence using intrinsic conditional autoregressive priors. Our novel models are fitted efficiently using a customized adaptive Markov chain Monte Carlo algorithm. We show that, for our dataset, sub-asymptotic mark distributions provide improved predictions of large landslide sizes compared to more traditional choices. To showcase the benefits of joint occurrence-size models and illustrate their usefulness for risk assessment, we map landslide hazard along major roads.
Motivated by the Extreme Value Analysis 2021 (EVA 2021) data challenge we propose a method based on statistics and machine learning for the spatial prediction of extreme wildfire frequencies and sizes. This method is tailored to handle large datasets, including missing observations. Our approach relies on a four-stage high-dimensional bivariate sparse spatial model for zero-inflated data, which is developed using stochastic partial differential equations(SPDE). In Stage 1, the observations are categorized in zero/nonzero categories and are modeled using a two-layered hierarchical Bayesian sparse spatial model to estimate the probabilities of these two categories. In Stage 2, before modeling the positive observations using spatially-varying coefficients, smoothed parameter surfaces are obtained from empirical estimates using fixed rank kriging. This approximate Bayesian method inference was employed to avoid the high computational burden of large spatial data modeling using spatially-varying coefficients. In Stage 3, the standardized log-transformed positive observations from the second stage are further modeled using a sparse bivariate spatial Gaussian process. The Gaussian distribution assumption for wildfire counts developed in the third stage is computationally effective but erroneous. Thus in Stage 4, the predicted values are rectified using Random Forests. The posterior inference is drawn for Stages 1 and 3 using Markov chain Monte Carlo (MCMC) sampling. A cross-validation scheme is then created for the artificially generated gaps, and the EVA 2021 prediction scores of the proposed model are compared to those obtained using certain natural competitors.
In this work, we develop a constructive modeling framework for extreme threshold exceedances in repeated observations of spatial fields, based on general product mixtures of random fields possessing light or heavy-tailed margins and various spatial dependence characteristics, which are suitably designed to provide high flexibility in the tail and at sub-asymptotic levels. Our proposed model is akin to a recently proposed Gamma-Gamma model using a ratio of processes with Gamma marginal distributions, but it possesses a higher degree of flexibility in its joint tail structure, capturing strong dependence more easily. We focus on constructions with the following three product factors, whose different roles ensure their statistical identifiability: a heavy-tailed spatially-dependent field, a lighter-tailed spatially-constant field, and another lighter-tailed spatially-independent field. Thanks to the model's hierarchical formulation, inference may be conveniently performed based on Markov chain Monte Carlo methods. We leverage the Metropolis adjusted Langevin algorithm (MALA) with random block proposals for latent variables, as well as the stochastic gradient Langevin dynamics (SGLD) algorithm for hyperparameters, in order to fit our proposed model very efficiently in relatively high spatio-temporal dimensions, while simultaneously censoring non-threshold exceedances and performing spatial prediction at multiple sites. The censoring mechanism is applied to the spatially independent component, such that only univariate cumulative distribution functions have to be evaluated. We explore the theoretical properties of the novel model, and illustrate the proposed methodology by simulation and application to daily precipitation data from North-Eastern Spain measured at about 100 stations over the period 2011-2020.
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 asymptotic threshold stability in finite samples while keeping the asymptotic GP distribution as a special (or boundary) case and can capture the tails and the bulk jointly without losing much flexibility. Spatial dependence is modeled through a latent process, while the data are assumed to be conditionally independent. Focusing on a gamma-gamma model construction, we design penalized complexity priors for crucial model parameters, shrinking our proposed spatial Bayesian hierarchical model toward a simpler reference whose marginal distributions are GP with moderately heavy tails. Our model can be fitted in fairly high dimensions using Markov chain Monte Carlo by exploiting the Metropolis-adjusted Langevin algorithm (MALA), which guarantees fast convergence of Markov chains with efficient block proposals for the latent variables. We also develop an adaptive scheme to calibrate the MALA tuning parameters. Moreover, our model avoids the expensive numerical evaluations of multifold integrals in censored likelihood expressions. We demonstrate our new methodology by simulation and application to a dataset of extreme rainfall events that occurred in Germany. Our fitted gamma-gamma model provides a satisfactory performance and can be successfully used to predict rainfall extremes at unobserved locations.
In this article, the approximation properties of the Szasz-Mirakjan type operators are studied for the function of two variables, and the rate of convergence of the bivariate operators is determined in terms of total and partial modulus of continuity. An associated GBS (Generalized Boolean Sum)-form of the bivariate Szasz-Mirakjan type operators are considered for the function of two variables to find an approximation of B-continuous and B-differentiable function in the Bogel's space. Further, the degree of approximation of the GBS type operators is found in terms of mixed modulus of smoothness and functions belonging to the Lipschitz class as well as a pioneering result is obtained in terms of Peetre K-functional. Finally, the rate of convergence of the bivariate Szasz-Mirakjan type operators and the associated GBS type operators are examined through graphical representation for the finite and infinite sum which shows that the rate of convergence of the associated GBS type operators is better than the bivariate Szasz-Mirakjan type operators.
In this paper, we investigate the approximation properties of the summation-integral type operators as defined by Mishra et al. (Boll. Unione Mat. Ital. (2016) 8:297-305) and determine the local results as well as prove the convergence theorem of the defined operators. Further, check the asymptotic behavior of the operators and obtain the asymptotic formula for the operators, moreover, the quantitative means of Voronovskaja type theorem is also discussed for an upper bound of the pointwise convergent, as well as obtain the Gruss Voronovskaya-type theorem. Finally, the graphical representation is given to support the approximation results of the operators.
The main purpose of this paper is to determine the approximations of Durrmeyer modification of Szasz-Mirakjan operators, defined by Mishra et al. (Boll. Unione Mat. Ital. (2016) 8(4):297-305). We estimate the order of approximation of the operators for the functions belonging to the different spaces. Here, the rate of convergence of the said operators is established by means of the function with derivative of the bounded variation. At last, the graphical analysis is discussed to support the approximation results of the operators.
In this paper, we introduce a new type of Szasz-Mirakjan operators, which preserve a^x, a > 1 fixed and x\geq 0. We study uniform convergence of the operators by using some auxiliary results and also error estimation is given. The convergence of said operators are shown and analyzed by graphics, also in the same direction, we find a better rate of convergence than Szasz-Mirakjan operators by analyzing the graphics. Voronovskaya-type theorem is studied and a comparison is shown under a sense of convexity with Szasz- Mirakjan operators. In the last section, a modified sequence is constructed in the space of integral function.
Our main aim is to investigate the approximation properties for the summation integral type operators in a statistical sense. In this regard, we prove the statistical convergence theorem using well known Korovkin theorem and the degree of approximation is determined. Also using weight function, the weighted statistical convergence theorem with the help of Korovkin theorem is obtained. The statistical rate of convergence in the terms of modulus of continuity and function belonging to the Lipschitz class is obtained. To support the convergence results of the proposed operators to the function, graphical representations take place and a comparison is shown with Szász-Mirakjan-Kantorovich operators through examples. The last section deals with, a bivariate extension of the proposed operators to study the rate of convergence for the function of two variables, additionally, the convergence of the bivariate operators is shown graphically.
The present article deals with the local approximation results by means of Lipschitz maximal function, Ditzian-Totik modulus of smoothness and Lipschitz type space having two parameters for the summation-integral type operators defined by Mishra and Yadav (Tbilisi Mathematical Journal. 11(3), (2018), 175-91). Further, we determine the rate of convergence in the term of the with derivative of bounded variation and for the quantitative means of the defined operators, we establish the quantitative Voronovskaya type and Gr$\ddot{\text{u}}$ss type theorems. Moreover, the examples are given with graphical representation to support the main results.