Antoine Blanchard

Antoine Blanchard, Nishant Parashar, Boyko Dodov et al.

Weather extremes are a major societal and economic hazard, claiming thousands of lives and causing billions of dollars in damage every year. Under climate change, their impact and intensity are expected to worsen significantly. Unfortunately, general circulation models (GCMs), which are currently the primary tool for climate projections, cannot characterize weather extremes accurately. To address this, we present a multi-resolution deep-learning framework that, firstly, corrects a GCM's biases by matching low-order and tail statistics of its output with observations at coarse scales; and secondly, increases the level of detail of the debiased GCM output by reconstructing the finer scales as a function of the coarse scales. We use the proposed framework to generate statistically realistic realizations of the climate over Western Europe from a simple GCM corrected using observational atmospheric reanalysis. We also discuss implications for probabilistic risk assessment of natural disasters in a changing climate.

Rahul Sundar, Yucong Hu, Nishant Parashar et al.

Deterministic regression-based downscaling models for climate variables often suffer from spectral bias, which can be mitigated by generative models like diffusion models. To enable efficient and reliable simulation of extreme weather events, it is crucial to achieve rapid turnaround, dynamical consistency, and accurate spatio-temporal spectral recovery. We propose an efficient correction diffusion model, TAUDiff, that combines a deterministic spatio-temporal model for mean field downscaling with a smaller generative diffusion model for recovering the fine-scale stochastic features. We demonstrate the efficacy of this approach on downscaling atmospheric wind velocity fields obtained from coarse GCM simulations. We then extend TAUDiff for computationally efficient kilometer-scale downscaling of atmospheric wind velocity fields. Owing to low inference times, our approach can ensure quicker simulation of extreme events necessary for estimating associated risks and economic losses.

Yibo Yang, Antoine Blanchard, Themistoklis Sapsis et al.

We present a new type of acquisition functions for online decision making in multi-armed and contextual bandit problems with extreme payoffs. Specifically, we model the payoff function as a Gaussian process and formulate a novel type of upper confidence bound (UCB) acquisition function that guides exploration towards the bandits that are deemed most relevant according to the variability of the observed rewards. This is achieved by computing a tractable likelihood ratio that quantifies the importance of the output relative to the inputs and essentially acts as an \textit{attention mechanism} that promotes exploration of extreme rewards. We demonstrate the benefits of the proposed methodology across several synthetic benchmarks, as well as a realistic example involving noisy sensor network data. Finally, we provide a JAX library for efficient bandit optimization using Gaussian processes.

Antoine Blanchard, Themistoklis Sapsis

We introduce a class of acquisition functions for sample selection that leads to faster convergence in applications related to Bayesian experimental design and uncertainty quantification. The approach follows the paradigm of active learning, whereby existing samples of a black-box function are utilized to optimize the next most informative sample. The proposed method aims to take advantage of the fact that some input directions of the black-box function have a larger impact on the output than others, which is important especially for systems exhibiting rare and extreme events. The acquisition functions introduced in this work leverage the properties of the likelihood ratio, a quantity that acts as a probabilistic sampling weight and guides the active-learning algorithm towards regions of the input space that are deemed most relevant. We demonstrate superiority of the proposed approach in the uncertainty quantification of a hydrological system as well as the probabilistic quantification of rare events in dynamical systems and the identification of their precursors.