English
Related papers

Related papers: A new method for making objective probabilistic cl…

200 papers

The rise of accurate machine learning methods for weather forecasting is creating radical new possibilities for modeling the atmosphere. In the time of climate change, having access to high-resolution forecasts from models like these is…

Machine Learning · Computer Science 2023-11-16 Joel Oskarsson , Tomas Landelius , Fredrik Lindsten

Quantifying long-term historical climate is fundamental to understanding recent climate change. Most instrumentally recorded climate data are only available for the past 200 years, so proxy observations from natural archives are often…

The success of autonomous systems will depend upon their ability to safely navigate human-centric environments. This motivates the need for a real-time, probabilistic forecasting algorithm for pedestrians, cyclists, and other agents since…

Robotics · Computer Science 2017-06-21 Henry O. Jacobs , Owen K. Hughes , Matthew Johnson-Roberson , Ram Vasudevan

The last decade has seen the success of stochastic parameterizations in short-term, medium-range and seasonal forecasts: operational weather centers now routinely use stochastic parameterization schemes to better represent model inadequacy…

Prediction-powered inference is a framework for performing valid statistical inference when an experimental dataset is supplemented with predictions from a machine-learning system. The framework yields simple algorithms for computing…

Machine Learning · Statistics 2023-11-10 Anastasios N. Angelopoulos , Stephen Bates , Clara Fannjiang , Michael I. Jordan , Tijana Zrnic

We show that in the limit of small Rossby number $\eps$, the primitive equations of the ocean (OPEs) can be approximated by ``higher-order quasi-geostrophic equations'' up to an exponential accuracy in $\eps$. This approximation assumes…

Analysis of PDEs · Mathematics 2007-05-23 R. Temam , D. Wirosoetisno

Probabilistic temperature forecasts are potentially useful to the energy and weather derivatives industries. However, at present, they are little used. There are a number of reasons for this, but we believe this is in part due to…

Atmospheric and Oceanic Physics · Physics 2007-05-23 Stephen Jewson , Christine Ziehmann

Inferential models (IMs) offer prior-free, Bayesian-like posterior degrees of belief designed for statistical inference, which feature a frequentist-like calibration property that ensures reliability of said inferences. The catch is that…

Computation · Statistics 2025-07-09 Ryan Martin

Automatic forecasting is the task of receiving a time series and returning a forecast for the next time steps without any human intervention. Gaussian Processes (GPs) are a powerful tool for modeling time series, but so far there are no…

Machine Learning · Statistics 2023-04-27 Giorgio Corani , Alessio Benavoli , Marco Zaffalon

We propose a new statistical reduced complexity climate model. The centerpiece of the model consists of a set of physical equations for the global climate system which we show how to cast in non-linear state space form. The parameters in…

Applications · Statistics 2024-07-08 Mikkel Bennedsen , Eric Hillebrand , Siem Jan Koopman

We revisit the question of priors that achieve approximate matching of Bayesian and frequentist predictive probabilities. Such priors may be thought of as providing frequentist calibration of Bayesian prediction or simply as devices for…

Statistics Theory · Mathematics 2008-12-18 Trevor J. Sweeting

Data-driven flood forecasting methods are useful, especially for the rivers that lack hydrological information to build physical models. Although these former methods can forecast river stages using only past water levels and rainfall data,…

Geophysics · Physics 2021-04-07 Shunya Okuno , Koji Ikeuchi , Kazuyuki Aihara

Denoising diffusion models have driven significant progress in the field of Bayesian inverse problems. Recent approaches use pre-trained diffusion models as priors to solve a wide range of such problems, only leveraging inference-time…

Machine Learning · Statistics 2025-02-06 Yazid Janati , Badr Moufad , Mehdi Abou El Qassime , Alain Durmus , Eric Moulines , Jimmy Olsson

Recently it has become clear that many technologies follow a generalized version of Moore's law, i.e. costs tend to drop exponentially, at different rates that depend on the technology. Here we formulate Moore's law as a correlated…

Economics · Quantitative Finance 2017-02-27 J. Doyne Farmer , Francois Lafond

It is a relatively well-known fact that in problems of Bayesian model selection improper priors should, in general, be avoided. In this paper we derive a proper and parsimonious uniform prior for regression coefficients. We then use this…

Methodology · Statistics 2013-08-07 H. R. N. van Erp , R. O. Linger , P. H. A. J. M. van Gelder

In this paper, we introduce a new concept for constructing prior distributions. We exploit the natural nested structure inherent to many model components, which defines the model component to be a flexible extension of a base model. Proper…

The emergent field of probabilistic numerics has thus far lacked clear statistical principals. This paper establishes Bayesian probabilistic numerical methods as those which can be cast as solutions to certain inverse problems within the…

Methodology · Statistics 2019-11-15 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

Computer models, aiming at simulating a complex real system, are often calibrated in the light of data to improve performance. Standard calibration methods assume that the optimal values of calibration parameters are invariant to the model…

Methodology · Statistics 2017-09-01 Georgios Karagiannis , Bledar A. Konomi , Guang Lin

Forecasting in probabilistic time series is a complex endeavor that extends beyond predicting future values to also quantifying the uncertainty inherent in these predictions. Gaussian process regression stands out as a Bayesian machine…

In our contemporary era, meteorological weather forecasts increasingly incorporate ensemble predictions of visibility - a parameter of great importance in aviation, maritime navigation, and air quality assessment, with direct implications…

Applications · Statistics 2025-08-22 Mária Lakatos , Sándor Baran