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The problem of estimating ARMA models is computationally interesting due to the nonconcavity of the log-likelihood function. Recent results were based on the convex minimization. Joint model selection using penalization by a convex norm,…
Since model bias and associated initialization shock are serious shortcomings that reduce prediction skills in state-of-the-art decadal climate prediction efforts, we pursue a complementary machine-learning-based approach to climate…
A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…
Cosmological parameter uncertainties are often stated assuming a particular model, neglecting the model uncertainty, even when Bayesian model selection is unable to identify a conclusive best model. Bayesian model averaging is a method for…
The continuous improvement in weather forecast skill over the past several decades is largely due to the increasing quantity of available satellite observations and their assimilation into operational forecast systems. Assimilating these…
Estimation in GARMA models has traditionally been carried out under the frequentist approach. To date, Bayesian approaches for such estimation have been relatively limited. In the context of GARMA models for count time series, Bayesian…
Quantifying and reducing uncertainty in Earth system model parameterizations is essential to improving their reliability in decision-making. Forward uncertainty propagation is used to derive parameter sensitivity but requires physically…
This is an introduction to Bayesian inference with a focus on hierarchical models and hyper-parameters. We write primarily for an audience of Bayesian novices, but we hope to provide useful insights for seasoned veterans as well. Examples…
Power systems engineers are actively developing larger power plants out of photovoltaics imposing some major challenges which include its intermittent power generation and its poor dispatchability. The issue is that PV is a variable…
Raking is widely used in categorical data modeling and survey practice but faced with methodological and computational challenges. We develop a Bayesian paradigm for raking by incorporating the marginal constraints as a prior distribution…
With increasing concerns of climate change, renewable resources such as photovoltaic (PV) have gained popularity as a means of energy generation. The smooth integration of such resources in power system operations is enabled by accurate…
Linear mixed effects models are widely used in statistical modelling. We consider a mixed effects model with Bayesian variable selection in the random effects using spike-and-slab priors and developed a variational Bayes inference scheme…
With the rapid growth of renewable energy, lots of small photovoltaic (PV) prosumers emerge. Due to the uncertainty of solar power generation, there is a need for aggregated prosumers to predict solar power generation and whether solar…
Gaussian Process (GP) emulators are widely used to approximate complex computer model behaviour across the input space. Motivated by the problem of coupling computer models, recently progress has been made in the theory of the analysis of…
Due to the unavailability of solar irradiance data for many potential sites of Nepal, the paper proposes predicting solar irradiance based on alternative meteorological parameters. The study focuses on five distinct regions in Nepal and…
Solar based electricity generations have experienced strong and impactful growth in recent years. The regulation, scheduling, dispatching, and unit commitment of intermittent solar power is dependent on the accuracy of the forecasting…
This paper applies the Bayesian Model Averaging (BMA) statistical ensemble technique to estimate small molecule solvation free energies. There is a wide range of methods available for predicting solvation free energies, ranging from…
A Bayesian approach to solar flare prediction has been developed, which uses only the event statistics of flares already observed. The method is simple, objective, and makes few ad hoc assumptions. It is argued that this approach should be…
Ensembles of forecasts are typically employed to account for the forecast uncertainties inherent in predictions of future weather states. However, biases and dispersion errors often present in forecast ensembles require statistical…
Pairwise Markov Models (PMMs) extend the wellknown Hidden Markov Models (HMMs). Being significantly more general, PMMs enable several types of processing, like Bayesian filtering or smoothing, similar to those used in HMMs. In this paper,…