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This article studies Bayesian model averaging (BMA) in the context of competing expensive computer models in a typical nuclear physics setup. While it is well known that BMA accounts for the additional uncertainty of the model itself, we…

Methodology · Statistics 2019-08-26 Vojtech Kejzlar , Léo Neufcourt , Taps Maiti , Frederi Viens

We introduce an ensemble learning post-processing methodology for probabilistic hydrological modelling. This methodology generates numerous point predictions by applying a single hydrological model, yet with different parameter values drawn…

Methodology · Statistics 2020-01-07 Georgia Papacharalampous , Demetris Koutsoyiannis , Alberto Montanari

Ensembles of forecasts are obtained from multiple runs of numerical weather forecasting models with different initial conditions and typically employed to account for forecast uncertainties. However, biases and dispersion errors often occur…

Methodology · Statistics 2015-12-23 Sándor Baran , Sebastian Lerch

Weather forecasting has seen a shift in methods from numerical simulations to data-driven systems. While initial research in the area focused on deterministic forecasting, recent works have used diffusion models to produce skillful ensemble…

Machine Learning · Computer Science 2025-04-15 Martin Andrae , Tomas Landelius , Joel Oskarsson , Fredrik Lindsten

A methodology is developed, based on nonparametric Bayesian dictionary learning, for joint space-time wind field data extrapolation and estimation of related statistics by relying on limited/incomplete measurements. Specifically, utilizing…

Machine Learning · Statistics 2025-07-16 George D. Pasparakis , Ioannis A. Kougioumtzoglou , Michael D. Shields

The increased usage of solar energy places additional importance on forecasts of solar radiation. Solar panel power production is primarily driven by the amount of solar radiation and it is therefore important to have accurate forecasts of…

Applications · Statistics 2019-09-04 Kilian Bakker , Kirien Whan , Wouter Knap , Maurice Schmeits

To improve the forecasts of weather extremes, we propose a joint spatial model for the observations and the forecasts, based on a bivariate Brown-Resnick process. As the class of stationary bivariate Brown-Resnick processes is fully…

Methodology · Statistics 2015-06-01 Marco Oesting , Martin Schlather , Petra Friederichs

Earth System Models (ESMs) are the state of the art for projecting the effects of climate change. However, longstanding uncertainties in their ability to simulate regional and local precipitation extremes and related processes inhibit…

Applications · Statistics 2017-07-20 Evan Kodra , Singdhansu Chatterjee , Stone Chen , Auroop R. Ganguly

To be able to produce accurate and reliable predictions of visibility has crucial importance in aviation meteorology, as well as in water- and road transportation. Nowadays, several meteorological services provide ensemble forecasts of…

Applications · Statistics 2024-01-25 Sándor Baran , Mária Lakatos

To mitigate the uncertainty of variable renewable resources, two off-the-shelf machine learning tools are deployed to forecast the solar power output of a solar photovoltaic system. The support vector machines generate the forecasts and the…

Machine Learning · Computer Science 2017-05-02 Mohamed Abuella , Badrul Chowdhury

Bayesian inference allows machine learning models to express uncertainty. Current machine learning models use only a single learnable parameter combination when making predictions, and as a result are highly overconfident when their…

Machine Learning · Computer Science 2022-02-23 Andrew Wood , Moshik Hershcovitch , Daniel Waddington , Sarel Cohen , Peter Chin

Ensemble prediction systems are an invaluable tool for weather forecasting. Practically, ensemble predictions are obtained by running several perturbations of the deterministic control forecast. However, ensemble prediction is associated…

Machine Learning · Computer Science 2023-02-22 Rüdiger Brecht , Alex Bihlo

We consider multi-task regression models where the observations are assumed to be a linear combination of several latent node functions and weight functions, which are both drawn from Gaussian process priors. Driven by the problem of…

Machine Learning · Statistics 2018-12-05 Astrid Dahl , Edwin V. Bonilla

Amounts of historical data collected increase and business intelligence applicability with automatic forecasting of time series are in high demand. While no single time series modeling method is universal to all types of dynamics,…

Machine Learning · Statistics 2022-04-18 Evaldas Vaiciukynas , Paulius Danenas , Vilius Kontrimas , Rimantas Butleris

An ensemble post-processing method is developed to improve the probabilistic forecasts of extreme precipitation events across the conterminous United States (CONUS). The method combines a 3-D Vision Transformer (ViT) for bias correction…

Atmospheric and Oceanic Physics · Physics 2025-09-17 Yingkai Sha , Ryan A. Sobash , David John Gagne

Nested error regression models are useful tools for analysis of grouped data, especially in the case of small area estimation. This paper suggests a nested error regression model using uncertain random effects in which the random effect in…

Methodology · Statistics 2017-02-28 Shonosuke Sugasawa , Tatsuya Kubokawa

In modern computer experiment applications, one often encounters the situation where various models of a physical system are considered, each implemented as a simulator on a computer. An important question in such a setting is determining…

Methodology · Statistics 2023-05-08 John C. Yannotty , Thomas J. Santner , Richard J. Furnstahl , Matthew T. Pratola

Multiple imputation provides an effective way to handle missing data. When several possible models are under consideration for the data, the multiple imputation is typically performed under a single-best model selected from the candidate…

Methodology · Statistics 2018-11-30 Gyuhyeong Goh , Jae Kwang Kim

Current statistical post-processing methods for probabilistic weather forecasting are not capable of using full spatial patterns from the numerical weather prediction (NWP) model. In this paper we incorporate spatial wind speed information…

Machine Learning · Statistics 2021-04-21 Simon Veldkamp , Kirien Whan , Sjoerd Dirksen , Maurice Schmeits

While numerical weather prediction (NWP) models are essential for forecasting thunderstorms hours in advance, NWP uncertainty, which increases with lead time, limits the predictability of thunderstorm occurrence. This study investigates how…

Atmospheric and Oceanic Physics · Physics 2025-02-20 Kianusch Vahid Yousefnia , Tobias Bölle , Christoph Metzl