English
Related papers

Related papers: Combining low-dimensional ensemble postprocessing …

200 papers

We introduce a new approach to prediction in graphical models with latent-shift adaptation, i.e., where source and target environments differ in the distribution of an unobserved confounding latent variable. Previous work has shown that as…

Machine Learning · Statistics 2023-06-26 William I. Walker , Arthur Gretton , Maneesh Sahani

In this article, a multiple split method is proposed that enables construction of multidimensional probabilistic forecasts of a selected set of variables. The method uses repeated resampling to estimate uncertainty of simultaneous…

Risk Management · Quantitative Finance 2024-07-11 Katarzyna Maciejowska , Weronika Nitka

A new efficient ensemble prediction strategy is developed for a general turbulent model framework with emphasis on the nonlinear interactions between large and small scale variables. The high computational cost in running large ensemble…

Fluid Dynamics · Physics 2023-02-22 Di Qi , Jian-Guo Liu

Combining forecasts from multiple experts often yields more accurate results than relying on a single expert. In this paper, we introduce a novel regularized ensemble method that extends the traditional linear opinion pool by leveraging…

Applications · Statistics 2026-02-13 Han Su , Xiaojia Guo , Xiaoke Zhang

We propose a machine-learning-based methodology for in-situ weather forecast postprocessing that is both spatially coherent and multivariate. Compared to previous work, our Flow MAtching Postprocessing (FMAP) better represents the…

Atmospheric and Oceanic Physics · Physics 2025-04-28 David Landry , Claire Monteleoni , Anastase Charantonis

Convex regression is a promising area for bridging statistical estimation and deterministic convex optimization. New piecewise linear convex regression methods are fast and scalable, but can have instability when used to approximate…

Machine Learning · Computer Science 2012-06-22 Lauren Hannah , David Dunson

In many application areas, predictive models are used to support or make important decisions. There is increasing awareness that these models may contain spurious or otherwise undesirable correlations. Such correlations may arise from a…

Applications · Statistics 2021-09-21 Emanuele Aliverti , Kristian Lum , James E. Johndrow , David B. Dunson

In applications of climate information, coarse-resolution climate projections commonly need to be downscaled to a finer grid. One challenge of this requirement is the modeling of sub-grid variability and the spatial and temporal dependence…

Predict a new response from a covariate is a challenging task in regression, which raises new question since the era of high-dimensional data. In this paper, we are interested in the inverse regression method from a theoretical viewpoint.…

Statistics Theory · Mathematics 2018-07-10 Emilie Devijver , Emeline Perthame

Prediction of various weather quantities is mostly based on deterministic numerical weather forecasting models. Multiple runs of these models with different initial conditions result ensembles of forecasts which are applied for estimating…

Applications · Statistics 2014-04-09 Sándor Baran , Dóra Nemoda , András Horányi

Class-imbalance refers to classification problems in which many more instances are available for certain classes than for others. Such imbalanced datasets require special attention because traditional classifiers generally favor the…

Machine Learning · Statistics 2018-11-30 Rafael M. O. Cruz , Robert Sabourin , George D. C. Cavalcanti

In this paper, I outline several conceptual and methodological issues related to modeling individual and group processes embedded in clustered/hierarchical data structures. We position multilevel modeling techniques within a broader set of…

Methodology · Statistics 2022-12-29 Amira Ibrahim El-Desokey

Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned across all variables. However, real-world multivariate time…

Machine Learning · Computer Science 2025-02-18 Yijun Li , Cheuk Hang Leung , Qi Wu

Statisticians increasingly face the problem to reconsider the adaptability of classical inference techniques. In particular, divers types of high-dimensional data structures are observed in various research areas; disclosing the boundaries…

Statistics Theory · Mathematics 2017-06-09 Paavo Sattler , Markus Pauly

Statistical post-processing of dynamical forecast ensembles is an essential component of weather forecasting. In this article, we present a post-processing method that generates full predictive probability distributions for precipitation…

Applications · Statistics 2014-04-29 Michael Scheuerer

Parameter-dependent models arise in many contexts such as uncertainty quantification, sensitivity analysis, inverse problems or optimization. Parametric or uncertainty analyses usually require the evaluation of an output of a model for many…

Numerical Analysis · Mathematics 2018-10-22 Anthony Nouy

The purpose of this study is to perform verification of the structural characteristics of high-resolution spatial forecasts without relying on an object identification algorithm. To this end, a wavelet approach developed for image texture…

Applications · Statistics 2018-08-24 Florian Kapp , Petra Friederichs , Sebastian Brune , Michael Weniger

Ensemble learning is a mainstay in modern data science practice. Conventional ensemble algorithms assigns to base models a set of deterministic, constant model weights that (1) do not fully account for variations in base model accuracy…

Machine Learning · Computer Science 2018-12-20 Jeremiah Zhe Liu , John Paisley , Marianthi-Anna Kioumourtzoglou , Brent A. Coull

Speech classification has attracted increasing attention due to its wide applications, particularly in classifying physical and mental states. However, these tasks are challenging due to the high variability in speech signals. Ensemble…

Audio and Speech Processing · Electrical Eng. & Systems 2024-07-25 Bagus Tris Atmaja , Felix Burkhardt

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