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To address the uncertainty in outputs of numerical weather prediction (NWP) models, ensembles of forecasts are used. To obtain such an ensemble of forecasts the NWP model is run multiple times, each time with different formulations and/or…

Applications · Statistics 2016-05-25 Annette Möller , Jürgen Groß

We propose novel ensemble calculation methods for Navier-Stokes equations subject to various initial conditions, forcing terms and viscosity coefficients. We establish the stability of the schemes under a CFL condition involving velocity…

Numerical Analysis · Mathematics 2019-08-05 Aziz Takhirov , Jiajia Waters

We address the observability problem for ensembles that are described by probability distributions. The problem is to reconstruct a probability distribution of the initial state from the time-evolution of the probability distribution of the…

Optimization and Control · Mathematics 2015-07-09 Shen Zeng , Steffen Waldherr , Christian Ebenbauer , Frank Allgower

Ensemble Kalman methods were initially developed to solve nonlinear data assimilation problems in oceanography, but are now popular in applications far beyond their original use cases. Of particular interest is climate model calibration. As…

Data Analysis, Statistics and Probability · Physics 2025-11-21 Rebecca Gjini , Matthias Morzfeld , Oliver R. A. Dunbar , Tapio Schneider

Ensembles of neural networks have been shown to give better performance than single networks, both in terms of predictions and uncertainty estimation. Additionally, ensembles allow the uncertainty to be decomposed into aleatoric (data) and…

Machine Learning · Statistics 2021-01-11 Jakob Lindqvist , Amanda Olmin , Fredrik Lindsten , Lennart Svensson

Meteorological ensembles are a collection of scenarios for future weather delivered by a meteorological center. Such ensembles form the main source of valuable information for probabilistic forecasting which aims at producing a predictive…

Applications · Statistics 2019-03-07 Marie Courbariaux , Pierre Barbillon , Luc Perreault , Éric Parent

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 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

The chaotic nature of fluid flow and the uncertainties in initial conditions limit predictability. Small errors that occur in the initial condition can grow exponentially until they saturate at $\mathcal{O}$(1). Ensemble forecasting…

Numerical Analysis · Mathematics 2024-07-16 Rui Fang

Umbrella sampling efficiently yields equilibrium averages that depend on exploring rare states of a model by biasing simulations to windows of coordinate values and then combining the resulting data with physical weighting. Here, we…

Statistical Mechanics · Physics 2016-09-21 Erik Thiede , Brian Van Koten , Jonathan Weare , Aaron R. Dinner

We present a new framework for the assessment and calibration of medium range ensemble temperature forecasts. The method is based on maximising the likelihood of a simple parametric model for the temperature distribution, and leads to some…

Atmospheric and Oceanic Physics · Physics 2009-11-10 Stephen Jewson , Anders Brix , Christine Ziehmann

Climate predictions are only meaningful if the associated uncertainty is reliably estimated. A standard practice for providing climate projections is to use an ensemble of projections. The ensemble mean serves as the projection while the…

Atmospheric and Oceanic Physics · Physics 2019-04-16 Ehud Strobach , Golan Bel

In many applications, uncertainty in problem data leads to the need for numerous computationally expensive simulations. This report addresses this challenge by developing a penalty-based ensemble algorithm. Building upon Jiang and Layton's…

Numerical Analysis · Mathematics 2024-08-01 Rui Fang

The problem of combining individual forecasters to produce a forecaster with improved performance is considered. The connections between probability elicitation and classification are used to pose the combining forecaster problem as that of…

Methodology · Statistics 2017-07-11 Hamed Masnadi-Shirazi

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

Methodology · Statistics 2019-04-02 Jeremiah Zhe Liu , John Paisley , Marianthi-Anna Kioumourtzoglou , Brent A. Coull

In biomolecular systems (especially all-atom models) with many degrees of freedom such as proteins and nucleic acids, there exist an astronomically large number of local-minimum-energy states. Conventional simulations in the canonical…

Statistical Mechanics · Physics 2010-12-30 Ayori Mitsutake , Yoshiharu Mori , Yuko Okamoto

In Markov Chain Monte Carlo (MCMC) simulations, the thermal equilibria quantities are estimated by ensemble average over a sample set containing a large number of correlated samples. These samples are selected in accordance with the…

Data Analysis, Statistics and Probability · Physics 2015-01-08 J. Li , P. Vignal , S. Sun , V. M. Calo

We describe a convergence acceleration technique for unconstrained optimization problems. Our scheme computes estimates of the optimum from a nonlinear average of the iterates produced by any optimization method. The weights in this average…

Optimization and Control · Mathematics 2019-04-16 Damien Scieur , Alexandre d'Aspremont , Francis Bach

In complex systems with many degrees of freedom such as peptides and proteins there exist a huge number of local-minimum-energy states. Conventional simulations in the canonical ensemble are of little use, because they tend to get trapped…

Statistical Mechanics · Physics 2007-05-23 Ayori Mitsutake , Yuji Sugita , Yuko Okamoto

In complex systems with many degrees of freedom such as spin glass and biomolecular systems, conventional simulations in canonical ensemble suffer from the quasi-ergodicity problem. A simulation in generalized ensemble performs a random…

Statistical Mechanics · Physics 2008-06-24 Y. Okamoto