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Modern neural networks do not always produce well-calibrated predictions, even when trained with a proper scoring function such as cross-entropy. In classification settings, simple methods such as isotonic regression or temperature scaling…

Machine Learning · Computer Science 2021-03-26 Steven Reich , David Mueller , Nicholas Andrews

Accurate time series forecasting is critical for a wide range of problems with temporal data. Ensemble modeling is a well-established technique for leveraging multiple predictive models to increase accuracy and robustness, as the…

Machine Learning · Computer Science 2023-04-11 Dimitris Bertsimas , Leonard Boussioux

Ensemble forecast post-processing is a necessary step in producing accurate probabilistic forecasts. Conventional post-processing methods operate by estimating the parameters of a parametric distribution, frequently on a per-location or…

Machine Learning · Computer Science 2023-05-01 Peter Mlakar , Janko Merše , Jana Faganeli Pucer

This paper studies the application of ensembles composed of multi-output models for multi-step ahead forecasting problems. Dynamic ensembles have been commonly used for forecasting. However, these are typically designed for one-step-ahead…

Machine Learning · Statistics 2023-06-27 Vitor Cerqueira , Luis Torgo

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

A general method is presented for modeling high entropy alloys as ensembles of randomly sampled, ordered configurations on a given lattice. Statistical mechanics is applied post hoc to derive the ensemble properties as a function of…

Materials Science · Physics 2022-11-24 Andrew Novick , Quan Nguyen , Roman Garnett , Eric Toberer , Vladan Stevanović

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

State-of-the-art weather forecasts usually rely on ensemble prediction systems, accounting for the different sources of uncertainty. As ensembles are typically uncalibrated, they should get statistically postprocessed. Several multivariate…

Methodology · Statistics 2016-09-21 Roman Schefzik

Extreme weather events epitomize high cost: to society through their physical impacts, and to computer servers that simulate them to assess risk and advance physical understanding. It costs hundreds of simulation years to sample a few…

Atmospheric and Oceanic Physics · Physics 2026-04-14 Justin Finkel , Paul A. O'Gorman

This paper addresses the critical challenge of improving predictions of climate extreme events, specifically heat waves, using machine learning methods. Our work is framed as a classification problem in which we try to predict whether…

Machine Learning · Computer Science 2025-11-17 Julien Collard , Pierre Gentine , Tian Zheng

In this work, we mainly present the optimal convergence rates of the temporally second-order finite element scheme for solving the electrohydrodynamic equation. Suffering from the highly coupled nonlinearity, the convergence analysis of the…

Numerical Analysis · Mathematics 2025-05-06 Shengfeng Wang , Zeyu Xia , Maojun Li

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

Two types of random evolution processes are studied for ensembles of the standard map with driving parameter $K$ that determines its degree of stochasticity. For one type of processes the parameter $K$ is chosen at random from a Gaussian…

Chaotic Dynamics · Physics 2015-10-28 Or Alus , Shmuel Fishman

We propose, analyze and test a fully discrete, efficient second-order algorithm for computing flow ensembles average of viscous, incompressible, and time-dependent magnetohydrodynamic (MHD) flows under uncertainties in initial conditions.…

Numerical Analysis · Mathematics 2018-03-20 Muhammad Mohebujjaman

Many problems in machine learning and game theory can be formulated as saddle-point problems, for which various first-order methods have been developed and proven efficient in practice. Under the general convex-concave assumption, most…

Machine Learning · Computer Science 2020-06-16 Yuan Gao , Christian Kroer , Donald Goldfarb

The numerical approximation of an inverse problem subject to the convection--diffusion equation when diffusion dominates is studied. We derive Carleman estimates that are on a form suitable for use in numerical analysis and with explicit…

Numerical Analysis · Mathematics 2020-06-25 Erik Burman , Mihai Nechita , Lauri Oksanen

Data assimilation algorithms integrate prior information from numerical model simulations with observed data. Ensemble-based filters, regarded as state-of-the-art, are widely employed for large-scale estimation tasks in disciplines such as…

Numerical Analysis · Mathematics 2024-05-24 Iris Rammelmüller , Gottfried Hastermann , Jana de Wiljes

We show that accelerated gradient descent, averaged gradient descent and the heavy-ball method for non-strongly-convex problems may be reformulated as constant parameter second-order difference equation algorithms, where stability of the…

Machine Learning · Statistics 2015-04-08 Nicolas Flammarion , Francis Bach

Ensemble pruning, selecting a subset of individual learners from an original ensemble, alleviates the deficiencies of ensemble learning on the cost of time and space. Accuracy and diversity serve as two crucial factors while they usually…

Machine Learning · Computer Science 2021-01-20 Yijun Bian , Yijun Wang , Yaqiang Yao , Huanhuan Chen

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