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Parameter shrinkage applied optimally can always reduce error and projection variances from those of maximum likelihood estimation. Many variables that actuaries use are on numerical scales, like age or year, which require parameters at…

Applications · Statistics 2020-12-22 Gary Venter , Şule Şahin

Weather and climate forecasts are inherently uncertain due to chaotic dynamics, imperfect initial conditions, and incomplete representation of the underlying physical processes. Operational ensemble forecasts aim to represent these…

Machine Learning · Computer Science 2026-05-26 Birgit Kühbacher , Daan Crommelin , Niki Kilbertus

For oceanographic applications, probabilistic forecasts typically have to deal with i) high-dimensional complex models, and ii) very sparse spatial observations. In search-and-rescue operations at sea, for instance, the short-term…

Applications · Statistics 2023-02-15 Florian Beiser , Håvard Heitlo Holm , Jo Eidsvik

Bayesian model averaging enables one to combine the disparate predictions of a number of models in a coherent fashion, leading to superior predictive performance. The improvement in performance arises from averaging models that make…

Applications · Statistics 2011-08-01 Qingzhao Yu , Steven N. MacEachern , Mario Peruggia

Improving the representation of precipitation in Earth system models (ESMs) is critical for assessing the impacts of climate change and especially of extreme events like floods and droughts. In existing ESMs, precipitation is not resolved…

Machine Learning · Computer Science 2026-05-27 Michael Aich , Sebastian Bathiany , Philipp Hess , Yu Huang , Niklas Boers

A framework for probabilistic forecasting of vessel motion is developed and validated for a semisubmersible operating in long period swell. Bayesian statistical methods are applied to predictions of the heave response from a physics model…

Other Statistics · Statistics 2026-03-30 Ian Milne , Lachlan Astfalck , Matthew Zed , Jack Lee-Kopij , Edward Cripps

Model-assisted estimation with complex survey data is an important practical problem in survey sampling. When there are many auxiliary variables, selecting significant variables associated with the study variable would be necessary to…

Methodology · Statistics 2020-04-01 Shonosuke Sugasawa , Jae Kwang Kim

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

Improved estimation of hydrometeorological states from down-sampled observations and background model forecasts in a noisy environment, has been a subject of growing research in the past decades. Here, we introduce a unified framework that…

Data Analysis, Statistics and Probability · Physics 2014-09-15 Ardeshir Mohammad Ebtehaj , Efi Foufoula-Georgiou

We present a general framework for Bayesian estimation of incompletely observed multivariate diffusion processes. Observations are assumed to be discrete in time, noisy and incomplete. We assume the drift and diffusion coefficient depend on…

Methodology · Statistics 2019-02-04 Frank van der Meulen , Moritz Schauer

We combine Bayesian prediction and weighted inference as a unified approach to survey inference. The general principles of Bayesian analysis imply that models for survey outcomes should be conditional on all variables that affect the…

Methodology · Statistics 2020-06-24 Yajuan Si , Rob Trangucci , Jonah Sol Gabry , Andrew Gelman

Applying a machine learning model for decision-making in the real world requires to distinguish what the model knows from what it does not. A critical factor in assessing the knowledge of a model is to quantify its predictive uncertainty.…

Machine Learning · Computer Science 2023-11-15 Kajetan Schweighofer , Lukas Aichberger , Mykyta Ielanskyi , Sepp Hochreiter

We consider the problem of conditioning a geological process-based computer simulation, which produces basin models by simulating transport and deposition of sediments, to data. Emphasising uncertainty quantification, we frame this as a…

Applications · Statistics 2017-11-22 Jacob Skauvold , Jo Eidsvik

A probabilistic machine learning model is introduced to augment the $k-\omega\ SST$ turbulence model in order to improve the modelling of separated flows and the generalisability of learnt corrections. Increasingly, machine learning methods…

Computational Engineering, Finance, and Science · Computer Science 2023-01-24 Joel Ho , Nick Pepper , Tim Dodwell

Accurate precipitation forecasts have a high socio-economic value due to their role in decision-making in various fields such as transport networks and farming. We propose a global statistical postprocessing method for grid-based…

Machine Learning · Statistics 2024-07-03 Romain Pic , Clément Dombry , Philippe Naveau , Maxime Taillardat

A chained hydrologic-hydraulic model is implemented using predicted runoff from a large-scale hydrologic model (namely ISBA-CTRIP) as inputs to local hydrodynamic models (TELEMAC-2D) to issue forecasts of water level and flood extent. The…

Image and Video Processing · Electrical Eng. & Systems 2026-02-03 Thanh Huy Nguyen , Andrea Piacentini , Sophie Ricci , Ludovic Cassan , Simon Munier , Quentin Bonassies , Raquel Rodriguez-Suquet

A major problem in numerical weather prediction (NWP) is the estimation of high-dimensional covariance matrices from a small number of samples. Maximum likelihood estimators cannot provide reliable estimates when the overall dimension is…

Methodology · Statistics 2023-01-13 Robert J. Webber , Matthias Morzfeld

The application of process-based and data-driven hydrological models is crucial in modern hydrological research, especially for predicting key water cycle variables such as runoff, evapotranspiration (ET), and soil moisture. These models…

Geophysics · Physics 2024-08-14 Haiyang Shi

In this paper, we present a regression framework involving several machine learning models to estimate water parameters based on hyperspectral data. Measurements from a multi-sensor field campaign, conducted on the River Elbe, Germany,…

Computer Vision and Pattern Recognition · Computer Science 2019-07-02 Philipp M. Maier , Sina Keller

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…

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