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A new approach for Bayesian model averaging (BMA) and selection is proposed, based on the mixture model approach for hypothesis testing in Kaniav et al., 2014. Inheriting from the good properties of this approach, it extends BMA to cases…

Methodology · Statistics 2018-08-02 Merlin Keller , Kaniav Kamary

We propose the Bayesian bridge estimator for regularized regression and classification. Two key mixture representations for the Bayesian bridge model are developed: (1) a scale mixture of normals with respect to an alpha-stable random…

Methodology · Statistics 2012-10-30 Nicholas G. Polson , James G. Scott , Jesse Windle

Weather forecasting presents several challenges, including the chaotic nature of the atmosphere and the high computational demands of numerical weather prediction models. To achieve the most accurate predictions, the ideal scenario involves…

Applications · Statistics 2025-06-19 Sándor Baran , Mária Lakatos

Statistical post-processing of global ensemble weather forecasts is revisited by leveraging recent developments in machine learning. Verification of past forecasts is exploited to learn systematic deficiencies of numerical weather…

Atmospheric and Oceanic Physics · Physics 2023-10-23 Zied Ben-Bouallegue , Jonathan A Weyn , Mariana C A Clare , Jesper Dramsch , Peter Dueben , Matthew Chantry

Dam breach models are commonly used to predict outflow hydrographs of potentially failing dams and are key ingredients for evaluating flood risk. In this paper a new dam breach modeling framework is introduced that shall improve the…

Computation · Statistics 2018-06-14 S. J. Peter , A. Siviglia , J. Nagel , S. Marelli , R. M. Boes , D. Vetsch , B. Sudret

Ensemble forecasts and their combination are examined from the perspective of probability spaces. Manipulating ensemble forecasts as discrete probability distributions, multi-model ensemble (MME) forecasts are reformulated as barycenters of…

Applications · Statistics 2025-03-24 Camille Le Coz , Alexis Tantet , Rémi Flamary , Riwal Plougonven

Statistical postprocessing is used to translate ensembles of raw numerical weather forecasts into reliable probabilistic forecast distributions. In this study, we examine the use of permutation-invariant neural networks for this task. In…

Machine Learning · Statistics 2024-01-22 Kevin Höhlein , Benedikt Schulz , Rüdiger Westermann , Sebastian Lerch

High Mountain Asia (HMA) holds the highest concentration of frozen water outside the polar regions, serving as a crucial water source for more than 1.9 billion people. Precipitation represents the largest source of uncertainty for future…

Atmospheric and Oceanic Physics · Physics 2025-07-01 Kenza Tazi , Sun Woo P. Kim , Marc Girona-Mata , Richard E. Turner

Various methods have been developed to combine inference across multiple sets of results for unsupervised clustering, within the ensemble clustering literature. The approach of reporting results from one `best' model out of several…

Quantifying uncertainty in weather forecasts is critical, especially for predicting extreme weather events. This is typically accomplished with ensemble prediction systems, which consist of many perturbed numerical weather simulations, or…

Machine Learning · Computer Science 2021-03-17 Peter Grönquist , Chengyuan Yao , Tal Ben-Nun , Nikoli Dryden , Peter Dueben , Shigang Li , Torsten Hoefler

The computational cost as well as the probabilistic skill of ensemble forecasts depends on the spatial resolution of the numerical weather prediction model and the ensemble size. Periodically, e.g. when more computational resources become…

Applications · Statistics 2020-01-17 Sándor Baran , Martin Leutbecher , Marianna Szabó , Zied Ben Bouallègue

Statistical postprocessing is routinely applied to correct systematic errors of numerical weather prediction models (NWP) and to automatically produce calibrated local forecasts for end-users. Postprocessing is particularly relevant in…

The posterior in probabilistic programs with stochastic support decomposes as a weighted sum of the local posterior distributions associated with each possible program path. We show that making predictions with this full posterior…

Machine Learning · Computer Science 2024-04-15 Tim Reichelt , Luke Ong , Tom Rainforth

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

Bayesian methods are critical for quantifying the behaviors of systems. They capture our uncertainty about a system's behavior using probability distributions and update this understanding as new information becomes available. Probabilistic…

Computation · Statistics 2018-04-25 Thomas A. Catanach , James L. Beck

Ensemble weather forecasts based on multiple runs of numerical weather prediction models typically show systematic errors and require post-processing to obtain reliable forecasts. Accurately modeling multivariate dependencies is crucial in…

Atmospheric and Oceanic Physics · Physics 2024-02-02 Jieyu Chen , Tim Janke , Florian Steinke , Sebastian Lerch

As in many fields of dynamic modeling, the long runtime of hydrological models hinders Bayesian inference of model parameters from data. By replacing a model with an approximation of its output as a function of input and/or parameters,…

Methodology · Statistics 2019-10-09 David Machac , Peter Reichert , Jörg Rieckermann , Dario Del Giudice , Carlo Albert

Seamless forecasts are based on a combination of different sources to produce the best possible forecasts. Statistical multimodel postprocessing helps to combine various sources to achieve these seamless forecasts. However, when one of the…

Methodology · Statistics 2024-10-17 Markus Dabernig , Aitor Atencia

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

A specific implementation of Bayesian model averaging has recently been suggested as a method for the calibration of ensemble temperature forecasts. We point out the similarities between this new approach and an earlier method known as…

Atmospheric and Oceanic Physics · Physics 2007-05-23 Stephen Jewson