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We define a novel class of additive models, called Extended Latent Gaussian Models, that allow for a wide range of response distributions and flexible relationships between the additive predictor and mean response. The new class covers a…
Learning dynamical systems from incomplete or noisy data is inherently ill-posed, as a single observation may correspond to multiple plausible futures. While physics-based ensemble forecasting relies on perturbing initial states to capture…
We construct flexible likelihoods for multi-output Gaussian process models that leverage neural networks as components. We make use of sparse variational inference methods to enable scalable approximate inference for the resulting class of…
We consider multi-task regression models where the observations are assumed to be a linear combination of several latent node functions and weight functions, which are both drawn from Gaussian process priors. Driven by the problem of…
Present energy demand and modernization are leading to greater fossil fuel consumption, which has increased environmental pollution and led to climate change. Hence to decrease dependency on conventional energy sources, renewable energy…
The importance of renewable power production is a set goal in terms of the energy turnaround. Developing short-term wind speed forecasting improvements might increase the profitability of wind power. This article compares two novel…
The Standardized Precipitation Index (SPI) is a critical tool for monitoring drought conditions, typically relying on normalized accumulated precipitation. While longer historical records of precipitation yield more accurate parameter…
Windstorms significantly impact the UK, causing extensive damage to property, disrupting society, and potentially resulting in loss of life. Accurate modelling and understanding of such events are essential for effective risk assessment and…
Spatial generalized linear mixed models (SGLMMs) are popular and flexible models for non-Gaussian spatial data. They are useful for spatial interpolations as well as for fitting regression models that account for spatial dependence, and are…
Latent Gaussian models are an extremely popular, flexible class of models. Bayesian inference for these models is, however, tricky and time consuming. Recently, Rue, Martino and Chopin introduced the Integrated Nested Laplace Approximation…
We develop an automated variational method for inference in models with Gaussian process (GP) priors and general likelihoods. The method supports multiple outputs and multiple latent functions and does not require detailed knowledge of the…
The standard regression tree method applied to observations within clusters poses both methodological and implementation challenges. Effectively leveraging these data requires methods that account for both individual-level and sample-level…
The Linearized Laplace Approximation (LLA) has been recently used to perform uncertainty estimation on the predictions of pre-trained deep neural networks (DNNs). However, its widespread application is hindered by significant computational…
Planning with generative models has emerged as an effective decision-making paradigm across a wide range of domains, including reinforcement learning and autonomous navigation. While continuous replanning at each timestep might seem…
Wind farm design primarily depends on the variability of the wind turbine wake flows to the atmospheric wind conditions, and the interaction between wakes. Physics-based models that capture the wake flow-field with high-fidelity are…
For conducting resource adequacy studies, we synthesize multiple long-term wind power scenarios of distributed wind farms simultaneously by using the spatio-temporal features: spatial and temporal correlation, waveforms, marginal and ramp…
Irregular multivariate time series impose a trade-off for long-horizon forecasting: discrete methods can distort temporal structure via re-gridding, while continuous-time models often require sequential solvers prone to drift. To bridge…
This study presents a novel generative modeling approach to rainfall-runoff modeling, focusing on the synthesis of realistic daily catchment runoff time series in response to catchment-averaged climate forcing. Unlike traditional…
With more wind farms clustered for integration, the short-term wind speed prediction of such wind farm clusters is critical for normal operation of power systems. This paper focuses on achieving accurate, fast, and robust wind speed…
Obtaining accurate estimates of uncertainty in climate scenarios often requires generating large ensembles of high-resolution climate simulations, a computationally expensive and memory intensive process. To address this challenge, we train…