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Statistical models that possess symmetry arise in diverse settings such as random fields associated to geophysical phenomena, exchangeable processes in Bayesian statistics, and cyclostationary processes in engineering. We formalize the…

Statistics Theory · Mathematics 2011-12-01 Parikshit Shah , Venkat Chandrasekaran

Data assimilation plays a crucial role in numerical modeling, enabling the integration of real-world observations into mathematical models to enhance the accuracy and predictive capabilities of simulations. This approach is widely applied…

Numerical Analysis · Mathematics 2024-11-08 Alexander Lobbe , Dan Crisan , Oana Lang

Hierarchical time series are common in several applied fields. The forecasts for these time series are required to be coherent, that is, to satisfy the constraints given by the hierarchy. The most popular technique to enforce coherence is…

Machine Learning · Statistics 2023-10-13 Lorenzo Zambon , Dario Azzimonti , Giorgio Corani

The aim of the history matching method is to locate non-implausible regions of the parameter space of complex deterministic or stochastic models by matching model outputs with data. It does this via a series of waves where at each wave an…

Computation · Statistics 2021-05-11 Christopher C Drovandi , David J Nott , Daniel E Pagendam

Comparing paleoclimate time series is complicated by a variety of typical features, including irregular sampling, age model uncertainty (e.g., errors due to interpolation between radiocarbon sampling points) and time uncertainty…

Applications · Statistics 2019-03-29 Jasper G. Franke , Reik V. Donner

Conformal Prediction offers a powerful framework for quantifying uncertainty in machine learning models, enabling the construction of prediction sets with finite-sample validity guarantees. While easily adaptable to non-probabilistic…

Machine Learning · Statistics 2024-11-27 Eshant English , Christoph Lippert

Induced seismicity has emerged as a source of a significant earthquake hazard associated with recent development of unconventional energy resources. Therefore, it is imperative to develop stochastic models that can accurately describe the…

Geophysics · Physics 2024-10-08 Robert Shcherbakov

Statistical matching is an effective method for estimating causal effects in which treated units are paired with control units with ``similar'' values of confounding covariates prior to performing estimation. In this way, matching helps…

Methodology · Statistics 2023-09-13 Sanjeewani Weerasingha , Michael J. Higgins

We consider the problem of computing the satisfaction probability of a formula for stochastic models with parametric uncertainty. We show that this satisfaction probability is a smooth function of the model parameters. This enables us to…

Logic in Computer Science · Computer Science 2014-10-23 Luca Bortolussi , Dimitrios Milios , Guido Sanguinetti

Stochastic methods are a crucial area in contemporary climate research and are increasingly being used in comprehensive weather and climate prediction models as well as reduced order climate models. Stochastic methods are used as…

Atmospheric and Oceanic Physics · Physics 2020-11-16 Christian L. E. Franzke , Terence J. O'Kane , Judith Berner , Paul D. Williams , Valerio Lucarini

Modelling complex real-world situations such as infectious diseases, geological phenomena, and biological processes can present a dilemma: the computer model (referred to as a simulator) needs to be complex enough to capture the dynamics of…

Atmospheric models used for weather and climate prediction are traditionally formulated in a deterministic manner. In other words, given a particular state of the resolved scale variables, the most likely forcing from the sub-grid scale…

Machine Learning · Computer Science 2024-02-16 Hannah M. Christensen , Salah Kouhen , Greta Miller , Raghul Parthipan

Ensemble forecasts of weather and climate are subject to systematic biases in the ensemble mean and variance, leading to inaccurate estimates of the forecast mean and variance. To address these biases, ensemble forecasts are post-processed…

Applications · Statistics 2016-05-25 Stefan Siegert , Philip G. Sansom , Robin Williams

Empirical modelling often aims for the simplest model consistent with the data. A new technique is presented which quantifies the consistency of the model dynamics as a function of location in state space. As is well-known, traditional…

Chaotic Dynamics · Physics 2009-11-10 Patrick E. McSharry , Leonard A. Smith

Global climate models represent small-scale processes such as clouds and convection using quasi-empirical models known as parameterizations, and these parameterizations are a leading cause of uncertainty in climate projections. A promising…

Atmospheric and Oceanic Physics · Physics 2020-08-31 Janni Yuval , Paul A. O'Gorman

We examine the problem of making reconciled forecasts of large collections of related time series through a behavioural/Bayesian lens. Our approach explicitly acknowledges and exploits the 'connectedness' of the series in terms of…

Methodology · Statistics 2022-10-03 Ross Hollyman , Fotios Petropoulos , Michael E. Tipping

The interpretation of seismic images faces challenges due to the presence of several uncertainty sources. Uncertainties exist in data measurements, source positioning, and subsurface geophysical properties. Understanding uncertainties' role…

Geophysical model domains typically contain irregular, complex fractal-like boundaries and physical processes that act over a wide range of scales. Constructing geographically constrained boundary-conforming spatial discretizations of these…

Geophysics · Physics 2017-03-27 Adam S. Candy

Reservoir simulation and adaptation (also known as history matching) are typically considered as separate problems. While a set of models are aimed at the solution of the forward simulation problem assuming all initial geological parameters…

Machine Learning · Computer Science 2021-08-03 E. Illarionov , P. Temirchev , D. Voloskov , R. Kostoev , M. Simonov , D. Pissarenko , D. Orlov , D. Koroteev

A deterministic multiscale toy model is studied in which a chaotic fast subsystem triggers rare transitions between slow regimes, akin to weather or climate regimes. Using homogenization techniques, a reduced stochastic parametrization…

Data Analysis, Statistics and Probability · Physics 2012-04-11 Lewis Mitchell , Georg A. Gottwald