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For a Bayesian, real-time forecasting with the posterior predictive distribution can be challenging for a variety of time series models. First, estimating the parameters of a time series model can be difficult with sample-based approaches…

Applications · Statistics 2022-08-08 Taylor R. Brown

A new stochastic model for daily precipitation occurrence processes observed at multiple locations is developed. The modeling concept is to use the indicator function and the elliptical shape of multivariate Gaussian distribution to…

Applications · Statistics 2020-09-02 Hsien-Wei Chen

Bayesian inference provides a rigorous methodology for estimation and uncertainty quantification of parameters in geophysical forward models. Badlands (basin and landscape dynamics model) is a landscape evolution model that simulates…

Environmental phenomena are influenced by complex interactions among various factors. For instance, the amount of rainfall measured at different stations within a given area is shaped by atmospheric conditions, orography, and physics of…

Applications · Statistics 2025-01-16 Paolo Onorati , Antonio Canale

We propose an interdisciplinary framework that combines Bayesian predictive inference, a well-established tool in Machine Learning, with Formal Methods rooted in the computer science community. Bayesian predictive inference allows for…

Computation · Statistics 2025-08-21 Laura Vana , Ennio Visconti , Laura Nenzi , Annalisa Cadonna , Gregor Kastner

Climate models robustly imply that some significant change in precipitation patterns will occur. Models consistently project that the intensity of individual precipitation events increases by approximately 6-7%/K, following the increase in…

Applications · Statistics 2016-12-21 Won Chang , Michael L. Stein , Jiali Wang , V. Rao Kotamarthi , Elisabeth J. Moyer

We develop Bayesian predictive stacking for geostatistical models, where the primary inferential objective is to provide inference on the latent spatial random field and conduct spatial predictions at arbitrary locations. We exploit…

Methodology · Statistics 2025-09-25 Lu Zhang , Wenpin Tang , Sudipto Banerjee

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

We propose a new class of filtering and smoothing methods for inference in high-dimensional, nonlinear, non-Gaussian, spatio-temporal state-space models. The main idea is to combine the ensemble Kalman filter and smoother, developed in the…

Methodology · Statistics 2019-03-22 Matthias Katzfuss , Jonathan R. Stroud , Christopher K. Wikle

Turbulent flows have historically presented formidable challenges to predictive computational modeling. Traditional numerical simulations often require vast computational resources, making them infeasible for numerous engineering…

Fluid Dynamics · Physics 2023-11-15 Han Gao , Xu Han , Xiantao Fan , Luning Sun , Li-Ping Liu , Lian Duan , Jian-Xun Wang

In this study, we examine a Bayesian approach to analyze extreme daily rainfall amounts and forecast return-levels. Estimating the probability of occurrence and quantiles of future extreme events is important in many applications, including…

Applications · Statistics 2022-08-29 Douglas E. Johnston

Spatio-temporal prediction of levels of an environmental exposure is an important problem in environmental epidemiology. Our work is motivated by multiple studies on the spatio-temporal distribution of mobile source, or traffic related,…

Applications · Statistics 2014-11-14 Nikolay Bliznyuk , Christopher J. Paciorek , Joel Schwartz , Brent Coull

Multimodel ensembling has been widely used to improve climate model predictions, and the improvement strongly depends on the ensembling scheme. In this work, we propose a Bayesian neural network (BNN) ensembling method, which combines…

Atmospheric and Oceanic Physics · Physics 2022-08-10 Ming Fan , Dan Lu , Deeksha Rastogi , Eric M. Pierce

We present a scalable and robust Bayesian inference method for linear state space models. The method is applied to demand forecasting in the context of a large e-commerce platform, paying special attention to intermittent and bursty target…

In this chapter, we show how to efficiently model high-dimensional extreme peaks-over-threshold events over space in complex non-stationary settings, using extended latent Gaussian Models (LGMs), and how to exploit the fitted model in…

Methodology · Statistics 2021-10-07 Arnab Hazra , Raphaël Huser , Árni V. Jóhannesson

Fitting statistical models to spatiotemporal data requires finding the right balance between imposing smoothness and following the data. In the context of p-splines, we propose a Bayesian framework for choosing the smoothing parameter which…

Applications · Statistics 2013-10-30 A. W. Bowman , L. Evers , D. Molinari , W. R. Jones , M. J. Spence

Obtaining accurate water level predictions are essential for water resource management and implementing flood mitigation strategies. Several data-driven models can be found in the literature. However, there has been limited research with…

Applications · Statistics 2025-06-27 Victor Hugo Nagahama , James Sweeney , Niamh Cahill

Extreme precipitation causes severe societal and economic damage, and weather control has long been discussed as a potential mitigation strategy. However, to the best of our knowledge, perturbation-based interventions for weather control…

Machine Learning · Computer Science 2026-05-15 Ayumu Ueyama , Kazuhiko Kawamoto , Hiroshi Kera

Biological systems commonly exhibit complex spatiotemporal patterns whose underlying generative mechanisms pose a significant analytical challenge. Traditional approaches to spatiodynamic inference rely on dimensionality reduction through…

Quantitative Methods · Quantitative Biology 2025-08-01 Jun Won Park , Kangyu Zhao , Sanket Rane

Multivariate spatial fields are of interest in many applications, including climate model emulation. Not only can the marginal spatial fields be subject to nonstationarity, but the dependence structure among the marginal fields and between…

Methodology · Statistics 2023-11-21 Paul F. V. Wiemann , Matthias Katzfuss