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The paper introduces a new estimation method for the standard linear regression model. The procedure is not driven by the optimisation of any objective function rather, it is a simple weighted average of slopes from observation pairs. The…

Econometrics · Economics 2024-02-27 Felix Chan , Laszlo Matyas

Uncertainty in probabilistic classifiers predictions is a key concern when models are used to support human decision making, in broader probabilistic pipelines or when sensitive automatic decisions have to be taken. Studies have shown that…

Machine Learning · Computer Science 2021-09-09 Nicolas Posocco , Antoine Bonnefoy

To track rapid changes within our water sector, Global Water Models (GWMs) need to realistically represent hydrologic systems' response patterns - such as baseflow fraction - but are hindered by their limited ability to learn from data.…

Process mining is a scientific discipline that analyzes event data, often collected in databases called event logs. Recently, uncertain event logs have become of interest, which contain non-deterministic and stochastic event attributes that…

Artificial Intelligence · Computer Science 2022-04-05 Marco Pegoraro , Bianka Bakullari , Merih Seran Uysal , Wil M. P. van der Aalst

Streamflow prediction is one of the key challenges in the field of hydrology due to the complex interplay between multiple non-linear physical mechanisms behind streamflow generation. While physics based models are rooted in rich…

Atmospheric and Oceanic Physics · Physics 2025-11-12 Ankush Khandelwal , Shaoming Xu , Xiang Li , Xiaowei Jia , Michael Stienbach , Christopher Duffy , John Nieber , Vipin Kumar

We develop a novel Empirical Bayes methodology for prediction under check loss in high-dimensional Gaussian models. The check loss is a piecewise linear loss function having differential weights for measuring the amount of underestimation…

Statistics Theory · Mathematics 2016-06-24 Gourab Mukherjee , Lawrence D. Brown , Paat Rusmevichientong

Estimating density ratios between pairs of intractable data distributions is a core problem in probabilistic modeling, enabling principled comparisons of sample likelihoods under different data-generating processes across conditions and…

Machine Learning · Computer Science 2026-03-02 Egor Antipov , Alessandro Palma , Lorenzo Consoli , Stephan Günnemann , Andrea Dittadi , Fabian J. Theis

In this article we present very intuitive, easy to follow, yet mathematically rigorous, approach to the so called data fitting process. Rather than minimizing the distance between measured and simulated data points, we prefer to find such…

Data Analysis, Statistics and Probability · Physics 2017-08-07 Marek W. Gutowski

This paper introduces a novel approach to quantifying ecological resilience in biological systems, particularly focusing on noisy systems responding to episodic disturbances with sudden adaptations. Incorporating concepts from…

Quantitative Methods · Quantitative Biology 2024-12-24 Jorge M. Ramirez , Juan M. Restrepo , Valerio Lucarini , David Weston

Expectiles were defined using a minimisation principle. They form a special class of coherent risk measures. We will describe the scenario set and we will show that there is a most severe commonotonic risk measure that is smaller than the…

Probability · Mathematics 2013-07-24 Freddy Delbaen

Quantiles, expectiles and extremiles can be seen as concepts defined via an optimization problem, where this optimization problem is driven by two important ingredients: the loss function as well as a distributional weight function. This…

Methodology · Statistics 2024-05-21 Dieter Debrauwer , Irène Gijbels , Klaus Herrmann

Many problems in the geophysical sciences demand the ability to calibrate the parameters and predict the time evolution of complex dynamical models using sequentially-collected data. Here we introduce a general methodology for the joint…

Computation · Statistics 2018-12-12 Sara Pérez-Vieites , Inés P. Mariño , Joaquín Míguez

The near-surface environment is often too complex to enable inference of hydrological and environmental variables using one geophysical data type alone. Joint inversion and coupled inverse modeling involving numerical flow- and transport…

Geophysics · Physics 2017-01-09 N. Linde , J. Doetsch

In the quest for advanced propulsion and power-generation systems, high-fidelity simulations are too computationally expensive to survey the desired design space, and a new design methodology is needed that combines engineering physics,…

A new unimodal distribution family indexed by the mode and three other parameters is derived from a mixture of a Gumbel distribution for the maximum and a Gumbel distribution for the minimum. Properties of the proposed distribution are…

Methodology · Statistics 2024-07-02 Qingyang Liu , Xianzheng Huang , Haiming Zhou

Tropical cyclones present a serious threat to many coastal communities around the world. Many numerical weather prediction models provide deterministic forecasts with limited measures of their forecast uncertainty. Standard postprocessing…

Applications · Statistics 2022-11-01 Stephen A. Walsh , Marco A. R. Ferreira , Dave Higdon , Stephanie Zick

Context: Software engineering has a problem in that when we empirically evaluate competing prediction systems we obtain conflicting results. Objective: To reduce the inconsistency amongst validation study results and provide a more formal…

Software Engineering · Computer Science 2021-01-15 Martin Shepperd , Stephen G. MacDonell

Delivering useful hydrological forecasts is critical for urban and agricultural water management, hydropower generation, flood protection and management, drought mitigation and alleviation, and river basin planning and management, among…

Applications · Statistics 2020-08-19 Georgia Papacharalampous , Hristos Tyralis

Numerous applications of machine learning involve representing probability distributions over high-dimensional data. We propose autoregressive quantile flows, a flexible class of normalizing flow models trained using a novel objective based…

Machine Learning · Computer Science 2023-02-17 Phillip Si , Allan Bishop , Volodymyr Kuleshov

Statistical models typically capture uncertainties in our knowledge of the corresponding real-world processes, however, it is less common for this uncertainty specification to capture uncertainty surrounding the values of the inputs to the…

Methodology · Statistics 2023-05-10 Samuel E. Jackson , David C. Woods
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