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We consider the problem of aggregating predictions or measurements from a set of human forecasters, models, sensors or other instruments which may be subject to bias or miscalibration and random heteroscedastic noise. We propose a Bayesian…

Statistical Finance · Quantitative Finance 2021-01-12 Chirag Nagpal , Robert E. Tillman , Prashant Reddy , Manuela Veloso

A high resolution (0.05 m) water isotopic record ($\delta^{18}\mathrm{O}$) is available from the NorthGRIP ice core. In this study we look into the water isotope diffusion history as estimated by the spectral characteristics of the…

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

Various studies identified possible drivers of extremes of Arctic sea ice reduction, such as observed in the summers of 2007 and 2012, including preconditioning, local feedback mechanisms, oceanic heat transport and the synoptic- and…

Atmospheric and Oceanic Physics · Physics 2024-04-09 Jerome Sauer , Jonathan Demaeyer , Giuseppe Zappa , François Massonnet , Francesco Ragone

Image restoration aims to recover high-quality images from degraded observations. When the degradation process is known, the recovery problem can be formulated as an inverse problem, and in a Bayesian context, the goal is to sample a clean…

Image and Video Processing · Electrical Eng. & Systems 2025-10-13 Darshan Thaker , Abhishek Goyal , René Vidal

This paper discusses several modern approaches to regression analysis involving time series data where some of the predictor variables are also indexed by time. We discuss classical statistical approaches as well as methods that have been…

Methodology · Statistics 2020-11-02 Stephanie Clark , Rob J Hyndman , Dan Pagendam , Louise M Ryan

With a scheduled launch in October 2018, the James Webb Space Telescope (JWST) is expected to revolutionise the field of atmospheric characterization of exoplanets. The broad wavelength coverage and high sensitivity of its instruments will…

Earth and Planetary Astrophysics · Physics 2016-12-21 M. Rocchetto , I. P. Waldmann , O. Venot , P. -O. Lagage , G. Tinetti

Robust sensing and perception in adverse weather conditions remain one of the biggest challenges for realizing reliable autonomous vehicle mobility services. Prior work has established that rainfall rate is a useful measure for the…

Signal Processing · Electrical Eng. & Systems 2022-04-26 Robin Karlsson , David Robert Wong , Kazunari Kawabata , Simon Thompson , Naoki Sakai

Bayesian inference with stochastic models is often difficult because their likelihood functions involve high-dimensional integrals. Approximate Bayesian Computation (ABC) avoids evaluating the likelihood function and instead infers model…

This document is due to appear as a chapter of the forthcoming Handbook of Approximate Bayesian Computation (ABC) by S. Sisson, L. Fan, and M. Beaumont. Here we describe some of the circumstances under which statistical ecologists might…

Methodology · Statistics 2015-11-10 Matteo Fasiolo , Simon N. Wood

Since model bias and associated initialization shock are serious shortcomings that reduce prediction skills in state-of-the-art decadal climate prediction efforts, we pursue a complementary machine-learning-based approach to climate…

Atmospheric and Oceanic Physics · Physics 2022-11-09 Xihaier Luo , Balasubramanya T. Nadiga , Yihui Ren , Ji Hwan Park , Wei Xu , Shinjae Yoo

In this note we present a fully information theoretic approach to renormalization inspired by Bayesian statistical inference, which we refer to as Bayesian Renormalization. The main insight of Bayesian Renormalization is that the Fisher…

High Energy Physics - Theory · Physics 2023-10-11 David S. Berman , Marc S. Klinger , Alexander G. Stapleton

Estimating the parameters of mathematical models is a common problem in almost all branches of science. However, this problem can prove notably difficult when processes and model descriptions become increasingly complex and an explicit…

Machine Learning · Statistics 2024-02-09 Stefan T. Radev , Ulf K. Mertens , Andreas Voss , Lynton Ardizzone , Ullrich Köthe

Probabilistic hierarchical time-series forecasting is an important variant of time-series forecasting, where the goal is to model and forecast multivariate time-series that have underlying hierarchical relations. Most methods focus on point…

Machine Learning · Computer Science 2023-10-20 Harshavardhan Kamarthi , Lingkai Kong , Alexander Rodríguez , Chao Zhang , B. Aditya Prakash

Probabilistic hierarchical time-series forecasting is an important variant of time-series forecasting, where the goal is to model and forecast multivariate time-series that have underlying hierarchical relations. Most methods focus on point…

Machine Learning · Computer Science 2023-10-20 Harshavardhan Kamarthi , Lingkai Kong , Alexander Rodríguez , Chao Zhang , B. Aditya Prakash

We present a hybrid method for reconstructing the primordial density from late-time halos and galaxies. Our approach involves two steps: (1) apply standard Baryon Acoustic Oscillation (BAO) reconstruction to recover the large-scale features…

Cosmology and Nongalactic Astrophysics · Physics 2025-04-03 Liam Parker , Adrian E. Bayer , Uros Seljak

Bayesian full waveform inversion (FWI) offers uncertainty-aware subsurface models; however, posterior sampling directly on observed seismic shot records is rarely practical at the field scale because each sample requires numerous…

Geophysics · Physics 2025-12-16 Mohammad H. Taufik , Tariq Alkhalifah

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

Climate change has become a significant global concern due to its capacity to cause substantial disruption to daily life by increasing the frequency and intensity of extreme weather events. Given the rising trend of human interventions in…

Applications · Statistics 2026-04-28 Ritik Roshan Giri , Arnab Hazra

When analyzing real-world data it is common to work with event ensembles, which comprise sets of observations that collectively constrain the parameters of an underlying model of interest. Such models often have a hierarchical structure,…

Machine Learning · Statistics 2024-02-22 Lukas Heinrich , Siddharth Mishra-Sharma , Chris Pollard , Philipp Windischhofer
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