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The state of the art for physical hazard prediction from weather and climate requires expensive km-scale numerical simulations driven by coarser resolution global inputs. Here, a generative diffusion architecture is explored for downscaling…

Techniques from deep learning play a more and more important role for the important task of calibration of financial models. The pioneering paper by Hernandez [Risk, 2017] was a catalyst for resurfacing interest in research in this area. In…

Mathematical Finance · Quantitative Finance 2019-08-26 Christian Bayer , Blanka Horvath , Aitor Muguruza , Benjamin Stemper , Mehdi Tomas

The path toward realizing the potential of seasonal forecasting and its socioeconomic benefits depends heavily on improving general circulation model based dynamical forecasting systems. To improve dynamical seasonal forecast, it is crucial…

Existing methods for estimating uncertainty in deep learning tend to require multiple forward passes, making them unsuitable for applications where computational resources are limited. To solve this, we perform probabilistic reasoning over…

Machine Learning · Statistics 2020-12-08 Javier Antorán , James Urquhart Allingham , José Miguel Hernández-Lobato

The increasing installation rate of wind power poses great challenges to the global power system. In order to ensure the reliable operation of the power system, it is necessary to accurately forecast the wind speed and power of the wind…

Machine Learning · Computer Science 2023-06-21 Yang Yang , Jin Lang , Jian Wu , Yanyan Zhang , Xiang Zhao

Deep metric learning maps visually similar images onto nearby locations and visually dissimilar images apart from each other in an embedding manifold. The learning process is mainly based on the supplied image negative and positive training…

Computer Vision and Pattern Recognition · Computer Science 2020-09-14 Chang-Hui Liang , Wan-Lei Zhao , Run-Qing Chen

Running high-resolution physical models is computationally expensive and essential for many disciplines. Agriculture, transportation, and energy are sectors that depend on high-resolution weather models, which typically consume many hours…

Machine Learning · Computer Science 2018-08-17 Eduardo R. Rodrigues , Igor Oliveira , Renato L. F. Cunha , Marco A. S. Netto

Deep neural networks offer an alternative paradigm for modeling weather conditions. The ability of neural models to make a prediction in less than a second once the data is available and to do so with very high temporal and spatial…

Atmospheric and Oceanic Physics · Physics 2023-07-07 Marcin Andrychowicz , Lasse Espeholt , Di Li , Samier Merchant , Alexander Merose , Fred Zyda , Shreya Agrawal , Nal Kalchbrenner

We present a data-driven approach for probabilistic wind power forecasting based on conditional normalizing flow (CNF). In contrast with the existing, this approach is distribution-free (as for non-parametric and quantile-based approaches)…

Systems and Control · Electrical Eng. & Systems 2022-07-20 Honglin Wen , Pierre Pinson , Jinghuan Ma , Jie Gu , Zhijian Jin

We propose a deep learning approach to probabilistic forecasting of macroeconomic and financial time series. Being able to learn complex patterns from a data rich environment, our approach is useful for a decision making that depends on…

General Economics · Economics 2022-04-15 Jozef Barunik , Lubos Hanus

Deep learning requires regularization mechanisms to reduce overfitting and improve generalization. We address this problem by a new regularization method based on distributional robust optimization. The key idea is to modify the…

Machine Learning · Computer Science 2020-06-08 Aurora Cobo Aguilera , Antonio Artés-Rodríguez , Fernando Pérez-Cruz , Pablo Martínez Olmos

Over the past decade the use of machine learning in meteorology has grown rapidly. Specifically neural networks and deep learning have been used at an unprecedented rate. In order to fill the dearth of resources covering neural networks…

Machine Learning · Computer Science 2023-05-26 Randy J. Chase , David R. Harrison , Gary Lackmann , Amy McGovern

This work introduces a novel approach for generating conditional probabilistic rainfall forecasts with temporal and spatial dependence. A two-step procedure is employed. Firstly, marginal location-specific distributions are jointly…

Methodology · Statistics 2025-03-31 David Huk , Rilwan A. Adewoyin , Ritabrata Dutta

Density regression characterizes the conditional density of the response variable given the covariates, and provides much more information than the commonly used conditional mean or quantile regression. However, it is often computationally…

Methodology · Statistics 2022-06-15 Yunlu Chen , Nan Zhang

A primary goal of the National Oceanic and Atmospheric Administration (NOAA) Warn-on-Forecast (WoF) project is to provide rapidly updating probabilistic guidance to human forecasters for short-term (e.g., 0-3 h) severe weather forecasts.…

Atmospheric and Oceanic Physics · Physics 2021-05-12 Montgomery Flora , Corey K. Potvin , Patrick S. Skinner , Shawn Handler , Amy McGovern

Short-term load forecasting is a critical element of power systems energy management systems. In recent years, probabilistic load forecasting (PLF) has gained increased attention for its ability to provide uncertainty information that helps…

Machine Learning · Computer Science 2019-03-27 Qicheng Chang , Yishen Wang , Xiao Lu , Di Shi , Haifeng Li , Jiajun Duan , Zhiwei Wang

Deep learning's success has been attributed to the training of large, overparameterized models on massive amounts of data. As this trend continues, model training has become prohibitively costly, requiring access to powerful computing…

Machine Learning · Computer Science 2021-11-25 Ravi S Raju , Kyle Daruwalla , Mikko Lipasti

Cloud-related parameterizations remain a leading source of uncertainty in climate projections. Although machine learning holds promise for Earth system models (ESMs), many data-driven parameterizations lack interpretability, physical…

Atmospheric and Oceanic Physics · Physics 2025-11-25 Arthur Grundner , Tom Beucler , Julien Savre , Axel Lauer , Manuel Schlund , Veronika Eyring

In order to better model complex real-world data such as multiphase flow, one approach is to develop pattern recognition techniques and robust features that capture the relevant information. In this paper, we use deep learning methods, and…

Machine Learning · Computer Science 2017-05-23 Mohammadmehdi Ezzatabadipour , Parth Singh , Melvin D. Robinson , Pablo Guillen-Rondon , Carlos Torres

Chaotic dynamical systems exhibit strong sensitivity to initial conditions and often contain unresolved multiscale processes, making deterministic forecasting fundamentally limited. Generative models offer an appealing alternative by…

Machine Learning · Computer Science 2026-01-01 Patrick Wyrod , Ashesh Chattopadhyay , Daniele Venturi