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This study conducts a benchmarking study, comparing 23 different statistical and machine learning methods in a credit scoring application. In order to do so, the models' performance is evaluated over four different data sets in combination…

Econometrics · Economics 2019-07-31 Anna Stelzer

Forecasting has become a natural benchmark for reasoning under uncertainty. Yet existing evaluations of large language models remain limited to judgmental tasks in simple formats, such as binary or multiple-choice questions. In practice,…

Machine Learning · Computer Science 2026-04-20 Jeremy Qin , Maksym Andriushchenko

To improve the trustworthiness of an AI model, finding consistent, understandable representations of its inference process is essential. This understanding is particularly important in high-stakes operations such as weather forecasting,…

Artificial Intelligence · Computer Science 2025-04-02 Soyeon Kim , Junho Choi , Subeen Lee , Jaesik Choi

The examination of uncertainty in the predictions of machine learning (ML) models is receiving increasing attention. One uncertainty modeling technique used for this purpose is Monte-Carlo (MC)-Dropout, where repeated predictions are…

Computer Vision and Pattern Recognition · Computer Science 2023-05-25 Florian Heidecker , Ahmad El-Khateeb , Bernhard Sick

Visualizing the uncertainty of ensemble simulations is challenging due to the large size and multivariate and temporal features of ensemble data sets. One popular approach to studying the uncertainty of ensembles is analyzing the positional…

Machine Learning · Computer Science 2022-10-25 Mengjiao Han , Tushar M. Athawale , David Pugmire , Chris R. Johnson

Standard weather forecast evaluations focus on the forecaster's perspective and on a statistical assessment comparing forecasts and observations. In practice, however, forecasts are used to make decisions, so it seems natural to take the…

Machine Learning · Computer Science 2025-12-18 Kornelius Raeth , Nicole Ludwig

In the field of numerical weather prediction (NWP), the probabilistic distribution of the future state of the atmosphere is sampled with Monte-Carlo-like simulations, called ensembles. These ensembles have deficiencies (such as conditional…

Applications · Statistics 2020-05-08 Michaël Zamo , Liliane Bel , Olivier Mestre

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

Ensemble forecasts and their combination are examined from the perspective of probability spaces. Manipulating ensemble forecasts as discrete probability distributions, multi-model ensemble (MME) forecasts are reformulated as barycenters of…

Applications · Statistics 2025-03-24 Camille Le Coz , Alexis Tantet , Rémi Flamary , Riwal Plougonven

Robust quantification of predictive uncertainty is critical for understanding factors that drive weather and climate outcomes. Ensembles provide predictive uncertainty estimates and can be decomposed physically, but both physics and machine…

Modern weather forecast models perform uncertainty quantification using ensemble prediction systems, which collect nonparametric statistics based on multiple perturbed simulations. To provide accurate estimation, dozens of such…

Machine Learning · Computer Science 2019-12-06 Peter Grönquist , Tal Ben-Nun , Nikoli Dryden , Peter Dueben , Luca Lavarini , Shigang Li , Torsten Hoefler

Previous work on learning physical systems from data has focused on high-resolution grid-structured measurements. However, real-world knowledge of such systems (e.g. weather data) relies on sparsely scattered measuring stations. In this…

Machine Learning · Computer Science 2023-09-29 Andrzej Dulny , Andreas Hotho , Anna Krause

Precipitation forecasts are less accurate compared to other meteorological fields because several key processes affecting precipitation distribution and intensity occur below the resolved scale of global weather prediction models. This…

Atmospheric and Oceanic Physics · Physics 2023-04-21 Rüdiger Brecht , Alex Bihlo

Earth System Models (ESMs) are the state of the art for projecting the effects of climate change. However, longstanding uncertainties in their ability to simulate regional and local precipitation extremes and related processes inhibit…

Applications · Statistics 2017-07-20 Evan Kodra , Singdhansu Chatterjee , Stone Chen , Auroop R. Ganguly

The importance of accurately quantifying forecast uncertainty has motivated much recent research on probabilistic forecasting. In particular, a variety of deep learning approaches has been proposed, with forecast distributions obtained as…

Machine Learning · Statistics 2024-11-11 Benedikt Schulz , Lutz Köhler , Sebastian Lerch

Short-term (0-24 hours) precipitation forecasting is highly valuable to socioeconomic activities and public safety. However, the highly complex evolution patterns of precipitation events, the extreme imbalance between precipitation and…

Machine Learning · Computer Science 2026-03-30 Shuangliang Li , Siwei Li , Li Li , Weijie Zou , Jie Yang , Maolin Zhang

Estimating predictive uncertainty is crucial for many computer vision tasks, from image classification to autonomous driving systems. Hamiltonian Monte Carlo (HMC) is an sampling method for performing Bayesian inference. On the other hand,…

Machine Learning · Computer Science 2019-07-03 Diego Vergara , Sergio Hernández , Matias Valdenegro-Toro , Felipe Jorquera

This paper presents a new precipitation dataset that is daily, has a spatial resolution of one degree on a quasi-global scale, and spans more than 42 years, using machine learning techniques. The ultimate goal of this dataset is to provide…

Atmospheric and Oceanic Physics · Physics 2024-09-17 Hiroshi G. Takahashi

Machine Learning (ML) methods have seen widespread adoption in seismology in recent years. The ability of these techniques to efficiently infer the statistical properties of large datasets often provides significant improvements over…

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
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