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Multi-output regression models must exploit dependencies between outputs to maximise predictive performance. The application of Gaussian processes (GPs) to this setting typically yields models that are computationally demanding and have…
In power system operation, characterizing the stochastic nature of wind power is an important albeit challenging issue. It is well known that distributions of wind power forecast errors often exhibit significant variability with respect to…
To solve a new task from minimal experience, it is essential to effectively reuse knowledge from previous tasks, a problem known as meta-learning. Compositional solutions, where common elements of computation are flexibly recombined into…
The success of deep learning techniques over the last decades has opened up a new avenue of research for weather forecasting. Here, we take the novel approach of using a neural network to predict full probability density functions at each…
We introduce a generative learning framework to model high-dimensional parametric systems using gradient guidance and virtual observations. We consider systems described by Partial Differential Equations (PDEs) discretized with structured…
Accurate assessment of anthropogenic climate change relies on historical instrumental data, yet observations from the early 20th century are sparse, fragmented, and uncertain. Conventional reconstructions rely on disparate statistical…
A common objective in the analysis of tabular data is estimating the conditional distribution (in contrast to only producing predictions) of a set of "outcome" variables given a set of "covariates", which is sometimes referred to as the…
The present paper aims to demonstrate the usage of Convolutional Neural Networks as a generative model for stochastic processes, enabling researchers from a wide range of fields (such as quantitative finance and physics) to develop a…
We propose an extension of the non-homogeneous Gaussian regression (NGR) model by Gneiting et al. (2005) that yields locally calibrated probabilistic forecasts of tem- perature, based on the output of an ensemble prediction system (EPS).…
In order to enable the transition towards renewable energy sources, probabilistic energy forecasting is of critical importance for incorporating volatile power sources such as solar energy into the electrical grid. Solar energy forecasting…
We present a supervised learning framework of training generative models for density estimation. Generative models, including generative adversarial networks, normalizing flows, variational auto-encoders, are usually considered as…
In data-mining applications, we are frequently faced with a large fraction of missing entries in the data matrix, which is problematic for most discriminant machine learning algorithms. A solution that we explore in this paper is the use of…
Ensemble weather predictions typically show systematic errors that have to be corrected via post-processing. Even state-of-the-art post-processing methods based on neural networks often solely rely on location-specific predictors that…
This paper introduces posterior mean matching (PMM), a new method for generative modeling that is grounded in Bayesian inference. PMM uses conjugate pairs of distributions to model complex data of various modalities like images and text,…
Machine learning-based weather forecasting models now surpass state-of-the-art numerical weather prediction systems, but training and operating these models at high spatial resolution remains computationally expensive. We present a modular…
In quantum many-body systems, measurements can induce qualitative new features, but their simulation is hindered by the exponential complexity involved in sampling the measurement results. We propose to use machine learning to assist the…
Probabilistic weather forecasts from ensemble systems require statistical postprocessing to yield calibrated and sharp predictive distributions. This paper presents an area-covering postprocessing method for ensemble precipitation…
Inferring individualised treatment effects from observational data can unlock the potential for targeted interventions. It is, however, hard to infer these effects from observational data. One major problem that can arise is covariate shift…
Speech super-resolution (SR) is the task that restores high-resolution speech from low-resolution input. Existing models employ simulated data and constrained experimental settings, which limit generalization to real-world SR. Predictive…
We consider the problem of learning deep generative models from data. We formulate a method that generates an independent sample via a single feedforward pass through a multilayer perceptron, as in the recently proposed generative…