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Weather forecasts sit upstream of high-stakes decisions in domains such as grid operations, aviation, agriculture, and emergency response. Yet forecast users often face a difficult trade-off. Many decision-relevant targets are functionals…
Estimating the counterfactual outcome of treatment is essential for decision-making in public health and clinical science, among others. Often, treatments are administered in a sequential, time-varying manner, leading to an exponentially…
This article introduces a novel nonparametric methodology for Generalized Linear Models which combines the strengths of the binary regression and latent variable formulations for categorical data, while overcoming their disadvantages.…
Beyond their origin in modeling many-body quantum systems, tensor networks have emerged as a promising class of models for solving machine learning problems, notably in unsupervised generative learning. While possessing many desirable…
We demonstrate the use of a probabilistic machine learning technique to develop stochastic parameterizations of atmospheric column-physics. After suitable preprocessing of NASA's Modern-Era Retrospective analysis for Research and…
Multivariate time series data for real-world applications typically contain a significant amount of missing values. The dominant approach for classification with such missing values is to impute them heuristically with specific values…
By linking conceptual theories with observed data, generative models can support reasoning in complex situations. They have come to play a central role both within and beyond statistics, providing the basis for power analysis in molecular…
Despite recent advances, the remaining bottlenecks in deep generative models are necessity of extensive training and difficulties with generalization from small number of training examples. We develop a new generative model called…
We propose a deep generative approach to sampling from a conditional distribution based on a unified formulation of conditional distribution and generalized nonparametric regression function using the noise-outsourcing lemma. The proposed…
In the last decades wind power became the second largest energy source in the EU covering 16% of its electricity demand. However, due to its volatility, accurate short range wind power predictions are required for successful integration of…
Pedestrian trajectory prediction is challenging due to its uncertain and multimodal nature. While generative adversarial networks can learn a distribution over future trajectories, they tend to predict out-of-distribution samples when the…
Statistical post-processing of dynamical forecast ensembles is an essential component of weather forecasting. In this article, we present a post-processing method that generates full predictive probability distributions for precipitation…
We consider problems where multiple predictions can be considered correct, but only one of them is given as supervision. This setting differs from both the regression and class-conditional generative modelling settings: in the former, there…
A generative modeling framework is proposed that combines diffusion models and manifold learning to efficiently sample data densities on manifolds. The approach utilizes Diffusion Maps to uncover possible low-dimensional underlying (latent)…
We link conditional generative modelling to quantile regression. We propose a suitable loss function and derive minimax convergence rates for the associated risk under smoothness assumptions imposed on the conditional distribution. To…
Data assimilation of observational data into full atmospheric states is essential for weather forecast model initialization. Recently, methods for deep generative data assimilation have been proposed which allow for using new input data…
A model involving Gaussian processes (GPs) is introduced to simultaneously handle multi-task learning, clustering, and prediction for multiple functional data. This procedure acts as a model-based clustering method for functional data as…
Manufacturing processes are inherently dynamic and uncertain, with varying parameters and nonlinear behaviors, making robust control essential for maintaining quality and reliability. Traditional control methods often fail under these…
We propose Generative Probabilistic Image Colorization, a diffusion-based generative process that trains a sequence of probabilistic models to reverse each step of noise corruption. Given a line-drawing image as input, our method suggests…
In weather forecasting, nonhomogeneous regression is used to statistically postprocess forecast ensembles in order to obtain calibrated predictive distributions. For wind speed forecasts, the regression model is given by a truncated normal…