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Mixed-integer linear programming (MILP) is widely employed for modeling combinatorial optimization problems. In practice, similar MILP instances with only coefficient variations are routinely solved, and machine learning (ML) algorithms are…
Currently, the issue that concerns the world leaders most is climate change for its effect on agriculture, environment and economies of daily life. So, to combat this, temperature prediction with strong accuracy is vital. So far, the most…
We propose a modular framework for temporal disaggregation of quarterly GDP into monthly frequency, in which the regression step accommodates any supervised learning model while Mariano-Murasawa reconciliation enforces quarterly…
Motivated by the application to German interest rates, we propose a timevarying autoregressive model for short and long term prediction of time series that exhibit a temporary non-stationary behavior but are assumed to mean revert in the…
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…
Identifying and addressing poverty is challenging in administrative units with limited information on income distribution and well-being. To overcome this obstacle, small area estimation methods have been developed to provide reliable and…
Projecting climate change is a generalization problem: we extrapolate the recent past using physical models across past, present, and future climates. Current climate models require representations of processes that occur at scales smaller…
Discrete data are abundant and often arise as counts or rounded data. These data commonly exhibit complex distributional features such as zero-inflation, over-/under-dispersion, boundedness, and heaping, which render many parametric models…
Accurate cyclone forecasting is essential for minimizing loss of life, infrastructure damage, and economic disruption. Traditional numerical weather prediction models, though effective, are computationally intensive and prone to error due…
Although numerical weather forecasting methods have dominated the field, recent advances in deep learning methods, such as diffusion models, have shown promise in ensemble weather forecasting. However, such models are typically…
Future prediction is a fundamental principle of intelligence that helps plan actions and avoid possible dangers. As the future is uncertain to a large extent, modeling the uncertainty and multimodality of the future states is of great…
Pre-trained machine learning (ML) predictions have been increasingly used to complement incomplete data to enable downstream scientific inquiries, but their naive integration risks biased inferences. Recently, multiple methods have been…
Calculating the primordial bispectrum predicted by a model of inflation and comparing it to what we see in the sky is very computationally intensive, necessitating layers of approximations and limiting the models which can be constrained.…
Weather and atmospheric patterns are often persistent. The simplest weather forecasting method is the so-called persistence model, which assumes that the future state of a system will be similar (or equal) to the present state. Machine…
While distribution networks (DNs) turn from consumers to active and responsive intelligent DNs, the question of how to represent them in large-scale transmission network (TN) studies is still under investigation. The standard approach that…
Financial time series forecasting in zero-shot settings is critical for investment decisions, especially during abrupt market regime shifts or in emerging markets with limited historical data. While Model-Agnostic Meta-Learning (MAML)…
Future grid management systems will coordinate distributed production and storage resources to manage, in a cost effective fashion, the increased load and variability brought by the electrification of transportation and by a higher share of…
Machine learning in asset pricing typically predicts expected returns as point estimates, ignoring uncertainty. We develop new methods to construct forecast confidence intervals for expected returns obtained from neural networks. We show…
Disaggregation regression has become an important tool in spatial disease mapping for making fine-scale predictions of disease risk from aggregated response data. By including high resolution covariate information and modelling the data…
The increasing scale and complexity of global supply chains have led to new challenges spanning various fields, such as supply chain disruptions due to long waiting lines at the ports, material shortages, and inflation. Coupled with the…