Related papers: Parametric model for post-processing visibility en…
Mixture modeling is a general technique for making any simple model more expressive through weighted combination. This generality and simplicity in part explains the success of the Expectation Maximization (EM) algorithm, in which updates…
A specific implementation of Bayesian model averaging has recently been suggested as a method for the calibration of ensemble temperature forecasts. We point out the similarities between this new approach and an earlier method known as…
Ensemble forecast based on physics-informed models is one of the most widely used forecast algorithms for complex turbulent systems. A major difficulty in such a method is the model error that is ubiquitous in practice. Data-driven machine…
Probabilistic forecasts of wind speed are important for a wide range of applications, ranging from operational decision making in connection with wind power generation to storm warnings, ship routing and aviation. We present a statistical…
The reliable estimation of forecast uncertainties is crucial for risk-sensitive optimal decision making. In this paper, we propose implicit generative ensemble post-processing, a novel framework for multivariate probabilistic electricity…
The contribution of this work is twofold: (1) We introduce a collection of ensemble methods for time series forecasting to combine predictions from base models. We demonstrate insights on the power of ensemble learning for forecasting,…
With the recent growth in data availability and complexity, and the associated outburst of elaborate modelling approaches, model selection tools have become a lifeline, providing objective criteria to deal with this increasingly challenging…
We propose Bayesian model averaging (BMA) as a method for postprocessing the results of model-based clustering. Given a number of competing models, appropriate model summaries are averaged, using the posterior model probabilities, instead…
The predictive advantage of combining several different predictive models is widely accepted. Particularly in time series forecasting problems, this combination is often dynamic to cope with potential non-stationary sources of variation…
Bayesian inference and the use of posterior or posterior predictive probabilities for decision making have become increasingly popular in clinical trials. The current practice in Bayesian clinical trials relies on a hybrid…
Since the weather is chaotic, forecasts aim to predict the distribution of future states rather than make a single prediction. Recently, multiple data driven weather models have emerged claiming breakthroughs in skill. However, these have…
Images from outdoor scenes may be taken under various weather conditions. It is well studied that weather impacts the performance of computer vision algorithms and needs to be handled properly. However, existing algorithms model weather…
Striking an optimal balance between predictive performance and fairness continues to be a fundamental challenge in machine learning. In this work, we propose a post-processing framework that facilitates fairness-aware prediction by…
Precipitation prediction plays a crucial role in modern agriculture and industry. However, it poses significant challenges due to the diverse patterns and dynamics in time and space, as well as the scarcity of high precipitation events. To…
We introduce a Bayesian approach to predictive density calibration and combination that accounts for parameter uncertainty and model set incompleteness through the use of random calibration functionals and random combination weights.…
Ensemble prediction systems are an invaluable tool for weather forecasting. Practically, ensemble predictions are obtained by running several perturbations of the deterministic control forecast. However, ensemble prediction is associated…
This paper sets out a forecasting method that employs a mixture of parametric functions to capture the pattern of fertility with respect to age. The overall level of cohort fertility is decomposed over the range of fertile ages using a…
Accurate simulations of the oceans are crucial in understanding the Earth system. Despite their efficiency, simulations at lower resolutions must rely on various uncertain parameterizations to account for unresolved processes. However,…
To quantify the uncertainty in numerical weather prediction (NWP) forecasts, ensemble prediction systems are utilized. Although NWP forecasts continuously improve, they suffer from systematic bias and dispersion errors. To obtain well…
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…