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Mathematical models of real life phenomena are highly nonlinear involving multiple parameters and often exhibiting complex dynamics. Experimental data sets are typically small and noisy, rendering estimation of parameters from such data…

Chaotic Dynamics · Physics 2017-05-11 Abhirup Ghosh , Samit Bhattacharyya , Somdatta Sinha , Amit Apte

Ensemble forecast post-processing is a necessary step in producing accurate probabilistic forecasts. Conventional post-processing methods operate by estimating the parameters of a parametric distribution, frequently on a per-location or…

Machine Learning · Computer Science 2023-05-01 Peter Mlakar , Janko Merše , Jana Faganeli Pucer

Natural climate variability, captured through multiple initial condition ensembles, may be comparable to the variability caused by knowledge gaps in future emissions trajectories and in the physical science basis, especially at…

Applications · Statistics 2019-06-24 Udit Bhatia , Auroop Ratan Ganguly

We study the impact of three stochastic parametrizations in the ocean component of a coupled model, on forecast reliability over seasonal timescales. The relative impacts of these schemes upon the ocean mean state and ensemble spread are…

Atmospheric and Oceanic Physics · Physics 2016-05-04 M. Andrejczuk , F. C. Cooper , S. Juricke , T. N. Palmer , A. Weisheimer , L. Zanna

Physics parameterizations are often needed for numerical weather prediction (NWP) of precipitation forecast. This is mainly because the resolutions of most computational atmospheric models are not fine enough to explicitly resolve sub-grid…

Geophysics · Physics 2025-06-19 Khanh Hung Mai , Duc Le , Kazuo Saito , Tomizawa Futo , Yohei Sawada

Deep ensembles have been empirically shown to be a promising approach for improving accuracy, uncertainty and out-of-distribution robustness of deep learning models. While deep ensembles were theoretically motivated by the bootstrap,…

Machine Learning · Statistics 2020-06-26 Stanislav Fort , Huiyi Hu , Balaji Lakshminarayanan

The use of the isoconfigurational ensemble to explore structure-dynamic correlations in supercooled liquids is examined. The statistical error of the dynamic propensity and its spatial distribution are determined. The authors present the…

Statistical Mechanics · Physics 2011-09-08 Asaph Widmer-Cooper , Peter Harrowell

This study aims to improve the spatial representation of uncertainties when regressing surface wind speeds from large-scale atmospheric predictors for sub-seasonal forecasting. Sub-seasonal forecasting often relies on large-scale…

Machine Learning · Computer Science 2025-10-21 Ganglin Tian , Anastase Alexandre Charantonis , Camille Le Coz , Alexis Tantet , Riwal Plougonven

In this work, we propose an ensemble forecasting approach based on randomized neural networks. Improved randomized learning streamlines the fitting abilities of individual learners by generating network parameters in accordance with the…

Machine Learning · Computer Science 2021-07-12 Grzegorz Dudek , Paweł Pełka

Obtaining accurate estimates of uncertainty in climate scenarios often requires generating large ensembles of high-resolution climate simulations, a computationally expensive and memory intensive process. To address this challenge, we train…

Machine Learning · Computer Science 2024-07-08 Johannes Meuer , Maximilian Witte , Tobias Sebastian Finn , Claudia Timmreck , Thomas Ludwig , Christopher Kadow

We explore a stochastic model that enables capturing external influences in two specific ways. The model allows for the expression of uncertainty in the parametrisation of the stochastic dynamics and incorporates patterns to account for…

Pricing of Securities · Quantitative Finance 2024-04-11 Felix L. Wolf , Griselda Deelstra , Lech A. Grzelak

The logistic map is a nonlinear difference equation well studied in the literature, used to model self-limiting growth in certain populations. It is known that, under certain regularity conditions, the stochastic logistic map, where the…

Dynamical Systems · Mathematics 2023-10-05 Maricela Cruz , Austin Wei , Johanna Hardin , Ami Radunskaya

Recent work has focused on data-driven learning of the evolution of unknown systems via deep neural networks (DNNs), with the goal of conducting long time prediction of the evolution of the unknown system. Training a DNN with low…

Machine Learning · Computer Science 2022-12-28 Victor Churchill , Steve Manns , Zhen Chen , Dongbin Xiu

A systematic Bayesian framework is developed for physics constrained parameter inference ofstochastic differential equations (SDE) from partial observations. The physical constraints arederived for stochastic climate models but are…

Data Analysis, Statistics and Probability · Physics 2016-11-25 Daniel Peavoy , Christian L. E. Franzke , Gareth O. Roberts

This paper presents a probabilistic approach to represent and quantify model-form uncertainties in the reduced-order modeling of complex systems using operator inference techniques. Such uncertainties can arise in the selection of an…

Machine Learning · Statistics 2024-11-08 Jin Yi Yong , Rudy Geelen , Johann Guilleminot

This paper is devoted to provide a theoretical underpinning for ensemble forecasting with rapid fluctuations in body forcing and in boundary conditions. Ensemble averaging principles are proved under suitable `mixing' conditions on random…

Probability · Mathematics 2012-07-26 Wei Wang , Jian Ren , Jinqiao Duan , Guowei He

This paper presents a novel machine-learning framework for reconstructing low-order gust-encounter flow field and lift coefficients from sparse, noisy surface pressure measurements. Our study thoroughly investigates the time-varying…

Machine Learning · Computer Science 2025-06-25 Hanieh Mousavi , Jeff D. Eldredge

Turbulent dynamical systems characterized by both a high-dimensional phase space and a large number of instabilities are ubiquitous among many complex systems in science and engineering. The existence of a strange attractor in the turbulent…

Fluid Dynamics · Physics 2018-02-23 Andrew J. Majda , Di Qi

Studying low-likelihood high-impact extreme weather events in a warming world is a significant and challenging task for current ensemble forecasting systems. While these systems presently use up to 100 members, larger ensembles could enrich…

Reliable forward uncertainty quantification in engineering requires methods that account for aleatory and epistemic uncertainties. In many applications, epistemic effects arising from uncertain parameters and model form dominate prediction…

Computational Engineering, Finance, and Science · Computer Science 2025-12-18 Akash Yadav , Ruda Zhang
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