Related papers: A New Framework for the Assessment and Calibration…
Recent studies have shown that ensemble approaches could not only improve accuracy and but also estimate model uncertainty in deep learning. However, it requires a large number of parameters according to the increase of ensemble models for…
Calibration, the practice of choosing the parameters of a structural model to match certain empirical moments, can be viewed as minimum distance estimation. Existing standard error formulas for such estimators require a consistent estimate…
This paper introduces a Bayesian hierarchical modeling framework within a fully probabilistic setting for crop yield estimation, model selection, and uncertainty forecasting under multiple future greenhouse gas emission scenarios. By…
A long noted difficulty when assessing the reliability (or calibration) of forecasting systems is that reliability, in general, is a hypothesis not about a finite dimensional parameter but about an entire functional relationship. A…
Ensembles of forecasts are typically employed to account for the forecast uncertainties inherent in predictions of future weather states. However, biases and dispersion errors often present in forecast ensembles require statistical…
We develop a generalized inverse optimization framework for fitting the cost vector of a single linear optimization problem given multiple observed decisions. This setting is motivated by ensemble learning, where building consensus from…
A machine learning model is calibrated if its predicted probability for an outcome matches the observed frequency for that outcome conditional on the model prediction. This property has become increasingly important as the impact of machine…
High-resolution precipitation forecasts are crucial for providing accurate weather prediction and supporting effective responses to extreme weather events. Traditional numerical models struggle with stochastic subgrid-scale processes, while…
Model selection strategies have been routinely employed to determine a model for data analysis in statistics, and further study and inference then often proceed as though the selected model were the true model that were known a priori. This…
Accurate prediction of atmospheric optical turbulence in localized environments is essential for estimating the performance of free-space optical systems. Macro-meteorological models developed to predict turbulent effects in one environment…
Machine learning models have emerged as a very effective strategy to sidestep time-consuming electronic-structure calculations, enabling accurate simulations of greater size, time scale and complexity. Given the interpolative nature of…
In this paper an approach based on expectation maximization (EM) clustering to find the climate regions and a support vector machine to build a predictive model for each of these regions is proposed. To minimize the biases in the…
Weather forecasting remains a crucial yet challenging domain, where recently developed models based on deep learning (DL) have approached the performance of traditional numerical weather prediction (NWP) models. However, these DL models,…
Reliable estimation of predictive uncertainty is crucial for machine learning applications, particularly in high-stakes scenarios where hedging against risks is essential. Despite its significance, there is no universal agreement on how to…
We present a conceptual framework that unifies a variety of evaluation metrics for different structured prediction tasks (e.g. event and relation extraction, syntactic and semantic parsing). Our framework requires representing the outputs…
Uncertainty estimates must be calibrated (i.e., accurate) and sharp (i.e., informative) in order to be useful. This has motivated a variety of methods for recalibration, which use held-out data to turn an uncalibrated model into a…
Nowadays, weather prediction is based on numerical weather prediction (NWP) models to produce an ensemble of forecasts. Despite of large improvements over the last few decades, they still tend to exhibit systematic bias and dispersion…
In recent years, ensemble weather forecasting have become a routine at all major weather prediction centres. These forecasts are obtained from multiple runs of numerical weather prediction models with different initial conditions or model…
We show how to achieve the notion of "multicalibration" from H\'ebert-Johnson et al. [2018] not just for means, but also for variances and other higher moments. Informally, it means that we can find regression functions which, given a data…
Safety-critical prediction systems, such as autonomous vehicles, weather forecasters, and medical monitors, commonly rely on probabilistic forecasters. These forecasters make predictions about possible future outcomes, and their quality and…