相关论文: Angular Combining of Forecasts of Probability Dist…

When predicting future events, it is common to issue forecasts that are probabilistic, in the form of probability distributions over the range of possible outcomes. Such forecasts can be evaluated using proper scoring rules. Proper scoring…

We propose notions of calibration for probabilistic forecasts of general multivariate quantities. Probabilistic copula calibration is a natural analogue of probabilistic calibration in the univariate setting. It can be assessed empirically…

A maximum likelihood method is used to deal with the combined estimation of multi-measurements of a branching ratio, where each result can be presented as an upper limit. The joint likelihood function is constructed using observed spectra…

In this pedagogical text aimed at those wanting to start thinking about or brush up on probabilistic inference, I review the rules by which probability distribution functions can (and cannot) be combined. I connect these rules to the…

The most accurate method to combine measurement from different experiments is to build a combined likelihood function and use it to perform the desired inference. This is not always possible for various reasons, hence approximate methods…

The basic goal of quantization for probability distribution is to reduce the number of values, which is typically uncountable, describing a probability distribution to some finite set and thus approximation of a continuous probability…

The combination of a number of correlated estimates of a given observable is frequently performed using the Best Linear Unbiased Estimate (BLUE) method. Most features of such a combination can already be seen by analysing the special case…

This paper forges a strong connection between two seemingly unrelated forecasting problems: incentive-compatible forecast elicitation and forecast aggregation. Proper scoring rules are the well-known solution to the former problem. To each…

While circular data occur in a wide range of scientific fields, the methodology for distributional modeling and probabilistic forecasting of circular response variables is rather limited. Most of the existing methods are built on the…

Distributed, small-scale solar photovoltaic (PV) systems are being installed at a rapidly increasing rate. This can cause major impacts on distribution networks and energy markets. As a result, there is a significant need for improved…

In the practice of point prediction, it is desirable that forecasters receive a directive in the form of a statistical functional, such as the mean or a quantile of the predictive distribution. When evaluating and comparing competing…

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…

In this paper, we give an alternative proof of the fact that, when compounding a nonnegative probability distribution, convex ordering between the distributions of the number of summands implies convex ordering between the resulting…

We propose a method for post-processing an ensemble of multivariate forecasts in order to obtain a joint predictive distribution of weather. Our method utilizes existing univariate post-processing techniques, in this case ensemble Bayesian…

Regression models, where the response variable is circular, are common in areas such as biology, geology and meteorology. A typical model assumes that the conditional distribution of the response follows a von-Mises distribution. However,…

As machine learning models are increasingly deployed in dynamic environments, it becomes paramount to assess and quantify uncertainties associated with distribution shifts. A distribution shift occurs when the underlying data-generating…

A set of probabilities along with corresponding quantiles are often used to define predictive distributions or probabilistic forecasts. These quantile predictions offer easily interpreted uncertainty of an event, and quantiles are generally…

In hierarchical forecasting, the process of forecast reconciliation transforms a set of "base" or "raw" forecasts, which do not satisfy the hierarchical aggregation constraints in the real data, into a set of "coherent" forecasts, which do…

Accurate and reliable forecasting of renewable energy generation is crucial for the efficient integration of renewable sources into the power grid. In particular, probabilistic forecasts are becoming essential for managing the intrinsic…

Uncertainty analysis in the form of probabilistic forecasting can significantly improve decision making processes in the smart power grid for better integrating renewable energy sources such as wind. Whereas point forecasting provides a…