4 papers
Signature Kernel Scoring Rule: A Spatio-Temporal Diagnostic for Probabilistic Weather Forecasting
Archer Dodson, Ritabrata Dutta
Modern weather forecasting has increasingly transitioned from numerical weather prediction (NWP) to data-driven machine learning forecasting techniques. While these new models prod…
Prequential posteriors
Shreya Sinha-Roy, Richard G. Everitt, Christian P. Robert +1
Data assimilation is a fundamental task in updating forecasting models upon observing new data, with applications ranging from weather prediction to online reinforcement learning.…
Generalized Bayesian deep reinforcement learning
Shreya Sinha Roy, Richard G. Everitt, Christian P. Robert +1
Bayesian reinforcement learning (BRL) is a method that merges principles from Bayesian statistics and reinforcement learning to make optimal decisions in uncertain environments. As…
Your copula is a classifier in disguise: classification-based copula density estimation
David Huk, Mark Steel, Ritabrata Dutta
We propose reinterpreting copula density estimation as a discriminative task. Under this novel estimation scheme, we train a classifier to distinguish samples from the joint densit…