Uncertainty quantification in complex simulation models using ensemble copula coupling

DOI10.1214/13-STS443zbMath1331.62265arXiv1302.7149MaRDI QIDQ5965044

Roman Schefzik, Thordis L. Thorarinsdottir, Tilmann Gneiting

Publication date: 2 March 2016

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1302.7149

zbMATH Keywords

Bayesian model averagingempirical copulaensemble calibrationnonhomogeneous regressionnumerical weather predictionprobabilistic forecastSchaake shuffleSklar's theorem

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Applications of statistics to environmental and related topics (62P12) Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) General considerations in statistical decision theory (62C05)

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Uses Software

• ProbForecastGOP
• QRM

Cites Work

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• Uncertainty quantification in complex simulation models using ensemble copula coupling