Uncertainty quantification in complex simulation models using ensemble copula coupling

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

Tilmann Gneiting, Roman Schefzik, Thordis L. Thorarinsdottir

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 averaging; empirical copula; ensemble calibration; nonhomogeneous regression; numerical weather prediction; probabilistic forecast; Schaake shuffle; Sklar's theorem

Mathematics Subject Classification ID

62M30: Inference from spatial processes

62P12: Applications of statistics to environmental and related topics

62F15: Bayesian inference

62H05: Characterization and structure theory for multivariate probability distributions; copulas

62C05: General considerations in statistical decision theory

Uses Software

• ProbForecastGOP
• QRM