Source Themes

Manifold learning with approximate nearest neighbors

Manifold Learning with Approximate Nearest Neighbors including on statistical manifolds.

Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation

The theory of probabilistic reconciliation and score optimisation by gradient descent.

Bayesian Weighted Inference from Surveys

Bayesian methods taking survey weights into account are proposed, evaluated and applied to estimating the Australian income distribution.

Hierarchical Forecasting

Application of hierarchical methods to Australian GDP Forecasting.

Forecast reconciliation: A geometric view with new insights on bias correction

The geometric understanding of hierarchical time series and forecast reconciliation.

Forecasting Swiss Exports using Bayesian Forecast Reconciliation

Forecast Reconciliation (with a novel Bayesian approach) applied to Swiss Export Data.

Probabilistic forecast reconciliation with applications to wind power and electric load

New algorithms for probabilistic forecast reconciliation. Application is to energy data following temporal hierarchies.

Updating Variational Bayes: Fast sequential posterior inference

Introduces two Variational Bayes algorithms tailored for online inference. Applied to predicting the location of vehicles.

A forecast reconciliation approach to cause-of-death mortality modeling

Forecast reconciliation used for mortality projections broken down by cause-of-death.

Macroeconomic forecasting for Australia using a large number of predictors

Forecasting Australian macroeconomic variables using popular regularisation techniques.