Adrian Raftery

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Adrian E. Raftery
Born1955 (1955)
Alma mater Trinity College Dublin
Université Paris VI
Scientific career
Fields Statistics
Institutions University of Washington
Thesis Processus autorégressifs exponentiels : propriétés et estimation (1980)
Doctoral advisor Paul Deheuvels
Website sites.stat.washington.edu/raftery/

Adrian E. Raftery (born 1955 in Dublin, Ireland) [1] is an Irish and American statistician and sociologist. He is the Boeing International Professor of Statistics and Sociology, [2] and founding Director of the Center for Statistics and Social Sciences at the University of Washington in Seattle, Washington, United States. [3]

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Raftery studied mathematics and statistics at Trinity College Dublin, Ireland, and obtained his doctorate in mathematical statistics in 1980 from the Université Pierre et Marie Curie in Paris, France, advised by Paul Deheuvels. [4] From 1980 to 1986, he was a lecturer in statistics at Trinity College Dublin, and since then he has been on the faculty of the University of Washington. [1] He was elected a Fellow of the American Academy of Arts and Sciences in 2003 [5] and a member of the United States National Academy of Sciences in 2009. [6] He was identified as the world's most cited researcher in mathematics for the decade 1995-2005 by Thomson-ISI. [7]

As of 2009, Raftery has written or coauthored over 150 articles in scholarly journals. His research has focused on the development of new statistical methods, particularly for the social, environmental and health sciences. He has been a leader in developing methods for Bayesian model selection and Bayesian model averaging, and model-based clustering, as well as inference from computer simulation models. He has recently developed new methods for probabilistic weather forecasting and probabilistic population projections.[ citation needed ]

Selected publications

Related Research Articles

<span class="mw-page-title-main">Numerical weather prediction</span> Weather prediction using mathematical models of the atmosphere and oceans

Numerical weather prediction (NWP) uses mathematical models of the atmosphere and oceans to predict the weather based on current weather conditions. Though first attempted in the 1920s, it was not until the advent of computer simulation in the 1950s that numerical weather predictions produced realistic results. A number of global and regional forecast models are run in different countries worldwide, using current weather observations relayed from radiosondes, weather satellites and other observing systems as inputs.

<span class="mw-page-title-main">Ensemble forecasting</span> Multiple simulation method for weather forecasting

Ensemble forecasting is a method used in or within numerical weather prediction. Instead of making a single forecast of the most likely weather, a set of forecasts is produced. This set of forecasts aims to give an indication of the range of possible future states of the atmosphere. Ensemble forecasting is a form of Monte Carlo analysis. The multiple simulations are conducted to account for the two usual sources of uncertainty in forecast models: (1) the errors introduced by the use of imperfect initial conditions, amplified by the chaotic nature of the evolution equations of the atmosphere, which is often referred to as sensitive dependence on initial conditions; and (2) errors introduced because of imperfections in the model formulation, such as the approximate mathematical methods to solve the equations. Ideally, the verified future atmospheric state should fall within the predicted ensemble spread, and the amount of spread should be related to the uncertainty (error) of the forecast. In general, this approach can be used to make probabilistic forecasts of any dynamical system, and not just for weather prediction.

Data assimilation is a mathematical discipline that seeks to optimally combine theory with observations. There may be a number of different goals sought – for example, to determine the optimal state estimate of a system, to determine initial conditions for a numerical forecast model, to interpolate sparse observation data using knowledge of the system being observed, to set numerical parameters based on training a model from observed data. Depending on the goal, different solution methods may be used. Data assimilation is distinguished from other forms of machine learning, image analysis, and statistical methods in that it utilizes a dynamical model of the system being analyzed.

<span class="mw-page-title-main">Scoring rule</span> Measure for evaluating probabilistic forecasts

In decision theory, a scoring rule provides a summary measure for the evaluation of probabilistic predictions or forecasts. It is applicable to tasks in which predictions assign probabilities to events, i.e. one issues a probability distribution as prediction. This includes probabilistic classification of a set of mutually exclusive outcomes or classes.

Probabilistic forecasting summarizes what is known about, or opinions about, future events. In contrast to single-valued forecasts, probabilistic forecasts assign a probability to each of a number of different outcomes, and the complete set of probabilities represents a probability forecast. Thus, probabilistic forecasting is a type of probabilistic classification.

<span class="mw-page-title-main">Tropical cyclone forecast model</span> Computer program that uses meteorological data to forecast tropical cyclones

A tropical cyclone forecast model is a computer program that uses meteorological data to forecast aspects of the future state of tropical cyclones. There are three types of models: statistical, dynamical, or combined statistical-dynamic. Dynamical models utilize powerful supercomputers with sophisticated mathematical modeling software and meteorological data to calculate future weather conditions. Statistical models forecast the evolution of a tropical cyclone in a simpler manner, by extrapolating from historical datasets, and thus can be run quickly on platforms such as personal computers. Statistical-dynamical models use aspects of both types of forecasting. Four primary types of forecasts exist for tropical cyclones: track, intensity, storm surge, and rainfall. Dynamical models were not developed until the 1970s and the 1980s, with earlier efforts focused on the storm surge problem.

<span class="mw-page-title-main">Zoubin Ghahramani</span> British-Iranian machine learning researcher

Zoubin Ghahramani FRS is a British-Iranian researcher and Professor of Information Engineering at the University of Cambridge. He holds joint appointments at University College London and the Alan Turing Institute. and has been a Fellow of St John's College, Cambridge since 2009. He was Associate Research Professor at Carnegie Mellon University School of Computer Science from 2003–2012. He was also the Chief Scientist of Uber from 2016 until 2020. He joined Google Brain in 2020 as senior research director. He is also Deputy Director of the Leverhulme Centre for the Future of Intelligence.

In weather forecasting, model output statistics (MOS) is a multiple linear regression technique in which predictands, often near-surface quantities, are related statistically to one or more predictors. The predictors are typically forecasts from a numerical weather prediction (NWP) model, climatic data, and, if applicable, recent surface observations. Thus, output from NWP models can be transformed by the MOS technique into sensible weather parameters that are familiar to a layperson.

<span class="mw-page-title-main">André Robert</span> Canadian meteorologist

Dr. André Robert was a Canadian meteorologist who pioneered the modelling the Earth's atmospheric circulation.

In the fields of forecasting and prediction, forecasting skill or prediction skill is any measure of the accuracy and/or degree of association of prediction to an observation or estimate of the actual value of what is being predicted ; it may be quantified as a skill score.

<span class="mw-page-title-main">Ensemble learning</span> Statistics and machine learning technique

In statistics and machine learning, ensemble methods use multiple learning algorithms to obtain better predictive performance than could be obtained from any of the constituent learning algorithms alone. Unlike a statistical ensemble in statistical mechanics, which is usually infinite, a machine learning ensemble consists of only a concrete finite set of alternative models, but typically allows for much more flexible structure to exist among those alternatives.

Edward Epstein was an American meteorologist who pioneered the use of statistical methods in weather forecasting and the development of ensemble forecasting techniques.

<span class="mw-page-title-main">Stan (software)</span> Probabilistic programming language for Bayesian inference

Stan is a probabilistic programming language for statistical inference written in C++. The Stan language is used to specify a (Bayesian) statistical model with an imperative program calculating the log probability density function.

The North American Ensemble Forecast System (NAEFS) is a joint project involving the Meteorological Service of Canada (MSC) in Canada, the National Weather Service (NWS) in the United States, and the National Meteorological Service of Mexico (NMSM) in Mexico providing numerical weather prediction ensemble guidance for the 1- to 16-day forecast period. The NAEFS combines the Canadian MSC and the US NWS global ensemble prediction systems, improving probabilistic operational guidance over what can be built from any individual country's ensemble. Model guidance from the NAEFS is incorporated into the forecasts of the respective national agencies.

The cost-loss model, also called the cost/loss model or the cost-loss decision model, is a model used to understand how the predicted probability of adverse events affects the decision of whether to take a costly precautionary measure to protect oneself against losses from that event. The threshold probability above which it makes sense to take the precautionary measure equals the ratio of the cost of the preventative measure to the loss averted, and this threshold is termed the cost/loss ratio or cost-loss ratio. The model is typically used in the context of using prediction about weather conditions to decide whether to take a precautionary measure or not.

<span class="mw-page-title-main">David Madigan</span> Irish and American statistician

David Bennett Madigan is an Irish–American statistician and academic. He is currently Provost and Senior Vice-President for Academic Affairs at Northeastern University. Previously he was Professor of Statistics at Columbia University. From 2013 to 2018 he was also the Executive Vice-President for Arts and Sciences and Dean of the Faculty of Arts and Sciences and from 2008 to 2013 he served as Chair of the Department of Statistics, both at Columbia University. He was Dean of Physical and Mathematical Sciences at Rutgers University (2005–2007), Director of the Institute of Biostatistics at Rutgers University (2003–2004), and Professor in the Department of Statistics at Rutgers University (2001–2007).

Bayesian structural time series (BSTS) model is a statistical technique used for feature selection, time series forecasting, nowcasting, inferring causal impact and other applications. The model is designed to work with time series data.

Jennifer Ann Hoeting is an American statistician known for her work with Adrian Raftery, David Madigan, and others on Bayesian model averaging. She is a professor of statistics at Colorado State University, and executive editor of the open-access journal Advances in Statistical Climatology, Meteorology and Oceanography, published by Copernicus Publications. With Geof H. Givens, a colleague at Colorado State, she is the author of Computational Statistics, a graduate textbook on computational methods in statistics.

Non-homogeneous Gaussian regression (NGR) is a type of statistical regression analysis used in the atmospheric sciences as a way to convert ensemble forecasts into probabilistic forecasts. Relative to simple linear regression, NGR uses the ensemble spread as an additional predictor, which is used to improve the prediction of uncertainty and allows the predicted uncertainty to vary from case to case. The prediction of uncertainty in NGR is derived from both past forecast errors statistics and the ensemble spread. NGR was originally developed for site-specific medium range temperature forecasting, but has since also been applied to site-specific medium-range wind forecasting and to seasonal forecasts, and has been adapted for precipitation forecasting. The introduction of NGR was the first demonstration that probabilistic forecasts that take account of the varying ensemble spread could achieve better skill scores than forecasts based on standard Model output statistics approaches applied to the ensemble mean.

Glenn Brier was an American statistician, weather forecaster and academic.

References

  1. 1 2 Curriculum vitae Archived 21 October 2014 at the Wayback Machine , retrieved 2014-10-20.
  2. Faculty profile, retrieved 2021-05-12.
  3. Leadership and core faculty, Ctr. for Stat. & Soc. Sci. Univ. of Washington, retrieved 2021-05-12.
  4. Adrian E. Raftery at the Mathematics Genealogy Project
  5. Fellows of the AAAS, retrieved 2014-10-20.
  6. Member profile, National Academy of Sciences, retrieved 2014-10-20.
  7. "The most-cited researchers in Mathematics (1995-2005)". Archived from the original on 14 February 2009. Retrieved 4 May 2009.