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Mixture distributions for probabilistic forecasts of disease outbreaks

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arxiv 2310.11939 v1 pith:CEDRZNQG submitted 2023-10-18 stat.AP

classification stat.AP
keywords distributionsforecastsotherdistributionforecastformatsmixtureoutbreaks
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Collaboration among multiple teams has played a major role in probabilistic forecasting events of influenza outbreaks, the COVID-19 pandemic, other disease outbreaks, and in many other fields. When collecting forecasts from individual teams, ensuring that each team's model represents forecast uncertainty according to the same format allows for direct comparison of forecasts as well as methods of constructing multi-model ensemble forecasts. This paper outlines several common probabilistic forecast representation formats including parametric distributions, sample distributions, bin distributions, and quantiles and compares their use in the context of collaborative projects. We propose the use of a discrete mixture distribution format in collaborative forecasting in place of other formats. The flexibility in distribution shape, the ease for scoring and building ensemble models, and the reasonably low level of computer storage required to store such a forecast make the discrete mixture distribution an attractive alternative to the other representation formats.

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  1. Bayesian Stacking via Proper Scoring Rule Optimization using a Gibbs Posterior

    stat.ME 2025-09 conditional novelty 6.0 of 10

    A Gibbs posterior over linear pool weights, built by exponentiating a CRPS-based risk, gives forecast ensemble weights with uncertainty estimates and often improves on BMA, AVS, and equal weighting.

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