2023
DOI: 10.3389/fenvs.2023.1009191
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Probabilistic prediction by means of the propagation of response variable uncertainty through a Monte Carlo approach in regression random forest: Application to soil moisture regionalization

Abstract: Probabilistic predictions aim to produce a prediction interval with probabilities associated with each possible outcome instead of a single value for each outcome. In multiple regression problems, this can be achieved by propagating the known uncertainties in data of the response variables through a Monte Carlo approach. This paper presents an analysis of the impact of the training response variable uncertainty on the prediction uncertainties with the help of a comparison with probabilistic prediction obtained… Show more

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Cited by 10 publications
(2 citation statements)
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“…General and specific mathematical solutions for uncertainty quantification of regression problems exist, for example, Monte Carlo (MC) (JCGM, 2008) approaches or quantile random forest (Meinshausen, 2006), respectively, albeit they may not necessarily consider the same aspects of uncertainty and result in different uncertainty quantification (Dega et al., 2023). From their methodological side, such uncertainty quantification methods are well developed and their application appears straight forward.…”
Section: Introductionmentioning
confidence: 99%
“…General and specific mathematical solutions for uncertainty quantification of regression problems exist, for example, Monte Carlo (MC) (JCGM, 2008) approaches or quantile random forest (Meinshausen, 2006), respectively, albeit they may not necessarily consider the same aspects of uncertainty and result in different uncertainty quantification (Dega et al., 2023). From their methodological side, such uncertainty quantification methods are well developed and their application appears straight forward.…”
Section: Introductionmentioning
confidence: 99%
“…The requirement of such a demanding spatiotemporal calibration has hindered a full embracement of the CRN roving method as this procedure only is possible for small study areas and for areas that are easy to access (Jeong et al., 2021). Recently, studies on mobile CRN detection at heterogeneous landscapes were published (e.g., Altdorff et al., 2023; Dega et al., 2023), which makes it even more important that additional calibration procedures are developed to ensure that accurate SM estimates also can be obtained in areas with different landcover and soil types. The calibration and validation of large‐scale space‐borne SM are often conducted using point‐scale measurements.…”
Section: Introductionmentioning
confidence: 99%