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We numerically investigate the dynamic heterogeneity and its length scale found in the coarse-grained ionic liquid model systems. In our ionic liquid model systems, cations are modeled as dimers with positive charge, while anions are…

Soft Condensed Matter · Physics 2016-03-10 Soree Kim , Sang-Won Park , YounJoon Jung

Inference for mechanistic models is challenging because of nonlinear interactions between model parameters and a lack of identifiability. Here we focus on a specific class of mechanistic models, which we term stable differential equations.…

Computation · Statistics 2017-12-13 Philip Maybank , Ingo Bojak , Richard G. Everitt

We introduce Mosaic, a probabilistic weather forecasting model that addresses three failure modes of spectral degradation in ML-based weather prediction: spectral damping (statistical), high-frequency aliasing (architectural), and residual…

Machine Learning · Computer Science 2026-05-19 Maksim Zhdanov , Ana Lucic , Max Welling , Jan-Willem van de Meent

Time series data arising in many applications nowadays are high-dimensional. A large number of parameters describe features of these time series. We propose a novel approach to modeling a high-dimensional time series through several…

Methodology · Statistics 2024-08-22 Arkaprava Roy , Anindya Roy , Subhashis Ghosal

To study the impact of climate variables on morbidity of some diseases in Mexico, we propose a spatio-temporal varying coefficients regression model. For that we introduce a new spatio-temporal dependent process prior, in a Bayesian…

Applications · Statistics 2019-12-02 Luis E. Nieto-Barajas

Circular Dyson Brownian motion describes the Brownian dynamics of particles on a circle (periodic boundary conditions), interacting through a logarithmic, long-range two-body potential. Within the log-gas picture of random matrix theory, it…

Statistical Mechanics · Physics 2024-06-11 Wouter Buijsman

This article introduces a novel dynamic framework to Bayesian model averaging for time-varying parameter quantile regressions. By employing sequential Markov chain Monte Carlo, we combine empirical estimates derived from dynamically chosen…

Statistics Theory · Mathematics 2024-11-08 Mauro Bernardi , Roberto Casarin , Bertrand Maillet , Lea Petrella

We introduce a multivariate hidden Markov model to jointly cluster time-series observations with different support, i.e. circular and linear. Relying on the general projected normal distribution, our approach allows for bimodal and/or…

Applications · Statistics 2015-01-27 Gianluca Mastrantonio , Antonello Maruotti , Giovanna Jona Lasinio

We consider the viability of a modularised mechanistic online machine learning framework to learn signals in low-frequency financial time series data. The framework is proved on daily sampled closing time-series data from JSE equity…

Statistical Finance · Quantitative Finance 2021-01-11 Joel da Costa , Tim Gebbie

This work introduces a formulation of model predictive control (MPC) which adaptively reasons about the complexity of the model based on the task while maintaining feasibility and stability guarantees. Existing MPC implementations often…

Robotics · Computer Science 2024-11-07 Joseph Norby , Ardalan Tajbakhsh , Yanhao Yang , Aaron M. Johnson

This paper outlines a methodology for semi-parametric spatio-temporal modelling of data which is dense in time but sparse in space, obtained from a split panel design, the most feasible approach to covering space and time with limited…

Machine learning (ML) requires using energy to carry out computations during the model training process. The generation of this energy comes with an environmental cost in terms of greenhouse gas emissions, depending on quantity used and the…

Machine Learning · Computer Science 2023-02-17 Alexandra Sasha Luccioni , Alex Hernandez-Garcia

In this paper, we use augmented the hierarchical latent variable model to model multi-period time series, where the dynamics of time series are governed by factors or trends in multiple periods. Previous methods based on stacked recurrent…

Neural and Evolutionary Computing · Computer Science 2018-10-25 Daniel Hsu

Renewable energy power is influenced by the atmospheric system, which exhibits nonlinear and time-varying features. To address this, a dynamic temporal correlation modeling framework is proposed for renewable energy scenario generation. A…

Machine Learning · Computer Science 2025-01-27 Xiaochong Dong , Yilin Liu , Xuemin Zhang , Shengwei Mei

Analyzing air pollution data is challenging as there are various analysis focuses from different aspects: feature (what), space (where), and time (when). As in most geospatial analysis problems, besides high-dimensional features, the…

Machine Learning · Computer Science 2022-02-14 Yun-Hsin Kuo , Takanori Fujiwara , Charles C. -K. Chou , Chun-houh Chen , Kwan-Liu Ma

With extreme weather events becoming more common, the risk posed by surface water flooding is ever increasing. In this work we propose a model, and associated Bayesian inference scheme, for generating probabilistic (high-resolution…

Precipitation is a complex physical process that varies in space and time. Predictions and interpolations at unobserved times and/or locations help to solve important problems in many areas. In this paper, we present a hierarchical Bayesian…

Applications · Statistics 2013-01-17 Fabio Sigrist , Hans R. Künsch , Werner A. Stahel

Bayesian model averaging has become a widely used approach to accounting for uncertainty about the structural form of the model generating the data. When data arrive sequentially and the generating model can change over time, Dynamic Model…

Computation · Statistics 2014-10-30 Luca Onorante , Adrian E. Raftery

A series of experiments in stationary and moving passenger rail cars were conducted to measure removal rates of particles in the size ranges of SARS-CoV-2 viral aerosols, and the air changes per hour provided by existing and modified air…

Methodology · Statistics 2024-06-28 Soumyakanti Pan , Darpan Das , Gurumurthy Ramachandran , Sudipto Banerjee

Ozone depletion events are recurring phenomena in both polar regions, characterized by significant interannual variability. In this study, the Environment and Climate Change Canada (ECCC) Global Deterministic Prediction System is used to…

Atmospheric and Oceanic Physics · Physics 2025-03-05 J. de Grandpre , I. Ivanova , Y. J. Rochon , C. Jouan , P. A. Vaillancourt