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Simulation models of critical systems often have parameters that need to be calibrated using observed data. For expensive simulation models, calibration is done using an emulator of the simulation model built on simulation output at…

Methodology · Statistics 2023-08-24 Özge Sürer , Matthew Plumlee , Stefan M. Wild

Computing the exact likelihood of data in large Bayesian networks consisting of thousands of vertices is often a difficult task. When these models contain many deterministic conditional probability tables and when the observed values are…

Computation · Statistics 2012-06-26 Ydo Wexler , Dan Geiger

There is significant growth and interest in the use of synthetic data as an enabler for machine learning in environments where the release of real data is restricted due to privacy or availability constraints. Despite a large number of…

Machine Learning · Computer Science 2020-11-25 Harrison Wilde , Jack Jewson , Sebastian Vollmer , Chris Holmes

Heterogeneity is a dominant factor in the behaviour of many biological processes. Despite this, it is common for mathematical and statistical analyses to ignore biological heterogeneity as a source of variability in experimental data.…

A novel framework for Bayesian structural model updating is presented in this study. The proposed method utilizes the surrogate unimodal encoders of a multimodal variational autoencoder (VAE). The method facilitates an approximation of the…

Machine Learning · Statistics 2024-06-21 Tatsuya Itoi , Kazuho Amishiki , Sangwon Lee , Taro Yaoyama

Finite mixtures of matrix normal distributions are a powerful tool for classifying three-way data in unsupervised problems. The distribution of each component is assumed to be a matrix variate normal density. The mixture model can be…

Methodology · Statistics 2013-03-07 Cinzia Viroli

Approximate Bayesian computation performs approximate inference for models where likelihood computations are expensive or impossible. Instead simulations from the model are performed for various parameter values and accepted if they are…

Computation · Statistics 2015-12-16 Dennis Prangle

Sampling errors in nested sampling parameter estimation differ from those in Bayesian evidence calculation, but have been little studied in the literature. This paper provides the first explanation of the two main sources of sampling errors…

Methodology · Statistics 2018-12-11 Edward Higson , Will Handley , Mike Hobson , Anthony Lasenby

The recently proposed statistical finite element (statFEM) approach synthesises measurement data with finite element models and allows for making predictions about the unknown true system response. We provide a probabilistic error analysis…

Statistics Theory · Mathematics 2025-06-17 Toni Karvonen , Fehmi Cirak , Mark Girolami

Bayes's rule deals with hard evidence, that is, we can calculate the probability of event $A$ occuring given that event $B$ has occurred. Soft evidence, on the other hand, involves a degree of uncertainty about whether event $B$ has…

Machine Learning · Computer Science 2021-04-30 Edward Yu

Good large sample performance is typically a minimum requirement of any model selection criterion. This article focuses on the consistency property of the Bayes factor, a commonly used model comparison tool, which has experienced a recent…

Statistics Theory · Mathematics 2016-07-04 Siddhartha Chib , Todd A. Kuffner

Finite element model updating of a structure made of linear elastic materials is based on the solution of a minimization problem. The goal is to find some unknown parameters of the finite element model (elastic moduli, mass densities,…

Computational Engineering, Finance, and Science · Computer Science 2021-02-24 Maria Girardi , Cristina Padovani , Daniele Pellegrini , Leonardo Robol

We develop a Bayesian approach for selecting the model which is the most supported by the data within a class of marginal models for categorical variables formulated through equality and/or inequality constraints on generalised logits…

Statistics Theory · Mathematics 2012-02-21 Francesco Bartolucci , Luisa Scaccia , Alessio Farcomeni

To quantify how well theoretical predictions of structural ensembles agree with experimental measurements, we depend on the accuracy of forward models. These models are computational frameworks that generate observable quantities from…

Biological Physics · Physics 2025-11-04 Robert M. Raddi , Tim Marshall , Vincent A. Voelz

The study presents a novel approach for stochastic nonlinear model updating in structural dynamics, employing a Bayesian framework integrated with Markov Chain Monte Carlo (MCMC) sampling for parameter estimation by using an approximated…

In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…

Methodology · Statistics 2018-02-14 Daniela Calvetti , Matthew M. Dunlop , Erkki Somersalo , Andrew M. Stuart

In this paper we revisit the weighted likelihood bootstrap, a method that generates samples from an approximate Bayesian posterior of a parametric model. We show that the same method can be derived, without approximation, under a Bayesian…

Methodology · Statistics 2018-05-23 Simon Lyddon , Chris Holmes , Stephen Walker

Models with intractable likelihood functions arise in areas including network analysis and spatial statistics, especially those involving Gibbs random fields. Posterior parameter es timation in these settings is termed a doubly-intractable…

Computation · Statistics 2018-10-16 Lampros Bouranis , Nial Friel , Florian Maire

Identifying the parameters of a model and rating competitive models based on measured data has been among the most important but challenging topics in modern science and engineering, with great potential of application in structural system…

Computation · Statistics 2017-08-02 F. A. DiazDelaO , A. Garbuno-Inigo , S. K. Au , I. Yoshida

We introduce a novel technique within the Nested Sampling framework to enhance efficiency of the computation of Bayesian evidence, a critical component in scientific data analysis. In higher dimensions, Nested Sampling relies on Markov…

Instrumentation and Methods for Astrophysics · Physics 2023-12-19 Joshua G. Albert
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