Related papers: Sampling Techniques in Bayesian Finite Element Mod…

This work introduces a novel and efficient Bayesian federated learning algorithm, namely, the Federated Averaging stochastic Hamiltonian Monte Carlo (FA-HMC), for parameter estimation and uncertainty quantification. We establish rigorous…

In this article, we describe a {\tt R} package for sampling from an empirical likelihood-based posterior using a Hamiltonian Monte Carlo method. Empirical likelihood-based methodologies have been used in Bayesian modeling of many problems…

In this study, we introduce a novel methodological framework called Bayesian Penalized Empirical Likelihood (BPEL), designed to address the computational challenges inherent in empirical likelihood (EL) approaches. Our approach has two…

The Finite Element Method (FEM) is the gold standard for spatial discretization in numerical simulations for a wide spectrum of real-world engineering problems. Prototypical areas of interest include linear heat transfer and linear…

We tackle the problem of multiscale regression for predictors that are spatially or temporally indexed, or with a pre-specified multiscale structure, with a Bayesian modular approach. The regression function at the finest scale is expressed…

In this note, we shortly survey some recent approaches on the approximation of the Bayes factor used in Bayesian hypothesis testing and in Bayesian model choice. In particular, we reassess importance sampling, harmonic mean sampling, and…

While purely data-driven assessment is feasible for the first levels of the Structural Health Monitoring (SHM) process, namely damage detection and arguably damage localization, this does not hold true for more advanced processes. The tasks…

This research studies finite element (FE) model updating through sum of squares (SOS) optimization to minimize modal dynamic residuals. In the past few decades, many FE model updating algorithms have been studied to improve the similitude…

Approximate Bayesian computation (ABC) methods are standard tools for inferring parameters of complex models when the likelihood function is analytically intractable. A popular approach to improving the poor acceptance rate of the basic…

Advances in sampling schemes for Markov jump processes have recently enabled multiple inferential tasks. However, in statistical and machine learning applications, we often require that these continuous-time models find support on…

We consider a method for approximate inference in hidden Markov models (HMMs). The method circumvents the need to evaluate conditional densities of observations given the hidden states. It may be considered an instance of Approximate…

Equilibrium systems evolve according to Detailed Balance (DB). This principe guided development of the Monte-Carlo sampling techniques, of which Metropolis-Hastings (MH) algorithm is the famous representative. It is also known that DB is…

In this paper we consider the problem of joint segmentation of hyperspectral images in the Bayesian framework. The proposed approach is based on a Hidden Markov Modeling (HMM) of the images with common segmentation, or equivalently with…

Finite element model updating utilizing frequency response functions as inputs is an important procedure in structural analysis, design and control. This paper presents a highly efficient framework that is built upon Gaussian process…

Enhancing seismic fragility and risk assessment of nuclear power plants relies on accurate prediction of reactor building responses to seismic hazards, which can be further improved through dynamic analysis of high-fidelity finite element…

In many inference problems, the evaluation of complex and costly models is often required. In this context, Bayesian methods have become very popular in several fields over the last years, in order to obtain parameter inversion, model…

Despite recent advances, sampling-based inference for Bayesian Neural Networks (BNNs) remains a significant challenge in probabilistic deep learning. While sampling-based approaches do not require a variational distribution assumption,…

This paper develops a novel sequential Monte Carlo (SMC) approach for joint state and parameter estimation that can deal efficiently with abruptly changing parameters which is a common case when tracking maneuvering targets. The approach…

Belief updating in Bayes nets, a well known computationally hard problem, has recently been approximated by several deterministic algorithms, and by various randomized approximation algorithms. Deterministic algorithms usually provide…

With the recently increased interest in probabilistic models, the efficiency of an underlying sampler becomes a crucial consideration. Hamiltonian Monte Carlo (HMC) is one popular option for models of this kind. Performance of the method,…