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Sequential Monte Carlo (SMC) methods offer a principled approach to Bayesian uncertainty quantification but are traditionally limited by the need for full-batch gradient evaluations. We introduce a scalable variant by incorporating…

Machine Learning · Statistics 2025-05-20 Andrew Millard , Zheng Zhao , Joshua Murphy , Simon Maskell

Bayesian inference with nested sampling requires a likelihood-restricted prior sampling method, which draws samples from the prior distribution that exceed a likelihood threshold. For high-dimensional problems, Markov Chain Monte Carlo…

Computation · Statistics 2023-02-13 Johannes Buchner

Time-lapse images carry out important information about dynamic changes in Earth's interior which can be inferred using different Full Waveform Inversion (FWI) schemes. The estimation process is performed by manipulating more than one…

We propose a novel sampling framework for inference in probabilistic models: an active learning approach that converges more quickly (in wall-clock time) than Markov chain Monte Carlo (MCMC) benchmarks. The central challenge in…

Machine Learning · Statistics 2014-11-04 Tom Gunter , Michael A. Osborne , Roman Garnett , Philipp Hennig , Stephen J. Roberts

A sensible application of the Hybrid Monte Carlo (HMC) method is often hindered by the presence of large - or even infinite - potential barriers. These potential barriers separate the configuration space into distinct sectors and can lead…

Strongly Correlated Electrons · Physics 2025-08-06 Finn L. Temmen , Evan Berkowitz , Anthony Kennedy , Thomas Luu , Johann Ostmeyer , Xinhao Yu

Inverse uncertainty quantification (UQ) tasks such as parameter estimation are computationally demanding whenever dealing with physics-based models, and typically require repeated evaluations of complex numerical solvers. When partial…

Machine Learning · Computer Science 2025-12-19 Filippo Zacchei , Paolo Conti , Attilio Alberto Frangi , Andrea Manzoni

We present a new Subset Simulation approach using Hamiltonian neural network-based Monte Carlo sampling for reliability analysis. The proposed strategy combines the superior sampling of the Hamiltonian Monte Carlo method with…

Machine Learning · Statistics 2024-01-11 Denny Thaler , Somayajulu L. N. Dhulipala , Franz Bamer , Bernd Markert , Michael D. Shields

The curse of dimensionality presents a pervasive challenge in optimization problems, with exponential expansion of the search space rapidly causing traditional algorithms to become inefficient or infeasible. An adaptive sampling strategy is…

Numerical Analysis · Mathematics 2025-11-18 Julian Soltes

Markov Chain Monte Carlo (MCMC) is a well-established family of algorithms primarily used in Bayesian statistics to sample from a target distribution when direct sampling is challenging. Existing work on Bayesian decision trees uses MCMC.…

Computation · Statistics 2023-01-24 Efthyvoulos Drousiotis , Paul G. Spirakis , Simon Maskell

This paper describes the Bayesian Technique for Multi-image Analysis (BaTMAn), a novel image-segmentation technique based on Bayesian statistics that characterizes any astronomical dataset containing spatial information and performs a…

Instrumentation and Methods for Astrophysics · Physics 2017-01-18 J. Casado , Y. Ascasibar , R. García-Benito , G. Guidi , O. S. Choudhury , E. Bellocchi , S. F. Sánchez , A. I. Díaz

We present a novel probabilistic finite element method (FEM) for the solution and uncertainty quantification of elliptic partial differential equations based on random meshes, which we call random mesh FEM (RM-FEM). Our methodology allows…

Numerical Analysis · Mathematics 2021-06-17 Assyr Abdulle , Giacomo Garegnani

In the case of informative sampling the sampling scheme explicitly or implicitly depends on the response variable. As a result, the sample distribution of response variable can- not be used for making inference about the population. In this…

Applications · Statistics 2016-11-18 Anna Sikov

Approximated numerical techniques, for the solution of the elastic wave scattering problem over semi-infinite domains are reviewed. The approximations involve the representation of the half-space by a boundary condition described in terms…

Computational Engineering, Finance, and Science · Computer Science 2014-10-14 Nicolás Guarín-Zapata , Juan Gómez , Juan Jaramillo

Data augmentation methods enrich datasets with augmented data to improve the performance of neural networks. Recently, automated data augmentation methods have emerged, which automatically design augmentation strategies. Existing work…

Computer Vision and Pattern Recognition · Computer Science 2021-11-02 Misgana Negassi , Diane Wagner , Alexander Reiterer

Electrical machines commonly consist of moving and stationary parts. The field simulation of such devices can be very demanding if the underlying numerical scheme is solely based on a domain discretization, such as in case of the Finite…

Computational Engineering, Finance, and Science · Computer Science 2017-09-18 Lars Kielhorn , Thomas Rüberg , Jürgen Zechner

In this work we present a new and efficient Bayesian method for nonlinear three dimensional large scale structure inference. We employ a Hamiltonian Monte Carlo (HMC) sampler to obtain samples from a multivariate highly non-Gaussian…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-14 J. Jasche , F. S. Kitaura

Industrial applications frequently pose a notorious challenge for state-of-the-art methods in the contexts of optimization, designing experiments and modeling unknown physical response. This problem is aggravated by limited availability of…

Model updating of engineering systems inevitably involves handling both aleatory or inherent randomness and epistemic uncertainties or uncertainities arising from a lack of knowledge or information about the system. Addressing these…

Applications · Statistics 2025-05-27 Sangwon Lee , Taro Yaoyama , Masaru Kitahara , Tatsuya Itoi

Structural equation models are commonly used to capture the relationship between sets of observed and unobservable variables. Traditionally these models are fitted using frequentist approaches but recently researchers and practitioners have…

Methodology · Statistics 2023-02-22 Khue-Dung Dang , Luca Maestrini

Engineering problems are often characterized by significant uncertainty in their material parameters. A typical example coming from geotechnical engineering is the slope stability problem where the soil's cohesion is modeled as a random…

Numerical Analysis · Mathematics 2021-09-30 Philippe Blondeel , Pieterjan Robbe , Stijn François , Geert Lombaert , Stefan Vandewalle