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Calibrating stochastic radio channel models to new measurement data is challenging when the likelihood function is intractable. The standard approach to this problem involves sophisticated algorithms for extraction and clustering of…

Signal Processing · Electrical Eng. & Systems 2021-05-07 Ayush Bharti , Francois-Xavier Briol , Troels Pedersen

Bayesian inference is a popular approach to calibrating uncertainties, but it can underpredict such uncertainties when model misspecification is present, impacting its reliability to inform decision making. Recently, the statistics and…

Computational Engineering, Finance, and Science · Computer Science 2026-01-09 Rebekah White , Rileigh Bandy , Teresa Portone

Bayesian probabilistic numerical methods are a set of tools providing posterior distributions on the output of numerical methods. The use of these methods is usually motivated by the fact that they can represent our uncertainty due to…

Computation · Statistics 2018-08-01 Xiaoyue Xi , François-Xavier Briol , Mark Girolami

In the framework of BEPU (Best Estimate plus Uncertainty) methodology, the uncertainties involved in the simulations must be quantified to prove that the investigated design is acceptable. The output uncertainties are usually calculated by…

Applications · Statistics 2024-04-09 Chen Wang

Fitting a simplifying model with several parameters to real data of complex objects is a highly nontrivial task, but enables the possibility to get insights into the objects physics. Here, we present a method to infer the parameters of the…

Data Analysis, Statistics and Probability · Physics 2018-12-21 Johannes Oberpriller , T. A. Enßlin

We present a Bayesian model calibration framework for inferring nonlinear constitutive relationships in heat conduction problems, with a focus on temperature-dependent thermal conductivity. The proposed framework integrates gradient-based…

Computational Engineering, Finance, and Science · Computer Science 2026-04-02 Rodrigo L. S. Silva , Clemens Verhoosel , Erik Quarghebeur

Inference of physical parameters from reference data is a well studied problem with many intricacies (inconsistent sets of data due to experimental systematic errors, approximate physical models...). The complexity is further increased when…

Data Analysis, Statistics and Probability · Physics 2017-09-06 Pascal Pernot , Fabien Cailliez

A predictive Bayesian model selection approach is presented to discriminate coupled models used to predict an unobserved quantity of interest (QoI). The need for accurate predictions arises in a variety of critical applications such as…

Applications · Statistics 2011-07-06 Gabriel Terejanu , Todd Oliver , Chris Simmons

Deep Bayesian neural network has aroused a great attention in recent years since it combines the benefits of deep neural network and probability theory. Because of this, the network can make predictions and quantify the uncertainty of the…

Machine Learning · Computer Science 2019-03-25 Yikuan Li , Yajie Zhu

We focus on improving the accuracy of an approximate model of a multiscale dynamical system that uses a set of parameter-dependent terms to account for the effects of unresolved or neglected dynamics on resolved scales. We start by…

Computational Physics · Physics 2019-06-26 Balasubramanya T. Nadiga , Chiyu Jiang , Daniel Livescu

Uncertainties from model parameters and model discrepancy from small-scale models impact the accuracy and reliability of predictions of large-scale systems. Inadequate representation of these uncertainties may result in inaccurate and…

Methodology · Statistics 2014-12-18 K. Sham Bhat , David S. Mebane , Curtis B. Storlie , Priyadarshi Mahapatra

Reliable models of the thermodynamic properties of materials are critical for industrially relevant applications that require a good understanding of equilibrium phase diagrams, thermal and chemical transport, and microstructure evolution.…

Materials Science · Physics 2018-09-21 Noah H. Paulson , Elise Jennings , Marius Stan

To accelerate the scale-up of gaseous CO2 fermentation reactors, computational models need to predict gas-to-liquid mass transfer which requires capturing the bubble size dynamics, i.e. bubble breakup and coalescence. However, the…

Computer model calibration involves using partial and imperfect observations of the real world to learn which values of a model's input parameters lead to outputs that are consistent with real-world observations. When calibrating models…

Methodology · Statistics 2023-10-31 Wenzhe Xu , Daniel B. Williamson , Frederic Hourdin , Romain Roehrig

Computer models play a key role in many scientific and engineering problems. One major source of uncertainty in computer model experiment is input parameter uncertainty. Computer model calibration is a formal statistical procedure to infer…

Machine Learning · Statistics 2020-09-09 Saumya Bhatnagar , Won Chang , Seonjin Kim Jiali Wang

Accurate and precise covariance matrices will be important in enabling planned cosmological surveys to detect new physics. Standard methods imply either the need for many N-body simulations in order to obtain an accurate estimate, or a…

Cosmology and Nongalactic Astrophysics · Physics 2018-12-13 Alex Hall , Andy Taylor

Estimates of predictive uncertainty are important for accurate model-based planning and reinforcement learning. However, predictive uncertainties---especially ones derived from modern deep learning systems---can be inaccurate and impose a…

Machine Learning · Computer Science 2019-06-21 Ali Malik , Volodymyr Kuleshov , Jiaming Song , Danny Nemer , Harlan Seymour , Stefano Ermon

Delivering meaningful uncertainty estimates is essential for a successful deployment of machine learning models in the clinical practice. A central aspect of uncertainty quantification is the ability of a model to return predictions that…

Computer Vision and Pattern Recognition · Computer Science 2023-03-03 Adrian Galdran , Johan Verjans , Gustavo Carneiro , Miguel A. González Ballester

Introducing quantum sensors as solution to real-world problem demands reliability and controllability outside laboratory conditions. Producers and operators ought to be assumed to have limited resources ready available for calibration, and…

Bayesian experimental design (BED) offers a principled framework for optimizing data acquisition by leveraging probabilistic inference. However, practical implementations of BED are often compromised by model discrepancy, i.e., the mismatch…

Machine Learning · Computer Science 2025-11-25 Huchen Yang , Xinghao Dong , Jin-Long Wu