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Stochastic kinetic models are often used to describe complex biological processes. Typically these models are analytically intractable and have unknown parameters which need to be estimated from observed data. Ideally we would have…

Computation · Statistics 2018-03-13 Richard J. Boys , Holly F. Ainsworth , Colin S. Gillespie

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…

Probabilistic (or Bayesian) modeling and learning offers interesting possibilities for systematic representation of uncertainty using probability theory. However, probabilistic learning often leads to computationally challenging problems.…

Computation · Statistics 2018-03-14 Andreas Svensson , Thomas B. Schön , Fredrik Lindsten

In this work, we introduce a generalized framework for multiscale state-space modeling that incorporates nested nonlinear dynamics, with a specific focus on Bayesian learning under switching regimes. Our framework captures the complex…

Machine Learning · Statistics 2024-10-31 Nayely Vélez-Cruz , Manfred D. Laubichler

This paper proposes a new Bayesian machine learning model that can be applied to large datasets arising in macroeconomics. Our framework sums over many simple two-component location mixtures. The transition between components is determined…

Econometrics · Economics 2023-12-05 Florian Huber

We develop a method for reconstructing regulatory interconnection networks between variables evolving according to a linear dynamical system. The work is motivated by the problem of gene regulatory network inference, that is, finding causal…

Methodology · Statistics 2018-02-19 Atte Aalto , Jorge Goncalves

Pervasive across diverse domains, stochastic systems exhibit fluctuations in processes ranging from molecular dynamics to climate phenomena. The Langevin equation has served as a common mathematical model for studying such systems, enabling…

Statistical Mechanics · Physics 2025-05-01 Youngkyoung Bae , Seungwoong Ha , Hawoong Jeong

Bayesian inference provides a rigorous methodology for estimation and uncertainty quantification of parameters in geophysical forward models. Badlands (basin and landscape dynamics model) is a landscape evolution model that simulates…

We review a success story regarding Bayesian inference in fisheries management in the Baltic Sea. The management of salmon fisheries is currently based on the results of a complex Bayesian population dynamic model, and managers and…

Methodology · Statistics 2014-05-20 Sakari Kuikka , Jarno Vanhatalo , Henni Pulkkinen , Samu Mäntyniemi , Jukka Corander

The state estimation problem for nonlinear systems with stochastic uncertainties can be formulated in the Bayesian framework, where the objective is to replace the state completely by its probability density function. Without the…

Optimization and Control · Mathematics 2024-04-04 Lukas Ecker , Kurt Schlacher

In this paper we focus on the parameter estimation of dynamic load models with stochastic terms, in particular, load models where protection settings are uncertain, such as in aggregated air conditioning units. We show how the uncertainty…

Optimization and Control · Mathematics 2020-04-30 Daniel Adrian Maldonado , Vishwas Rao , Mihai Anitescu , Vivak Patel

This paper considers the problem of computing Bayesian estimates of both states and model parameters for nonlinear state-space models. Generally, this problem does not have a tractable solution and approximations must be utilised. In this…

Machine Learning · Statistics 2020-12-15 Jarrad Courts , Johannes Hendriks , Adrian Wills , Thomas Schön , Brett Ninness

The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…

Machine Learning · Statistics 2012-12-04 Xun Huan , Youssef M. Marzouk

In this article, an overview of Bayesian methods for sequential simulation from posterior distributions of nonlinear and non-Gaussian dynamic systems is presented. The focus is mainly laid on sequential Monte Carlo methods, which are based…

Methodology · Statistics 2023-04-28 Konstantinos E. Tatsis , Vasilis K. Dertimanis , Eleni N. Chatzi

Bayesian networks are powerful statistical models to study the probabilistic relationships among set random variables with major applications in disease modeling and prediction. Here, we propose a continuous time Bayesian network with…

Machine Learning · Computer Science 2021-07-16 Syed Hasib Akhter Faruqui , Adel Alaeddini , Jing Wang , Carlos A. Jaramillo

Dynamical systems modeling, particularly via systems of ordinary differential equations, has been used to effectively capture the temporal behavior of different biochemical components in signal transduction networks. Despite the recent…

Quantitative Methods · Quantitative Biology 2023-01-06 Nathaniel J. Linden , Boris Kramer , Padmini Rangamani

Bioprocess mechanistic modeling is essential for advancing intelligent digital twin representation of biomanufacturing, yet challenges persist due to complex intracellular regulation, stochastic system behavior, and limited experimental…

Machine Learning · Statistics 2025-05-07 Keilung Choy , Wei Xie , Keqi Wang

Stacking is a widely used model averaging technique that asymptotically yields optimal predictions among linear averages. We show that stacking is most effective when model predictive performance is heterogeneous in inputs, and we can…

Methodology · Statistics 2021-10-29 Yuling Yao , Gregor Pirš , Aki Vehtari , Andrew Gelman

We develop a stochastic parametrization, based on a `simple' deterministic model for the dynamics of steady longshore currents, that produces ensembles that are statistically consistent with field observations of these currents. Unlike…

Data Analysis, Statistics and Probability · Physics 2016-12-06 Juan M. Restrepo , Shankar C. Venkataramani

Community detection in networks has drawn much attention in diverse fields, especially social sciences. Given its significance, there has been a large body of literature with approaches from many fields. Here we present a statistical…

Methodology · Statistics 2014-12-18 Lijun Peng , Luis Carvalho