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We present a strategy for selecting the values of elasticity parameters by comparing walk-away vertical seismic profiling data with a multilayered model in the context of Bayesian Information Criterion. We consider $P$-wave traveltimes and…

The problem is target motion analysis (TMA), where the objective is to estimate the state of a moving target from noise corrupted bearings-only measurements. The focus is on recursive TMA, traditionally solved using the Bayesian filters…

Computational Engineering, Finance, and Science · Computer Science 2018-06-04 Branko Ristic , Jeremie Houssineau , Sanjeev Arulampalam

Latent force models (LFMs) are hybrid models combining mechanistic principles with non-parametric components. In this article, we shall show how LFMs can be equivalently formulated and solved using the state variable approach. We shall also…

Machine Learning · Computer Science 2012-02-20 Jouni Hartikainen , Simo Sarkka

First principles microphysics models are essential to the design and analysis of high energy density physics experiments. Using experimental data to investigate the underlying physics is also essential, particularly when simulations and…

Plasma Physics · Physics 2013-06-04 Jim A Gaffney , Dan Clark , Vijay Sonnad , Stephen B Libby

We revisit the Bayesian online inference problems for the linear dynamic systems (LDS) under non- Gaussian environment. The noises can naturally be non-Gaussian (skewed and/or heavy tailed) or to accommodate spurious observations, noises…

Computation · Statistics 2015-04-23 Saikat Saha

The space-based gravitational-wave detector eLISA has been selected as the ESA L3 mission, and the mission design will be finalised by the end of this decade. To prepare for mission formulation over the next few years, several outstanding…

General Relativity and Quantum Cosmology · Physics 2015-11-10 Alvin J. K. Chua , Jonathan R. Gair

The experimental verification of the quantum nature of gravity represents a milestone in quantum gravity research. Recently, interest has grown for testing it via gravitationally induced entanglement (GIE). Here, we propose a space-based…

General Relativity and Quantum Cosmology · Physics 2025-10-15 Nobuyuki Matsumoto , Katsuta Sakai , Kosei Hatakeyama , Kiwamu Izumi , Daisuke Miki , Satoshi Iso , Akira Matsumura , Kazuhiro Yamamoto

We perform twenty experiments on an acoustically-forced laminar premixed Bunsen flame and assimilate high-speed footage of the natural emission into a physics-based model containing seven parameters. The experimental rig is a ducted Bunsen…

Space-borne gravitational wave detectors will expand the scope of gravitational wave astronomy to the milli-Hertz band in the near future. The development of data analysis software infrastructure at the current stage is crucial. In this…

General Relativity and Quantum Cosmology · Physics 2026-02-13 Rui Niu , Chang Feng , Wen Zhao

In this work, we present a new perspective on the origin and interpretation of adaptive filters. By applying Bayesian principles of recursive inference from the state-space model and using a series of simplifications regarding the structure…

Information Retrieval · Computer Science 2025-07-02 Leszek Szczecinski , Jacob Benesty , Eduardo Vinicius Kuhn

Particle physics experiments such as those run in the Large Hadron Collider result in huge quantities of data, which are boiled down to a few numbers from which it is hoped that a signal will be detected. We discuss a simple probability…

Applications · Statistics 2011-02-18 A. C. Davison , N. Sartori

The L\'evy walk is a non-Brownian random walk model that has been found to describe anomalous dynamic phenomena in diverse fields ranging from biology over quantum physics to ecology. Recurrently occurring problems are to examine whether…

Biological Physics · Physics 2021-07-13 Seongyu Park , Samudrajit Thapa , Yeongjin Kim , Michael A. Lomholt , Jae-Hyung Jeon

We compare the accuracy, precision and reliability of different methods for estimating key system parameters for two-level systems subject to Hamiltonian evolution and decoherence. It is demonstrated that the use of Bayesian modelling and…

Quantum Physics · Physics 2019-10-15 Sophie Schirmer , Frank Langbein

The space-based gravitational wave detector LISA will observe in the low-frequency gravitational-wave band (0.1 mHz up to 1 Hz). LISA will search for a variety of expected signals, and when it detects a signal it will have to determine a…

General Relativity and Quantum Cosmology · Physics 2007-05-23 B. F. Schutz

Joint Bayesian factor models are popular for characterizing relationships between multivariate correlated predictors and a response variable. Standard models assume that all variables, including both the predictors and the response, are…

Methodology · Statistics 2025-05-19 Glenn Palmer , David B. Dunson

Context. The LISA space observatory will explore the sub-Hz spectrum of gravitational wave emission from the Universe. The space environment, where will be immersed in, is responsible for charge accumulation on its free falling test masses…

Instrumentation and Methods for Astrophysics · Physics 2025-08-13 Francesco Dimiccoli , Rita Dolesi , Michele Fabi , Valerio Ferroni , Catia Grimani , Martina Muratore , Paolo Sarra , Mattia Villani , William Joseph Weber

In this paper, we present an approach to identify linear parameter-varying (LPV) systems with a state-space (SS) model structure in an innovation form where the coefficient functions have static and affine dependency on the scheduling…

Systems and Control · Computer Science 2020-09-10 Pepijn B. Cox , Roland Tóth

In this paper we consider the problem of parameter inference for Markov jump process (MJP) representations of stochastic kinetic models. Since transition probabilities are intractable for most processes of interest yet forward simulation is…

Computation · Statistics 2014-09-16 Andrew Golightly , Darren J. Wilkinson

Present and future space missions rely on systems of increasingly demanding performance for being successful. Drag-free technology is one of the technologies that is fundamental for LISA-Pathfinder, an ESA mission whose launch is planned…

Instrumentation and Detectors · Physics 2016-02-02 Carlo Zanoni

Calculating the expected information gain in optimal Bayesian experimental design typically relies on nested Monte Carlo sampling. When the model also contains nuisance parameters, which are parameters that contribute to the overall…

Numerical Analysis · Mathematics 2023-02-24 Arved Bartuska , Luis Espath , Raúl Tempone
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