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We propose a statistical emulator for a climate-economy deterministic integrated assessment model ensemble, based on a functional regression framework. Inference on the unknown parameters is carried out through a mixed effects hierarchical…

Methodology · Statistics 2022-09-14 Luca Aiello , Matteo Fontana , Alessandra Guglielmi

We present Causal Posterior Estimation (CPE), a novel method for Bayesian inference in simulator models, i.e., models where the evaluation of the likelihood function is intractable or too computationally expensive, but where one can…

Machine Learning · Computer Science 2025-05-28 Simon Dirmeier , Antonietta Mira

The posterior probability distribution for a set of model parameters encodes all that the data have to tell us in the context of a given model; it is the fundamental quantity for Bayesian parameter estimation. In order to infer the…

Instrumentation and Methods for Astrophysics · Physics 2015-06-16 Rupert Allison , Joanna Dunkley

Bayesian learning using Gaussian processes provides a foundational framework for making decisions in a manner that balances what is known with what could be learned by gathering data. In this dissertation, we develop techniques for…

Machine Learning · Statistics 2022-04-29 Alexander Terenin

Stochastic reaction network models are often used to explain and predict the dynamics of gene regulation in single cells. These models usually involve several parameters, such as the kinetic rates of chemical reactions, that are not…

Computation · Statistics 2020-01-07 Thomas A. Catanach , Huy D. Vo , Brian Munsky

Factors models are routinely used to analyze high-dimensional data in both single-study and multi-study settings. Bayesian inference for such models relies on Markov Chain Monte Carlo (MCMC) methods which scale poorly as the number of…

Methodology · Statistics 2025-04-29 Blake Hansen , Alejandra Avalos-Pacheco , Massimiliano Russo , Roberta De Vito

This article presents an approach to Bayesian semiparametric inference for Gaussian multivariate response regression. We are motivated by various small and medium dimensional problems from the physical and social sciences. The statistical…

Methodology · Statistics 2020-06-18 Georgios Papageorgiou , Benjamin C. Marshall

This work presents a mathematical model to enable rapid prediction of airborne contaminant transport based on scarce sensor measurements. The method is designed for applications in critical infrastructure protection (CIP), such as…

Numerical Analysis · Mathematics 2026-02-05 Marco Mattuschka , Daniel Walter , Max von Danwitz , Alexander Popp

The recent accelerated growth in the computing power has generated popularization of experimentation with dynamic computer models in various physical and engineering applications. Despite the extensive statistical research in computer…

Methodology · Statistics 2018-10-18 Ru Zhang , Chunfang Devon Lin , Pritam Ranjan

A Bayesian multiple change-point model is proposed to analyse violations of air quality standards by pollutants such as nitrogen oxides (NO2 and NO) and carbon monoxide (CO). The model is built on the assumption that the occurrence of…

Applications · Statistics 2010-12-10 Janos Gyarmati-Szabo , Leonid V. Bogachev , Haibo Chen

In performing a Bayesian analysis, two difficult problems often emerge. First, in estimating the parameters of some model for the data, the resulting posterior distribution may be multi-modal or exhibit pronounced (curving) degeneracies.…

Instrumentation and Methods for Astrophysics · Physics 2013-12-20 F. Feroz , J. Skilling

Gaussian process are a widely-used statistical tool for conducting non-parametric inference in applied sciences, with many computational packages available to fit to data and predict future observations. We study the use of the Greta…

Computation · Statistics 2025-03-31 Eva Gunn , Nikhil Sengupta , Ben Swallow

Continuous-time batch state estimation using Gaussian processes is an efficient approach to estimate the trajectories of robots over time. In the past, relatively simple physics-motivated priors have been considered for such approaches,…

Robotics · Computer Science 2025-06-04 Sven Lilge , Timothy D. Barfoot

A quality-Bayesian approach, combining the direct sampling method and the Bayesian inversion, is proposed to reconstruct the locations and intensities of the unknown acoustic sources using partial data. First, we extend the direct sampling…

Numerical Analysis · Mathematics 2020-04-10 Zhaoxing Li , Yanfang Liu , Jiguang Sun , Liwei Xu

A new algorithm based on bayesian inference for learning local graph conductance based on Gaussian Process(GP) is given that uses advanced MCMC convergence ideas to create a scalable and fast algorithm for convergence to stationary…

Machine Learning · Computer Science 2022-04-28 Farshad Noravesh

In systems of multiple agents, identifying the cause of observed agent dynamics is challenging. Often, these agents operate in diverse, non-stationary environments, where models rely on hand-crafted environment-specific features to infer…

Multiagent Systems · Computer Science 2018-11-13 Adam D. Cobb , Richard Everett , Andrew Markham , Stephen J. Roberts

The dynamic characteristics of multiphase industrial processes present significant challenges in the field of industrial big data modeling. Traditional soft sensing models frequently neglect the process dynamics and have difficulty in…

Machine Learning · Computer Science 2024-07-09 Yimeng He , Le Yao , Xinmin Zhang , Xiangyin Kong , Zhihuan Song

We consider the problem of inference for the states and parameters of a continuous-time multitype branching process from partially observed time series data. Exact inference for this class of models, typically using sequential Monte Carlo,…

Methodology · Statistics 2025-12-01 Angus Lewis , Antonio Parrella , John Maclean , Andrew J. Black

Variational inference techniques based on inducing variables provide an elegant framework for scalable posterior estimation in Gaussian process (GP) models. Besides enabling scalability, one of their main advantages over sparse…

Machine Learning · Statistics 2021-02-24 Simone Rossi , Markus Heinonen , Edwin V. Bonilla , Zheyang Shen , Maurizio Filippone

We present a quantum Bayesian inference method for intrusion detection, using explicitly constructed quantum circuits and statevector simulation. Prior and conditional probabilities are encoded via unitary gates, and posterior distributions…

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