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We present a fully Bayesian statistical approach to the problem of compartmental modelling in the context of Positron Emission Tomography. We cluster homogeneous region of interest and perform kinetic parameter estimation simultaneously. A…

The reliable recovery and uncertainty quantification of a fixed effect function $\mu$ in a functional mixed model, for modelling population- and object-level variability in noisily observed functional data, is a notoriously challenging…

Methodology · Statistics 2024-11-28 Fangyi Wang , Karthik Bharath , Oksana Chkrebtii , Sebastian Kurtek

In this work, we study probability functions associated with Gaussian mixture models. Our primary focus is on extending the use of spherical radial decomposition for multivariate Gaussian random vectors to the context of Gaussian mixture…

Optimization and Control · Mathematics 2024-11-06 Gonzalo Contador , Pedro Pérez-Aros , Emilio Vilches

The Bayesian approach to data analysis provides a powerful way to handle uncertainty in all observations, model parameters, and model structure using probability theory. Probabilistic programming languages make it easier to specify and fit…

State-space models are successfully used in many areas of science, engineering and economics to model time series and dynamical systems. We present a fully Bayesian approach to inference \emph{and learning} (i.e. state estimation and system…

Machine Learning · Statistics 2013-12-18 Roger Frigola , Fredrik Lindsten , Thomas B. Schön , Carl E. Rasmussen

The Busemann function has recently found much interest in a variety of geometric machine learning problems, as it naturally defines projections onto geodesic rays of Riemannian manifolds and generalizes the notion of hyperplanes. As several…

Machine Learning · Computer Science 2026-03-13 Clément Bonet , Elsa Cazelles , Lucas Drumetz , Nicolas Courty

B\'ezier curves are a widespread tool for the design of curves in Euclidian space. This paper generalizes the notion of B\'ezier curves to the infinite-dimensional space of images. To this end the space of images is equipped with a…

Numerical Analysis · Mathematics 2015-03-10 Alexander Effland , Martin Rumpf , Stefan Simon , Kirsten Stahn , Benedikt Wirth

Inferring viscoelasticity parameters is a key challenge that often leads to non-unique solutions when fitting rheological data. In this context, we propose a machine learning approach that utilizes Bayesian optimization for parameter…

Soft Condensed Matter · Physics 2025-02-27 Isaac Y. Miranda-Valdez , Tero Mäkinen , Juha Koivisto , Mikko J. Alava

We study a Bayesian approach to estimating a smooth function in the context of regression or classification problems on large graphs. We derive theoretical results that show how asymptotically optimal Bayesian regularization can be achieved…

Statistics Theory · Mathematics 2017-03-07 Alisa Kirichenko , Harry van Zanten

Aeroengine performance is determined by temperature and pressure profiles along various axial stations within an engine. Given limited sensor measurements both along and between axial stations, we require a statistically principled approach…

Computational Engineering, Finance, and Science · Computer Science 2021-12-21 Pranay Seshadri , Andrew Duncan , George Thorne , Geoffrey Parks , Raul Vazquez Diaz , Mark Girolami

Bayesian learning is ubiquitous for implementing classification and regression tasks, however, it is accompanied by computationally intractable limitations when the feature spaces become extremely large. Aiming to solve this problem, we…

Quantum Physics · Physics 2019-12-24 Yusen Wu , Chao-hua Yu , Sujuan Qin , Qiaoyan Wen , Fei Gao

Bayesian model selection provides a powerful framework for objectively comparing models directly from observed data, without reference to ground truth data. However, Bayesian model selection requires the computation of the marginal…

Methodology · Statistics 2024-01-17 Xiaohao Cai , Jason D. McEwen , Marcelo Pereyra

The approximation of probability measures on compact metric spaces and in particular on Riemannian manifoldsby atomic or empirical ones is a classical task in approximation and complexity theory with a wide range of applications. Instead of…

Optimization and Control · Mathematics 2021-01-12 Martin Ehler , Manuel Gräf , Sebastian Neumayer , Gabriele Steidl

Matrix square roots and their inverses arise frequently in machine learning, e.g., when sampling from high-dimensional Gaussians $\mathcal{N}(\mathbf 0, \mathbf K)$ or whitening a vector $\mathbf b$ against covariance matrix $\mathbf K$.…

Machine Learning · Computer Science 2020-12-02 Geoff Pleiss , Martin Jankowiak , David Eriksson , Anil Damle , Jacob R. Gardner

These lecture notes highlight the mathematical and computational structure relating to the formulation of, and development of algorithms for, the Bayesian approach to inverse problems in differential equations. This approach is fundamental…

Probability · Mathematics 2015-07-03 Masoumeh Dashti , Andrew M. Stuart

In many environmental applications involving spatially-referenced data, limitations on the number and locations of observations motivate the need for practical and efficient models for spatial interpolation, or kriging. A key component of…

Methodology · Statistics 2015-09-15 Mark D. Risser , Catherine A. Calder

We revise the Levy's construction of Brownian motion as a simple though still rigorous approach to operate with various Gaussian processes. A Brownian path is explicitly constructed as a linear combination of wavelet-based "geometrical…

Statistical Mechanics · Physics 2020-01-03 Denis S. Grebenkov , Dmitry Beliaev , Peter W. Jones

The algorithm of modified wavelet analysis is discussed. It is based on the weighted least squares approximation. Contrary to the Gaussian as a weight function, we propose to use a compact weight function. The accuracy estimates using the…

Instrumentation and Methods for Astrophysics · Physics 2020-05-05 Ivan L. Andronov , Violetta P. Kulynska

We extend the Theory of Computation on real numbers, continuous real functions, and bounded closed Euclidean subsets, to compact metric spaces $(X,d)$: thereby generically including computational and optimization problems over higher types,…

Logic in Computer Science · Computer Science 2017-03-28 Chansu Park , Ji-Won Park , Sewon Park , Dongseong Seon , Martin Ziegler

Bayesian inference is often used in cosmology and astrophysics to derive constraints on model parameters from observations. This approach relies on the ability to compute the likelihood of the data given a choice of model parameters. In…

Cosmology and Nongalactic Astrophysics · Physics 2015-09-16 Joel Akeret , Alexandre Refregier , Adam Amara , Sebastian Seehars , Caspar Hasner