Related papers: Higher order Quasi-Monte Carlo integration for Bay…
We present a unified, finite-element-native variational inference framework for very high-dimensional Bayesian spatial field reconstruction in physics-based problems governed by partial differential equations (PDEs) that are nonlinear in…
Adaptive Bayesian quadrature (ABQ) is a powerful approach to numerical integration that empirically compares favorably with Monte Carlo integration on problems of medium dimensionality (where non-adaptive quadrature is not competitive). Its…
Inferring the parameters of ordinary differential equations (ODEs) from noisy observations is an important problem in many scientific fields. Currently, most parameter estimation methods that bypass numerical integration tend to rely on…
We consider the cross section in Fourier space, conjugate to the outgoing hadron's transverse momentum, where convolutions of transverse momentum dependent parton distribution functions and fragmentation functions become simple products.…
Bayesian quadrature (BQ) is a method for solving numerical integration problems in a Bayesian manner, which allows users to quantify their uncertainty about the solution. The standard approach to BQ is based on a Gaussian process (GP)…
Bayesian inference for models that have an intractable partition function is known as a doubly intractable problem, where standard Monte Carlo methods are not applicable. The past decade has seen the development of auxiliary variable Monte…
In this article we design a novel quasi-regression Monte Carlo algorithm in order to approximate the solution of discrete time backward stochastic differential equations (BSDEs), and we analyze the convergence of the proposed method. The…
In many hierarchical inverse problems, not only do we want to estimate high- or infinite-dimensional model parameters in the parameter-to-observable maps, but we also have to estimate hyperparameters that represent critical assumptions in…
We introduce quasi-Monte Carlo rules for the numerical integration of functions $f$ defined on $[0,1]^s$, $s \ge 1$, which satisfy the following properties: the Fourier-, Fourier cosine- or Walsh coefficients of $f$ are absolutely summable…
Sensors in high-precision mechatronic systems require accurate calibration, which is achieved using test beds that, in turn, require even more accurate calibration. The aim of this paper is to develop a cascaded calibration method for…
In the realm of statistical learning, the increasing volume of accessible data and increasing model complexity necessitate robust methodologies. This paper explores two branches of robust Bayesian methods in response to this trend. The…
In this article we consider Bayesian parameter inference associated to partially-observed stochastic processes that start from a set B0 and are stopped or killed at the first hitting time of a known set A. Such processes occur naturally…
As a statistical tool to assist formative assessments in educational settings, diagnostic classification models (DCMs) have been increasingly used to provide diagnostic information regarding examinees' attributes. DCMs often adopt a…
In this paper, we analyse a method for approximating the distribution function and density of a random variable that depends in a non-trivial way on a possibly high number of independent random variables, each with support on the whole real…
We consider square-integrable functionals of Poisson point processes for which the variance upper bound provided by the classical Poincar\'{e} inequality is suboptimal, a phenomenon known as superconcentration. In this paper, we establish a…
This paper analyses the finite element component of the error when using preintegration to approximate the cdf and pdf for uncertainty quantification (UQ) problems involving elliptic PDEs with random inputs. It is a follow up to Gilbert,…
Approximate Bayesian computation (ABC) refers to a family of inference methods used in the Bayesian analysis of complex models where evaluation of the likelihood is difficult. Conventional ABC methods often suffer from the curse of…
When related learning tasks are naturally arranged in a hierarchy, an appealing approach for coping with scarcity of instances is that of transfer learning using a hierarchical Bayes framework. As fully Bayesian computations can be…
In inverse problems, the parameters of a model are estimated based on observations of the model response. The Bayesian approach is powerful for solving such problems; one formulates a prior distribution for the parameter state that is…
We reanalyze the perturbative QCD (pQCD) corrections to quarkonium QCD sum rules and extract the heavy quark masses $\overline{m}_{q}(\overline{m}_{q})$ ($q=c,b$). At present, the pQCD corrections to the correlation functions of two…