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We formulate, and present a numerical method for solving, an inverse problem for inferring parameters of a deterministic model from stochastic observational data (quantities of interest). The solution, given as a probability measure, is…

Numerical Analysis · Mathematics 2021-05-04 T. Butler , J. D. Jakeman , T. Wildey

Bayesian inference is often utilized for uncertainty quantification tasks. A recent analysis by Xu and Raginsky 2022 rigorously decomposed the predictive uncertainty in Bayesian inference into two uncertainties, called aleatoric and…

Machine Learning · Statistics 2023-07-25 Futoshi Futami , Tomoharu Iwata

Materials underpin modern technologies, from energy harvesting, storage, and conversion to information and communication technologies. Their functionality is often governed by the interplay between competing phases, as thermodynamic…

Materials Science · Physics 2026-04-29 Lorenzo Bastonero , Gabriel Joalland , Chiara Cignarella , Lorenzo Monacelli , Nicola Marzari

A novel information-theoretic approach is proposed to assess the global practical identifiability of Bayesian statistical models. Based on the concept of conditional mutual information, an estimate of information gained for each model…

Methodology · Statistics 2024-04-22 Sahil Bhola , Karthik Duraisamy

Heterogeneous materials exhibit anisotropy which is influenced by factors such as individual phase properties and microstructural configuration that form crucial descriptors of heterogeneity. A review of anisotropy indices proposed in the…

Materials Science · Physics 2025-04-15 Abhilash M Nagaraja

Empirical Bayes (EB) improves the accuracy of simultaneous inference "by learning from the experience of others" (Efron, 2012). Classical EB theory focuses on latent variables that are iid draws from a fitted prior (Efron, 2019). Modern…

Methodology · Statistics 2025-12-24 Bohan Wu , Eli N. Weinstein , David M. Blei

The high-fidelity characterization of soft, tissue-like materials under ultra-high-strain-rate conditions is critical in engineering and medicine. Still, it remains challenging due to limited optical access, sensitivity to initial…

Uncertainties in the high-dimensional space of material parameters pose challenges for the predictive modeling of bcc single crystals, especially under extreme loading conditions. In this work, we identify the key physical assumptions and…

Materials Science · Physics 2026-04-02 Seunghyeon Lee , Thao Nguyen , Darby J. Luscher , Saryu J. Fensin , John S. Carpenter , Hansohl Cho

This paper presents an efficient Bayesian framework for solving nonlinear, high-dimensional model calibration problems. It is based on a Variational Bayesian formulation that aims at approximating the exact posterior by means of solving an…

Applications · Statistics 2015-11-02 Isabell M. Franck , P. S. Koutsourelakis

Polycrystalline metal failure often begins with stress concentration at grain boundaries. Identifying which microstructural features trigger these events is important but challenging because these extreme damage events are rare and the…

Applications · Statistics 2025-10-28 Yinling Zhang , Samuel D. Dunham , Curt A. Bronkhorst , Nan Chen

This paper presents a theory for the behaviour of isotropic-hardening/softening elastoplastic materials that do not have a preferred reference configuration. In spite of important differences, many ingredients of classical plasticity are…

Mathematical Physics · Physics 2011-01-11 José Jorge Nader

Regression-based optimal fingerprinting techniques for climate change detection and attribution require the estimation of the forced signal as well as the internal variability covariance matrix in order to distinguish between their…

Methodology · Statistics 2022-08-08 Samuel Baugh , Karen McKinnon

Stochastic systems in biology often exhibit substantial variability within and between cells. This variability, as well as having dramatic functional consequences, provides information about the underlying details of the system's behaviour.…

Quantitative Methods · Quantitative Biology 2015-11-09 Iain G. Johnston

This paper presents a Bayesian method for identification of jump Markov linear system parameters. A primary motivation is to provide accurate quantification of parameter uncertainty without relying on asymptotic in data-length arguments. To…

Methodology · Statistics 2021-02-11 Mark P. Balenzuela , Adrian G. Wills , Christopher Renton , Brett Ninness

The paper describes the use of Bayesian regression for building time series models and stacking different predictive models for time series. Using Bayesian regression for time series modeling with nonlinear trend was analyzed. This approach…

Applications · Statistics 2022-01-07 Bohdan M. Pavlyshenko

Obtaining heteroscedastic predictive uncertainties from a Bayesian Neural Network (BNN) is vital to many applications. Often, heteroscedastic aleatoric uncertainties are learned as outputs of the BNN in addition to the predictive means,…

Machine Learning · Computer Science 2026-05-01 David J. Schodt , Ryan Brown , Michael Merritt , Samuel Park , Delsin Menolascino , Mark A. Peot

Interpreting data with mathematical models is an important aspect of real-world industrial and applied mathematical modeling. Often we are interested to understand the extent to which a particular set of data informs and constrains model…

Methodology · Statistics 2025-03-06 Matthew J Simpson , Ruth E Baker

We develop a computational framework to quantify uncertainty in shear elastography imaging of anomalies in tissues. We adopt a Bayesian inference formulation. Given the observed data, a forward model and their uncertainties, we find the…

Numerical Analysis · Mathematics 2023-06-07 Ana Carpio , Elena Cebrian , Andrea Gutierrez

We tackle the problem of system identification, where we select inputs, observe the corresponding outputs from the true system, and optimize the parameters of our model to best fit the data. We propose a practical and computationally…

Systems and Control · Electrical Eng. & Systems 2025-10-02 Alexandros E. Tzikas , Mykel J. Kochenderfer

Bayesian neural networks (BNNs) have recently regained a significant amount of attention in the deep learning community due to the development of scalable approximate Bayesian inference techniques. There are several advantages of using a…

Machine Learning · Statistics 2023-05-02 Aliaksandr Hubin , Geir Storvik
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