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System identification is of special interest in science and engineering. This article is concerned with a system identification problem arising in stochastic dynamic systems, where the aim is to estimate the parameters of a system along…

Methodology · Statistics 2022-01-27 Christos Merkatas , Simo Särkkä

Bayesian parameter estimation provides a systematic approach to compare heavy ion collision models with measurements, leading to constraints on the properties of nuclear matter with proper accounting of experimental and theoretical…

Nuclear Theory · Physics 2023-05-31 Brandon Weiss , Jean-François Paquet , Steffen A. Bass

The Bayes factor, the data-based updating factor of the prior to posterior odds of two hypotheses, is a natural measure of statistical evidence for one hypothesis over the other. We show how Bayes factors can also be used for parameter…

Methodology · Statistics 2025-07-09 Samuel Pawel

Some statistical models are specified via a data generating process for which the likelihood function cannot be computed in closed form. Standard likelihood-based inference is then not feasible but the model parameters can be inferred by…

Computation · Statistics 2015-02-20 Michael U. Gutmann , Jukka Corander , Ritabrata Dutta , Samuel Kaski

We provide a comprehensive semi-parametric study of Bayesian partially identified econometric models. While the existing literature on Bayesian partial identification has mostly focused on the structural parameter, our primary focus is on…

Methodology · Statistics 2017-09-29 Yuan Liao , Anna Simoni

Identifying tire and vehicle parameters is an essential step in designing control and planning algorithms for autonomous vehicles. This paper proposes a new method: Simulation-Based Inference (SBI), a modern interpretation of Approximate…

Robotics · Computer Science 2021-08-30 Ali Boyali , Simon Thompson , David Robert Wong

Stochastic process discovery is concerned with deriving a model capable of reproducing the stochastic character of observed executions of a given process, stored in a log. This leads to an optimisation problem in which the model's parameter…

Formal Languages and Automata Theory · Computer Science 2025-05-01 Pierre Cry , Paolo Ballarini , András Horváth , Pascale Le Gall

In this study, we propose a novel microstructure-sensitive Bayesian optimization (BO) framework designed to enhance the efficiency of materials discovery by explicitly incorporating microstructural information. Traditional materials design…

Materials Science · Physics 2025-02-07 Danial Khatamsaz , Vahid Attari , Raymundo Arroyave

Ordinary differential equation (ODE) models are widely used to describe systems in many areas of science. To ensure these models provide accurate and interpretable representations of real-world dynamics, it is often necessary to infer…

Methodology · Statistics 2026-03-24 Selva Salimi , David J. Warne , Christopher Drovandi

Design of experiments has traditionally relied on the frequentist hypothesis testing framework where the optimal size of the experiment is specified as the minimum sample size that guarantees a required level of power. Sample size…

Methodology · Statistics 2025-08-07 Shirin Golchi , Luke Hagar

In solid-state materials science, substantial efforts have been devoted to the calculation and modeling of the electronic band gap. While a wide range of ab initio methods and machine learning algorithms have been created that can predict…

Materials Science · Physics 2025-01-07 Andrew Ma , Owen Dugan , Marin Soljačić

In this paper we review the concepts of Bayesian evidence and Bayes factors, also known as log odds ratios, and their application to model selection. The theory is presented along with a discussion of analytic, approximate and numerical…

Methodology · Statistics 2015-11-24 Kevin H. Knuth , Michael Habeck , Nabin K. Malakar , Asim M. Mubeen , Ben Placek

Prediction-powered inference (PPI) is a method that improves statistical estimates based on limited human-labeled data. Specifically, PPI methods provide tighter confidence intervals by combining small amounts of human-labeled data with…

Machine Learning · Computer Science 2024-05-13 R. Alex Hofer , Joshua Maynez , Bhuwan Dhingra , Adam Fisch , Amir Globerson , William W. Cohen

We discuss Bayesian inference for parameters selected using the data. First, we provide a critical analysis of the existing positions in the literature regarding the correct Bayesian approach under selection. Second, we propose two types of…

Statistics Theory · Mathematics 2021-05-12 Daniel G. Rasines , G. Alastair Young

The original formulation of BEAMS - Bayesian Estimation Applied to Multiple Species - showed how to use a dataset contaminated by points of multiple underlying types to perform unbiased parameter estimation. An example is cosmological…

Instrumentation and Methods for Astrophysics · Physics 2016-03-02 James Newling , Bruce. A. Bassett , Renée Hlozek , Martin Kunz , Mathew Smith , Melvin Varughese

In causal estimation problems, the parameter of interest is often only partially identified, implying that the parameter cannot be recovered exactly, even with infinite data. Here, we study Bayesian inference for partially identified…

Methodology · Statistics 2022-04-26 Jiajing Zheng , Alexander D'Amour , Alexander Franks

We present a Bayesian approach to machine learning with probabilistic programs. In our approach, training on available data is implemented as inference on a hierarchical model. The posterior distribution of model parameters is then used to…

Machine Learning · Computer Science 2022-01-19 David Tolpin

Due to their great flexibility, nonparametric Bayes methods have proven to be a valuable tool for discovering complicated patterns in data. The term "nonparametric Bayes" suggests that these methods inherit model-free operating…

Methodology · Statistics 2013-04-15 Peter D. Hoff

Quality control in industrial processes is increasingly making use of prior scientific knowledge, often encoded in physical models that require numerical approximation. Statistical prediction, and subsequent optimization, is key to ensuring…

Other Statistics · Statistics 2018-10-23 Antony Overstall , David Woods , Kieran Martin

We propose a computational framework, Hetero-EUCLID, for segmentation and parameter identification to characterize the full hyperelastic behavior of all constituents of a heterogeneous material. In this work, we leverage the Bayesian-EUCLID…

Computational Engineering, Finance, and Science · Computer Science 2026-01-19 Kanhaiya Lal Chaurasiya , Saurav Dutta , Siddhant Kumar , Akshay Joshi