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In this work we develop and implement a novel Bayesian method for computing the DOS of a system. This method is based on the use of a test function with adjustable parameters and we use Bayes theorem to find the best parameters given a…

Statistical Mechanics · Physics 2021-12-28 Felipe Moreno , Sergio Davis , Joaquín Peralta

Self-organizing complex systems can be modeled using cellular automaton models. However, the parametrization of these models is crucial and significantly determines the resulting structural pattern. In this research, we introduce and…

Cellular Automata and Lattice Gases · Physics 2025-01-14 Alexey Kazarnikov , Nadja Ray , Heikki Haario , Joona Lappalainen , Andreas Rupp

Likelihood-free inference for simulator-based statistical models has developed rapidly from its infancy to a useful tool for practitioners. However, models with more than a handful of parameters still generally remain a challenge for the…

This paper tackles the challenge of parameter calibration in stochastic models, particularly in scenarios where the likelihood function is unavailable in an analytical form. We introduce a gradient-based simulated parameter estimation…

Machine Learning · Statistics 2025-03-25 Zehao Li , Yijie Peng

This paper studies the problem of recursively estimating the weighted adjacency matrix of a network out of a temporal sequence of binary-valued observations. The observation sequence is generated from nonlinear networked dynamics in which…

Systems and Control · Electrical Eng. & Systems 2019-12-06 Yu Xing , Xingkang He , Haitao Fang , Karl Henrik Johansson

Implicit sampling is a weighted sampling method that is used in data assimilation, where one sequentially updates estimates of the state of a stochastic model based on a stream of noisy or incomplete data. Here we describe how to use…

Numerical Analysis · Mathematics 2016-01-20 Matthias Morzfeld , Xuemin Tu , Jon Wilkening , Alexandre J. Chorin

This work explores the trade-off between the number of samples required to accurately build models of dynamical systems and the degradation of performance in various control objectives due to a coarse approximation. In particular, we show…

Optimization and Control · Mathematics 2017-12-01 Stephen Tu , Ross Boczar , Andrew Packard , Benjamin Recht

Sensitivity methods for the analysis of the outputs of discrete Bayesian networks have been extensively studied and implemented in different software packages. These methods usually focus on the study of sensitivity functions and on the…

Artificial Intelligence · Computer Science 2016-07-05 Manuele Leonelli , Christiane Görgen , Jim Q. Smith

We develop a Bayesian approach called Bayesian projected calibration to address the problem of calibrating an imperfect computer model using observational data from a complex physical system. The calibration parameter and the physical…

Methodology · Statistics 2019-02-08 Fangzheng Xie , Yanxun Xu

Dynamical systems describe the changes in processes that arise naturally from their underlying physical principles, such as the laws of motion or the conservation of mass, energy or momentum. These models facilitate a causal explanation for…

Methodology · Statistics 2023-10-11 Michelle Carey , James O. Ramsay

We propose novel parameter estimation algorithms for a class of dynamical systems with nonlinear parametrization. The class is initially restricted to smooth monotonic functions with respect to a linear functional of the parameters. We show…

Dynamical Systems · Mathematics 2007-05-23 Ivan Tyukin , Danil Prokhorov , Cees van Leeuwen

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

The dynamics of systems biological processes are usually modeled by a system of ordinary differential equations (ODEs) with many unknown parameters that need to be inferred from noisy and sparse measurements. Here, we introduce…

Quantitative Methods · Quantitative Biology 2022-02-04 Mitchell Daneker , Zhen Zhang , George Em Karniadakis , Lu Lu

Understanding the oscillating behaviors that govern organisms' internal biological processes requires interdisciplinary efforts combining both biological and computer experiments, as the latter can complement the former by simulating…

Applications · Statistics 2024-12-17 Youngdeok Hwang , Hang J. Kim , Won Chang , Christian Hong , Steven N. MacEachern

Computational problems can be classified according to their algorithmic complexity, which is defined based on how the resources needed to solve the problem, e.g. the execution time, scale with the problem size. Many problems in…

Computational Complexity · Computer Science 2021-07-29 Davide Cirillo , Miguel Ponce-de-Leon , Alfonso Valencia

Our purpose is to estimate the posterior distribution of the parameters of interest for controlled branching processes (CBPs) without prior knowledge of the maximum number of offspring that an individual can give birth to and without…

Methodology · Statistics 2021-08-10 Miguel González , Carmen Minuesa , Inés del Puerto

There is an increasing amount of literature focused on Bayesian computational methods to address problems with intractable likelihood. One approach is a set of algorithms known as Approximate Bayesian Computational (ABC) methods. One of the…

Methodology · Statistics 2015-10-27 Weixuan Zhu , Juan Miguel Marin , Fabrizio Leisen

Computational cardiovascular models are promising tools for clinical decision support, particularly in complex conditions, such as intraoperative hypotension (IOH). IOH arises from different mechanisms, making treatment selection…

Medical Physics · Physics 2025-09-19 Jan-Niklas Thiel , Marko Zlicar , Ulrich Steinseifer , Borut Kirn , Michael Neidlin

We discuss an approach for deriving robust posterior distributions from $M$-estimating functions using Approximate Bayesian Computation (ABC) methods. In particular, we use $M$-estimating functions to construct suitable summary statistics…

Methodology · Statistics 2019-06-13 Erlis Ruli , Nicola Sartori , Laura Ventura

Identifying and calibrating quantitative dynamical models for physical quantum systems is important for a variety of applications. Here we present a closed-loop Bayesian learning algorithm for estimating multiple unknown parameters in a…

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