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The analysis of data from multiple experiments, such as observations of several individuals, is commonly approached using mixed-effects models, which account for variation between individuals through hierarchical representations. This makes…

Computation · Statistics 2026-03-05 Henrik Häggström , Sebastian Persson , Marija Cvijovic , Umberto Picchini

Materials with heterogeneous structures exhibit complex physical processes such as delamination, cracks, and plasticity, which require micromechanical parameters for understanding. However, identifying these parameters is challenging due to…

Analysis of PDEs · Mathematics 2023-06-26 Liya Gaynutdinova , Ondřej Rokoš , Jan Havelka , Ivana Pultarová , Jan Zeman

Mathematical models of cognition are often memoryless and ignore potential fluctuations of their parameters. However, human cognition is inherently dynamic. Thus, we propose to augment mechanistic cognitive models with a temporal dimension…

In this paper we consider the estimation of unknown parameters in Bayesian inverse problems. In most cases of practical interest, there are several barriers to performing such estimation, This includes a numerical approximation of a…

Methodology · Statistics 2025-02-07 Neil K. Chada , Ajay Jasra , Mohamed Maama , Raul Tempone

We describe a method for Bayesian optimization by which one may incorporate data from multiple systems whose quantitative interrelationships are unknown a priori. All general (nonreal-valued) features of the systems are associated with…

Machine Learning · Computer Science 2020-01-06 Steven Atkinson , Sayan Ghosh , Natarajan Chennimalai-Kumar , Genghis Khan , Liping Wang

We propose a method to efficiently determine the optimal coarse-grained force field in mesoscopic stochastic simulations of Newtonian fluid and polymer melt systems modeled by dissipative particle dynamics (DPD) and energy conserving…

Computational Physics · Physics 2017-01-04 Huan Lei , Xiu Yang , Zhen Li , George Karniadakis

Gaussian processes are a widely embraced technique for regression and classification due to their good prediction accuracy, analytical tractability and built-in capabilities for uncertainty quantification. However, they suffer from the…

Optimization and Control · Mathematics 2024-02-07 Mickael Binois , Victor Picheny

Reliable models of the thermodynamic properties of materials are critical for industrially relevant applications that require a good understanding of equilibrium phase diagrams, thermal and chemical transport, and microstructure evolution.…

Materials Science · Physics 2018-09-21 Noah H. Paulson , Elise Jennings , Marius Stan

To infer the parameters of mechanistic models with intractable likelihoods, techniques such as approximate Bayesian computation (ABC) are increasingly being adopted. One of the main disadvantages of ABC in practical situations, however, is…

Computation · Statistics 2018-08-03 Jonathan U Harrison , Ruth E Baker

Multivariate meta-analysis is gaining prominence in evidence synthesis research because it enables simultaneous synthesis of multiple correlated outcome data, and random-effects models have generally been used for addressing between-studies…

Methodology · Statistics 2021-07-14 Hisashi Noma , Kengo Nagashima , Toshi A. Furukawa

Advances in predictive modeling across multiple disciplines have yielded generative models capable of high veracity in predicting macroscopic functional responses of materials. Correspondingly, of interest is the inverse problem of finding…

Disordered Systems and Neural Networks · Physics 2020-08-11 Sergei V. Kalinin , Maxim Ziatdinov , Rama K. Vasudevan

Bayesian optimization has emerged as a highly effective tool for the safe online optimization of systems, due to its high sample efficiency and noise robustness. To further enhance its efficiency, reduced physical models of the system can…

Machine Learning · Computer Science 2024-06-18 Jannis O. Lübsen , Christian Hespe , Annika Eichler

First principles microphysics models are essential to the design and analysis of high energy density physics experiments. Using experimental data to investigate the underlying physics is also essential, particularly when simulations and…

Plasma Physics · Physics 2013-06-04 Jim A Gaffney , Dan Clark , Vijay Sonnad , Stephen B Libby

It is crucially important to estimate unknown parameters in earth system models by integrating observation and numerical simulation. For many applications in earth system sciences, an optimization method which allows parameters to…

Geophysics · Physics 2022-07-13 Yohei Sawada

We introduce a highly efficient fully Bayesian approach for anisotropic multidimensional smoothing. The main challenge in this context is the Markov chain Monte Carlo update of the smoothing parameters as their full conditional posterior…

Computation · Statistics 2022-11-30 Paul Bach , Nadja Klein

We present a framework that enables estimation of low-dimensional sub-resolution reservoir properties directly from seismic data, without requiring the solution of a high dimensional seismic inverse problem. Our workflow is based on the…

Geophysics · Physics 2019-05-15 Anshuman Pradhan , Tapan Mukerji

We study the performance of the adaptive construction scheme for a Bayesian inference on the Quadratic GARCH model which introduces the asymmetry in time series dynamics. In the adaptive construction scheme a proposal density in the…

Computational Finance · Quantitative Finance 2009-09-05 Tetsuya Takaishi

The hyperspherical adiabatic method is used to derive stability criteria for Bose-Einstein condensates in deformed external fields. An analytical approximation is obtained. For constant volume the highest stability is found for spherical…

Soft Condensed Matter · Physics 2009-11-10 O. Sørensen , D. V. Fedorov , A. S. Jensen

Existing high-dimensional Bayesian optimization (BO) methods aim to overcome the curse of dimensionality by carefully encoding structural assumptions, from locality to sparsity to smoothness, into the optimization procedure. Surprisingly,…

Machine Learning · Computer Science 2026-04-10 Colin Doumont , Donney Fan , Natalie Maus , Jacob R. Gardner , Henry Moss , Geoff Pleiss

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