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In this article we consider Bayesian estimation of static parameters for a class of partially observed McKean-Vlasov diffusion processes with discrete-time observations over a fixed time interval. This problem features several obstacles to…

Computation · Statistics 2025-04-23 Ajay Jasra , Amin Wu

We study posterior contraction behaviors for parameters of interest in the context of Bayesian mixture modeling, where the number of mixing components is unknown while the model itself may or may not be correctly specified. Two…

Statistics Theory · Mathematics 2019-01-17 Aritra Guha , Nhat Ho , XuanLong Nguyen

Markov Chain Monte Carlo (MCMC) techniques are now widely used for cosmological parameter estimation. Chains are generated to sample the posterior probability distribution obtained following the Bayesian approach. An important issue is how…

This paper develops a Bayesian network-based method for the calibration of multi-physics models, integrating various sources of uncertainty with information from computational models and experimental data. We adopt the Kennedy and O'Hagan…

Data Analysis, Statistics and Probability · Physics 2012-06-25 You Ling , Joshua Mullins , Sankaran Mahadevan

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

We propose a numerical technique for parameter inference in Markov models of biological processes. Based on time-series data of a process we estimate the kinetic rate constants by maximizing the likelihood of the data. The computation of…

Quantitative Methods · Quantitative Biology 2011-02-15 Aleksandr Andreychenko , Linar Mikeev , David Spieler , Verena Wolf

Modern problems in astronomical Bayesian inference require efficient methods for sampling from complex, high-dimensional, often multi-modal probability distributions. Most popular methods, such as Markov chain Monte Carlo sampling, perform…

Instrumentation and Methods for Astrophysics · Physics 2016-03-16 Will Vousden , Will M. Farr , Ilya Mandel

When directly coupled with fluctuating energy sources such as wind and photovoltage power, the alkaline electrolysis (AEL) in a power-to-hydrogen (P2H) system is required to operate flexibly by dynamically adjusting its hydrogen production…

Systems and Control · Electrical Eng. & Systems 2022-03-09 Xiaoyan Qiu , Hang Zhang , Yiwei Qiu , Buxiang Zhou , Tianlei Zang , Ruomei Qi , Jin Lin , Jiepeng Wang

In many signal processing problems, it may be fruitful to represent the signal under study in a frame. If a probabilistic approach is adopted, it becomes then necessary to estimate the hyper-parameters characterizing the probability…

Methodology · Statistics 2015-05-14 L. Chaâri , J. -C. Pesquet , J. -Y. Tourneret , Ph. Ciuciu , A. Benazza-Benyahia

The effect of swirl, premixedness and geometry has been investigated for hydrogen enriched premixed flame using Large Eddy Simulation (LES) with a Thickened Flame (TF) model. Swirl strength has been varied to study the effects of swirl on…

Fluid Dynamics · Physics 2021-02-11 Ashoke De , Sumanta Acharya

H$_2$ premixed flames are well known for a long, trailing region where the unburnt H$_2$ and the super-equilibrium concentrations of radicals left past the fuel consumption layer gradually decay to thermodynamic equilibrium. This…

Fluid Dynamics · Physics 2020-09-28 José Graña-Otero

The purpose of this study is twofold -- first, to introduce the application of high-order discontinuous Galerkin methods to buoyancy-driven cargo hold fire simulations, second, to explore statistical variation in the fluid dynamics of a…

Fluid Dynamics · Physics 2015-12-17 Anthony M. DeGennaro , Mark W. Lohry , Luigi Martinelli , Clarence W. Rowley

Bayesian inference is useful to obtain a predictive distribution with a small generalization error. However, since posterior distributions are rarely evaluated analytically, we employ the variational Bayesian inference or sampling method to…

Machine Learning · Computer Science 2025-09-03 Yohei Saito , Shun Kimura , Koujin Takeda

The posterior probability distribution for a set of model parameters encodes all that the data have to tell us in the context of a given model; it is the fundamental quantity for Bayesian parameter estimation. In order to infer the…

Instrumentation and Methods for Astrophysics · Physics 2015-06-16 Rupert Allison , Joanna Dunkley

Understanding the propagation dynamics of premixed flames in confined spaces is important for fire safety in gas pipelines and for optimizing modern internal combustion engines. In sufficiently long channels, premixed flames routinely…

Fluid Dynamics · Physics 2026-04-22 Zeyu Yan , Shengkai Wang

Reactive chemistry of molecular hydrogen at surfaces, notably dissociative sticking and hydrogen evolution, plays a crucial role in energy storage and fuel cells. Theoretical studies can help to decipher underlying mechanisms and reaction…

We introduce a new sequential methodology to calibrate the fixed parameters and track the stochastic dynamical variables of a state-space system. The proposed method is based on the nested hybrid filtering (NHF) framework of [1], that…

Computation · Statistics 2021-03-24 Sara Pérez-Vieites , Joaquín Míguez

We describe a first-principles statistical mechanics approach enabling us to simulate the steady-state situation of heterogeneous catalysis. In a first step density-functional theory together with transition-state theory is employed to…

Materials Science · Physics 2007-05-23 Karsten Reuter , Matthias Scheffler

The construction and formal verification of dynamical models is important in engineering, biology and other disciplines. We focus on non-linear models containing a set of parameters governing their dynamics. The value of these parameters is…

Systems and Control · Computer Science 2015-04-20 Benjamin M. Gyori , Daniel Paulin , Sucheendra K. Palaniappan

Understanding how intrinsically fast hydrogen-air premixed flames can be rendered much faster in turbulence is crucial for systematically developing hydrogen-based gas turbines and spark ignition engines. Here, we present fundamental…

Fluid Dynamics · Physics 2025-01-30 Yuvraj , Hong G. Im , Swetaprovo Chaudhuri
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