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Divergence is not only an important mathematical concept in information theory, but also applied to machine learning problems such as low-dimensional embedding, manifold learning, clustering, classification, and anomaly detection. We…
Bayesian methods are developed for the multivariate nonparametric regression problem where the domain is taken to be a compact Riemannian manifold. In terms of the latter, the underlying geometry of the manifold induces certain symmetries…
We present a Bayesian perspective on quantifying the uncertainty of graph signals estimated or reconstructed from imperfect observations. We show that many conventional methods of graph signal estimation, reconstruction and imputation, can…
Geological process models simulate a range of dynamic processes to evolve a base topography into a final 2D cross-section or 3D geological scenario. In principle, process parameters may be updated to better align with observed geophysical…
The methodology developed in this article is motivated by a wide range of prediction and uncertainty quantification problems that arise in Statistics, Machine Learning and Applied Mathematics, such as non-parametric regression, multi-class…
Estimation and prediction in high dimensional multivariate factor stochastic volatility models is an important and active research area because such models allow a parsimonious representation of multivariate stochastic volatility. Bayesian…
Mathematical models are invaluable for understanding and predicting how biological systems behave, although their construction requires specifying mechanisms and relationships that are often not perfectly known. In the presence of multiple…
We explore the notion of uncertainty in the context of modern abstractive summarization models, using the tools of Bayesian Deep Learning. Our approach approximates Bayesian inference by first extending state-of-the-art summarization models…
Empirical Bayes methods are widely used for large-scale inference, yet most classical approaches assume homoscedastic observations and focus primarily on posterior mean estimation. We develop a nonparametric empirical Bayes framework for…
Bayesian Neural Networks provide a principled framework for uncertainty quantification by modeling the posterior distribution of network parameters. However, exact posterior inference is computationally intractable, and widely used…
This paper considers the problem of computing Bayesian estimates of both states and model parameters for nonlinear state-space models. Generally, this problem does not have a tractable solution and approximations must be utilised. In this…
Multivariate spatially-oriented data sets are prevalent in the environmental and physical sciences. Scientists seek to jointly model multiple variables, each indexed by a spatial location, to capture any underlying spatial association for…
This work presents a framework to inversely quantify uncertainty in the model parameters of the friction model using earthquake data via the Bayesian inference. The forward model is the popular rate- and state- friction (RSF) model along…
Inverse problems and, in particular, inferring unknown or latent parameters from data are ubiquitous in engineering simulations. A predominant viewpoint in identifying unknown parameters is Bayesian inference where both prior information…
We present a Bayesian methodology for infinite as well as finite dimensional parameter identification for partial differential equation models. The Bayesian framework provides a rigorous mathematical framework for incorporating prior…
A Bayesian approach is developed for the inference of an eddy-diffusivity field from Lagrangian trajectory data. The motion of Lagrangian particles is modelled by a stochastic differential equation associated with the advection-diffusion…
Extreme floods cause casualties, and widespread damage to property and vital civil infrastructure. We here propose a Bayesian approach for predicting extreme floods using the generalized extreme-value (GEV) distribution within gauged and…
Undirected graphical models are widely used in statistics, physics and machine vision. However Bayesian parameter estimation for undirected models is extremely challenging, since evaluation of the posterior typically involves the…
Preferential sampling is a common feature in geostatistics and occurs when the locations to be sampled are chosen based on information about the phenomena under study. In this case, point pattern models are commonly used as the probability…
Bayesian inference is a popular approach to calibrating uncertainties, but it can underpredict such uncertainties when model misspecification is present, impacting its reliability to inform decision making. Recently, the statistics and…