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Predictive dynamical models for marine ecosystems are used for a variety of needs. Due to sparse measurements and limited understanding of the myriad of ocean processes, there is however significant uncertainty. There is model uncertainty…

Computational Engineering, Finance, and Science · Computer Science 2023-06-06 Abhinav Gupta , Pierre F. J. Lermusiaux

Stochastic differential equations (SDEs) provide a natural framework for modelling intrinsic stochasticity inherent in many continuous-time physical processes. When such processes are observed in multiple individuals or experimental units,…

Computation · Statistics 2016-05-19 Gavin A. Whitaker , Andrew Golightly , Richard J. Boys , Chris Sherlock

With extreme weather events becoming more common, the risk posed by surface water flooding is ever increasing. In this work we propose a model, and associated Bayesian inference scheme, for generating probabilistic (high-resolution…

In this paper, we study the generalized multiscale finite element method (GMsFEM) for single phase compressible flow in highly heterogeneous porous media. We follow the major steps of the GMsFEM to construct permeability dependent offline…

Numerical Analysis · Mathematics 2022-01-20 Shubin Fu , Eric Chung , Lina Zhao

A Bayesian approach is developed to analyze change points in multivariate time series and space-time data. The methodology is used to assess the impact of extended inundation on the ecosystem of the Gulf Plains bioregion in northern…

Methodology · Statistics 2013-06-21 Chris Strickland , Robert Burdett , Robert Denham , Robert Kohn , Kerrie Mengersen

A widely used method to create a continuous representation of a discrete data-set is regression analysis. When the regression model is not based on a mathematical description of the physics underlying the data, heuristic techniques play a…

Statistics Theory · Mathematics 2013-07-18 Giovanni Mana , Paolo Alberto Giuliano Albo , Simona Lago

In high-dimensional Bayesian statistics, various methods have been developed, including prior distributions that induce parameter sparsity to handle many parameters. Yet, these approaches often overlook the rich spectral structure of the…

Statistics Theory · Mathematics 2025-05-06 Tomoya Wakayama , Masaaki Imaizumi

Bayesian variable selection is a powerful tool for data analysis, as it offers a principled method for variable selection that accounts for prior information and uncertainty. However, wider adoption of Bayesian variable selection has been…

Methodology · Statistics 2023-12-06 Martin Jankowiak

Partial differential equations (PDEs) are used, with huge success, to model phenomena arising across all scientific and engineering disciplines. However, across an equally wide swath, there exist situations in which PDE models fail to…

Numerical Analysis · Mathematics 2020-12-16 Marta D'Elia , Qiang Du , Christian Glusa , Max Gunzburger , Xiaochuan Tian , Zhi Zhou

Ordinary differential equations (ODEs) are used to model dynamic systems appearing in engineering, physics, biomedical sciences and many other fields. These equations contain unknown parameters, say $\theta$ of physical significance which…

Statistics Theory · Mathematics 2014-03-05 Prithwish Bhaumik , Subhashis Ghosal

We present a numerical method for learning the dynamics of slow components of unknown multiscale stochastic dynamical systems. While the governing equations of the systems are unknown, bursts of observation data of the slow variables are…

Machine Learning · Computer Science 2024-08-28 Yuan Chen , Dongbin Xiu

We investigate solution methods for large-scale inverse problems governed by partial differential equations (PDEs) via Bayesian inference. The Bayesian framework provides a statistical setting to infer uncertain parameters from noisy…

Applications · Statistics 2023-02-08 Mina Karimi , Mehrdad Massoudi , Kaushik Dayal , Matteo Pozzi

The construction of local reduced-order models via multiscale basis functions has been an area of active research. In this paper, we propose online multiscale basis functions which are constructed using the offline space and the current…

Numerical Analysis · Mathematics 2015-01-20 Eric T. Chung , Yalchin Efendiev , Wing Tat Leung

The rapid growth of earth observation systems calls for a scalable approach to interpolate remote-sensing observations. These methods in principle, should acquire more information about the observed field as data grows. Gaussian processes…

Machine Learning · Computer Science 2024-12-17 Weibin Chen , Azhir Mahmood , Michel Tsamados , So Takao

Graphical models express conditional independence relationships among variables. Although methods for vector-valued data are well established, functional data graphical models remain underdeveloped. We introduce a notion of conditional…

Methodology · Statistics 2016-01-06 Hongxiao Zhu , Nate Strawn , David B. Dunson

In this work, we have developed a variational Bayesian inference theory of elasticity, which is accomplished by using a mixed Variational Bayesian inference Finite Element Method (VBI-FEM) that can be used to solve the inverse deformation…

Computer Vision and Pattern Recognition · Computer Science 2024-10-15 Chao Wang , Shaofan Li

In this paper, we discuss a general multiscale model reduction framework based on multiscale finite element methods. We give a brief overview of related multiscale methods. Due to page limitations, the overview focuses on a few related…

Numerical Analysis · Mathematics 2016-06-22 Eric Chung , Yalchin Efendiev , Thomas Y. Hou

Hierarchical learning models, such as mixture models and Bayesian networks, are widely employed for unsupervised learning tasks, such as clustering analysis. They consist of observable and hidden variables, which represent the given data…

Machine Learning · Statistics 2018-01-08 Keisuke Yamazaki

Bayesian experimental design (BED) provides a principled framework for optimizing data collection by choosing experiments that are maximally informative about unknown parameters. However, existing methods cannot deal with the joint…

Machine Learning · Statistics 2026-01-30 Sara Pérez-Vieites , Sahel Iqbal , Simo Särkkä , Dominik Baumann

In this work, we propose a generalized multiscale inversion algorithm for heterogeneous problems that aims at solving an inverse problem on a computational coarse grid. Previous inversion techniques for multiscale problems seek a…

Numerical Analysis · Mathematics 2017-07-27 Eric T. Chung , Yalchin Efendiev , Bangti Jin , Wing Tat Leung , Maria Vasilyeva