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This work presents a mathematical model to enable rapid prediction of airborne contaminant transport based on scarce sensor measurements. The method is designed for applications in critical infrastructure protection (CIP), such as…

Numerical Analysis · Mathematics 2026-02-05 Marco Mattuschka , Daniel Walter , Max von Danwitz , Alexander Popp

In spite of the diverse literature on nonstationary spatial modeling and approximate Gaussian process (GP) methods, there are no general approaches for conducting fully Bayesian inference for moderately sized nonstationary spatial data sets…

Computation · Statistics 2020-07-01 Mark D. Risser , Daniel Turek

In systems of multiple agents, identifying the cause of observed agent dynamics is challenging. Often, these agents operate in diverse, non-stationary environments, where models rely on hand-crafted environment-specific features to infer…

Multiagent Systems · Computer Science 2018-11-13 Adam D. Cobb , Richard Everett , Andrew Markham , Stephen J. Roberts

This paper presents an improved implicit sampling method for hierarchical Bayesian inverse problems. A widely used approach for sampling posterior distribution is based on Markov chain Monte Carlo (MCMC). However, the samples generated by…

Numerical Analysis · Mathematics 2018-11-27 Xiaoyan Song , Lijian Jiang , Guanghui Zheng

A new method is proposed for estimating the rate of fugitive emissions of particulate matter from multiple time-dependent sources via measurements of deposition and concentration. We cast this source inversion problem within the Bayesian…

Applications · Statistics 2016-11-01 Bamdad Hosseini , John M. Stockie

In the event of a nuclear accident, or the detonation of a radiological dispersal device, quickly locating the source of the accident or blast is important for emergency response and environmental decontamination. At a specified time after…

Machine Learning · Computer Science 2025-02-26 Christopher Edwards , Ralph C Smith

In this paper we introduce deep Gaussian process (GP) models. Deep GPs are a deep belief network based on Gaussian process mappings. The data is modeled as the output of a multivariate GP. The inputs to that Gaussian process are then…

Machine Learning · Statistics 2013-03-26 Andreas C. Damianou , Neil D. Lawrence

A method is developed for estimating the emission rates of contaminants into the atmosphere from multiple point sources using measurements of particulate material deposited at ground level. The approach is based on a Gaussian plume type…

Atmospheric and Oceanic Physics · Physics 2010-06-11 Enkeleida Lushi , John M. Stockie

The composition of multiple Gaussian Processes as a Deep Gaussian Process (DGP) enables a deep probabilistic nonparametric approach to flexibly tackle complex machine learning problems with sound quantification of uncertainty. Existing…

Machine Learning · Statistics 2017-03-02 Kurt Cutajar , Edwin V. Bonilla , Pietro Michiardi , Maurizio Filippone

Multivariate Gaussian processes (GPs) offer a powerful probabilistic framework to represent complex interdependent phenomena. They pose, however, significant computational challenges in high-dimensional settings, which frequently arise in…

Decentralized baseband processing (DBP) architecture, which partitions the base station antennas into multiple antenna clusters, has been recently proposed to alleviate the excessively high interconnect bandwidth, chip input/output data…

Signal Processing · Electrical Eng. & Systems 2021-05-25 Zhenyu Zhang , Yuanyuan Dong , Keping Long , Xiyuan Wang , Xiaoming Dai

We present the Gaussian process density sampler (GPDS), an exchangeable generative model for use in nonparametric Bayesian density estimation. Samples drawn from the GPDS are consistent with exact, independent samples from a distribution…

Computation · Statistics 2009-12-25 Ryan Prescott Adams , Iain Murray , David J. C. MacKay

This paper proposes a new class of real-time optimization schemes to overcome system-model mismatch of uncertain processes. This work's novelty lies in integrating derivative-free optimization schemes and multi-fidelity Gaussian processes…

Machine Learning · Computer Science 2021-11-11 Panagiotis Petsagkourakis , Benoit Chachuat , Ehecatl Antonio del Rio-Chanona

Generative Bayesian Computation (GBC) methods are developed for Casual Inference. Generative methods are simulation-based methods that use a large training dataset to represent posterior distributions as a map (a.k.a. optimal transport) to…

Methodology · Statistics 2024-12-25 Maria Nareklishvili , Nicholas Polson , Vadim Sokolov

Deep Gaussian processes (DGPs) are multi-layer hierarchical generalisations of Gaussian processes (GPs) and are formally equivalent to neural networks with multiple, infinitely wide hidden layers. DGPs are nonparametric probabilistic models…

Conditional Density Estimation (CDE) models deal with estimating conditional distributions. The conditions imposed on the distribution are the inputs of the model. CDE is a challenging task as there is a fundamental trade-off between model…

Machine Learning · Statistics 2018-10-31 Vincent Dutordoir , Hugh Salimbeni , Marc Deisenroth , James Hensman

The contaminated Gaussian distribution represents a simple heavy-tailed elliptical generalization of the Gaussian distribution; unlike the often-considered t-distribution, it also allows for automatic detection of mild outlying or "bad"…

Methodology · Statistics 2019-08-30 Antonio Punzo , Martin Blostein , Paul D. McNicholas

This paper presents a new interaction point process that integrates geological knowledge for the purpose of automatic sources detection of multiple sources in groundwaters from hydrochemical data. The observations are considered as spatial…

Applications · Statistics 2023-02-07 Christophe Reype , Radu S. Stoica , Antonin Richard , Madalina Deaconu

Uncertainty quantification plays a key role in the development of autonomous systems, decision-making, and tracking over wireless sensor networks (WSNs). However, there is a need of providing uncertainty confidence bounds, especially for…

Machine Learning · Statistics 2024-09-13 Xingchi Liu , Lyudmila Mihaylova , Jemin George , Tien Pham

Mechanistic simulation models are inverted against observations in order to gain inference on modeled processes. However, with the increasing ability to collect high resolution observations, these observations represent more patterns of…

Computation · Statistics 2018-12-20 Thomas Wutzler