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A series of experiments in stationary and moving passenger rail cars were conducted to measure removal rates of particles in the size ranges of SARS-CoV-2 viral aerosols, and the air changes per hour provided by existing and modified air…

Methodology · Statistics 2024-06-28 Soumyakanti Pan , Darpan Das , Gurumurthy Ramachandran , Sudipto Banerjee

Bayesian methods are increasingly being applied to parameterize mechanistic process models used in environmental prediction and forecasting. In particular, models describing ecosystem dynamics with multiple states that are linear and…

Applications · Statistics 2021-10-19 John W. Smith , Leah R. Johnson , Robert Q. Thomas

State-space models are successfully used in many areas of science, engineering and economics to model time series and dynamical systems. We present a fully Bayesian approach to inference \emph{and learning} (i.e. state estimation and system…

Machine Learning · Statistics 2013-12-18 Roger Frigola , Fredrik Lindsten , Thomas B. Schön , Carl E. Rasmussen

Bayesian methods have been very successful in quantifying uncertainty in physics-based problems in parameter estimation and prediction. In these cases, physical measurements y are modeled as the best fit of a physics-based model…

Data Analysis, Statistics and Probability · Physics 2015-02-06 Dave Higdon , Jordan D. McDonnell , Nicolas Schunck , Jason Sarich , Stefan M. Wild

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…

Machine Learning · Statistics 2020-12-15 Jarrad Courts , Johannes Hendriks , Adrian Wills , Thomas Schön , Brett Ninness

Air pollution is a serious issue that currently affects many industrial cities in the world and can cause severe illness to the population. In particular, it has been proven that extreme high levels of airborne contaminants have dangerous…

Applications · Statistics 2019-11-12 Alexander Kreuzer , Luciana Dalla Valle , Claudia Czado

A method for sequential Bayesian inference of the static parameters of a dynamic state space model is proposed. The method is based on the observation that many dynamic state space models have a relatively small number of static parameters…

Computation · Statistics 2017-06-28 Arnab Bhattacharya , Simon Wilson

The use of high-power industrial equipment, such as large-scale mixing equipment or a hydrocyclone for separation of particles in liquid suspension, demands careful monitoring to ensure correct operation. The fundamental task of…

Applications · Statistics 2018-12-20 Chris. J. Oates , Jon Cockayne , Robert G. Aykroyd , Mark Girolami

Probabilistic (or Bayesian) modeling and learning offers interesting possibilities for systematic representation of uncertainty using probability theory. However, probabilistic learning often leads to computationally challenging problems.…

Computation · Statistics 2018-03-14 Andreas Svensson , Thomas B. Schön , Fredrik Lindsten

Statistical models often require inputs that are not completely known. This can occur when inputs are measured with error, indirectly, or when they are predicted using another model. In environmental epidemiology, air pollution exposure is…

Methodology · Statistics 2025-12-23 Konstantin Larin , Daniel R. Kowal

Computer experiments are becoming increasingly important in scientific investigations. In the presence of uncertainty, analysts employ probabilistic sensitivity methods to identify the key-drivers of change in the quantities of interest.…

Methodology · Statistics 2024-07-02 Isadora Antoniano-Villalobos , Emanuele Borgonovo , Xuefei Lu

This article discusses a partially adapted particle filter for estimating the likelihood of a nonlinear structural econometric state space models whose state transition density cannot be expressed in closed form. The filter generates the…

Methodology · Statistics 2012-09-05 Jamie Hall , Michael K. Pitt , Robert Kohn

Localisation of a source of a toxic release of biochemical aerosols in the atmosphere is a problem of great importance for public safety. Two main practical difficulties are encountered in this problem: the lack of knowledge of the…

Computation · Statistics 2016-02-15 Branko Ristic , Ajith Gunatilaka , Ralph Gailis , Alex Skvortsov

In this work we develop and implement a novel Bayesian method for computing the DOS of a system. This method is based on the use of a test function with adjustable parameters and we use Bayes theorem to find the best parameters given a…

Statistical Mechanics · Physics 2021-12-28 Felipe Moreno , Sergio Davis , Joaquín Peralta

The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…

Machine Learning · Statistics 2012-12-04 Xun Huan , Youssef M. Marzouk

Dynamical systems modeling, particularly via systems of ordinary differential equations, has been used to effectively capture the temporal behavior of different biochemical components in signal transduction networks. Despite the recent…

Quantitative Methods · Quantitative Biology 2023-01-06 Nathaniel J. Linden , Boris Kramer , Padmini Rangamani

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

High-quality nanomechanical oscillators can sensitively probe force, mass, or displacement in experiments bridging the gap between the classical and quantum domain. Dynamics of these stochastic systems is inherently determined by the…

This paper offers a qualitative insight into the convergence of Bayesian parameter inference in a setup which mimics the modeling of the spread of a disease with associated disease measurements. Specifically, we are interested in the…

Statistics Theory · Mathematics 2022-12-08 Samuel Bronstein , Stefan Engblom , Robin Marin

Quality by design in pharmaceutical manufacturing hinges on computational methods and tools that are capable of accurate quantitative prediction of the design space. This paper investigates Bayesian approaches to design space…

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