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Mathematical models implemented on a computer have become the driving force behind the acceleration of the cycle of scientific processes. This is because computer models are typically much faster and economical to run than physical…

Computation · Statistics 2021-07-05 Vojtech Kejzlar , Mookyong Son , Shrijita Bhattacharya , Tapabrata Maiti

Computer models, aiming at simulating a complex real system, are often calibrated in the light of data to improve performance. Standard calibration methods assume that the optimal values of calibration parameters are invariant to the model…

Methodology · Statistics 2017-09-01 Georgios Karagiannis , Bledar A. Konomi , Guang Lin

Re-running an experiment is generally costly and, in some cases, impossible due to limited resources; therefore, the design of an experiment plays a critical role in increasing the quality of experimental data. In this paper, we describe…

Other Statistics · Statistics 2022-12-15 Emi Tanaka , Dewi Amaliah

Calibration or parameter identification is used with computational mechanics models related to observed data of the modeled process to find model parameters such that good similarity between model prediction and observation is achieved. We…

Computational Engineering, Finance, and Science · Computer Science 2022-12-26 Harald Willmann , Jonas Nitzler , Sebastian Brandstaeter , Wolfgang A. Wall

We introduce BayesChange, a computationally efficient R package, built on C++, for Bayesian change point detection and clustering of observations sharing common change points. While many R packages exist for change point analysis,…

Computation · Statistics 2025-11-10 Luca Danese , Riccardo Corradin , Andrea Ongaro

Bayesian calibration of black-box computer models offers an established framework to obtain a posterior distribution over model parameters. Traditional Bayesian calibration involves the emulation of the computer model and an additive model…

Machine Learning · Statistics 2018-10-30 Sébastien Marmin , Maurizio Filippone

Over the last decades, the challenges in applied regression and in predictive modeling have been changing considerably: (1) More flexible model specifications are needed as big(ger) data become available, facilitated by more powerful…

Computation · Statistics 2025-10-07 Nikolaus Umlauf , Nadja Klein , Thorsten Simon , Achim Zeileis

This exposition presents nimblewomble, a software package to perform wombling, or boundary analysis, using the nimble Bayesian hierarchical modeling language in the R statistical computing environment. Wombling is used widely to track…

Computation · Statistics 2025-04-11 Aritra Halder , Sudipto Banerjee

We provide another look at the statistical calibration problem in computer models. This viewpoint is inspired by two overarching practical considerations of computer models: (i) many computer models are inadequate for perfectly modeling…

Methodology · Statistics 2018-09-26 Xiaowu Dai , Peter Chien

We introduce a computational efficient data-driven framework suitable for quantifying the uncertainty in physical parameters and model formulation of computer models, represented by differential equations. We construct physics-informed…

Machine Learning · Statistics 2023-02-01 Michail Spitieris , Ingelin Steinsland

Graphical models provide powerful tools to uncover complicated patterns in multivariate data and are commonly used in Bayesian statistics and machine learning. In this paper, we introduce the R package BDgraph which performs Bayesian…

Machine Learning · Statistics 2019-05-14 Reza Mohammadi , Ernst C. Wit

Bayesian statistics has gained popularity in psychological research due to its intuitive uncertainty quantification and convenient information-updating rules. In many applications, however, prior distributions are introduced merely as…

Methodology · Statistics 2026-03-10 Yang Liu , Jonathan P. Williams , Jan Hannig

It is shown how to set up, conduct, and analyze large simulation studies with the new R package simsalapar = simulations simplified and launched parallel. A simulation study typically starts with determining a collection of input variables…

Computation · Statistics 2013-09-18 Marius Hofert , Martin Mächler

Simulators often require calibration inputs estimated from real world data and the quality of the estimate can significantly affect simulation output. Particularly when performing simulation optimisation to find an optimal solution, the…

Machine Learning · Computer Science 2020-06-02 Juan Ungredda , Michael Pearce , Juergen Branke

CircSpaceTime is the only R package currently available that implements Bayesian models for spatial and spatio-temporal interpolation of circular data. Such data are often found in applications where, among the many, wind directions, animal…

Applications · Statistics 2020-01-03 Giovanna Jona Lasinio , Mario Santoro , Gianluca Mastrantonio

Functional data are ubiquitous in scientific modeling. For instance, quantities of interest are modeled as functions of time, space, energy, density, etc. Uncertainty quantification methods for computer models with functional response have…

Methodology · Statistics 2024-09-25 Devin Francom , J. Derek Tucker , Gabriel Huerta , Kurtis Shuler , Daniel Ries

Approximate Bayesian computation is a statistical framework that uses numerical simulations to calibrate and compare models. Instead of computing likelihood functions, Approximate Bayesian computation relies on numerical simulations, which…

Methodology · Statistics 2016-01-19 Louisiane Lemaire , Flora Jay , I-Hung Lee , Katalin Csilléry , Michael G. B. Blum

It is commonly believed that Bayesian optimization (BO) algorithms are highly efficient for optimizing numerically costly functions. However, BO is not often compared to widely different alternatives, and is mostly tested on narrow sets of…

Optimization and Control · Mathematics 2021-10-01 Rodolphe Le Riche , Victor Picheny

Microbiome data analyses require statistical tools that can simultaneously decode microbes' reactions to the environment and interactions among microbes. We introduce CARlasso, the first user-friendly open-source and publicly available R…

Applications · Statistics 2021-07-30 Yunyi Shen , Claudia Solis-Lemus

Computer codes are widely used to describe physical processes in lieu of physical observations. In some cases, more than one computer simulator, each with different degrees of fidelity, can be used to explore the physical system. In this…