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Surrogate models have become ubiquitous in science and engineering for their capability of emulating expensive computer codes, necessary to model and investigate complex phenomena. Bayesian emulators based on Gaussian processes adequately…

Computation · Statistics 2017-08-02 A. Garbuno-Inigo , F. A. DiazDelaO , K. M. Zuev

This paper is concerned with sample size determination methodology for prediction models. We propose combining the individual calculations via a learning-type curve. We suggest two distinct ways of doing so, a deterministic skeleton of a…

Methodology · Statistics 2024-05-24 Alimu Dayimu , Nikola Simidjievski , Nikolaos Demiris , Jean Abraham

Gaussian Processes are widely used for regression tasks. A known limitation in the application of Gaussian Processes to regression tasks is that the computation of the solution requires performing a matrix inversion. The solution also…

Machine Learning · Computer Science 2017-08-22 Sourish Das , Sasanka Roy , Rajiv Sambasivan

We consider the Graph Ornstein-Uhlenbeck (GrOU) process observed on a non-uniform discrete time grid and introduce discretised maximum likelihood estimators with parameters specific to the whole graph or specific to each component, or node.…

Methodology · Statistics 2022-07-12 Valentin Courgeau , Almut E. D. Veraart

Species evolution is essentially a random process of interaction between biological populations and their environments. As a result, some physical parameters in evolution models are subject to statistical fluctuations. In this paper, two…

Populations and Evolution · Quantitative Biology 2015-06-02 Duo-Fang Li , Tian-Guang Cao , Jin-Peng Geng , Li-Hua Qiao , Jian-Zhong Gu , Yong Zhan

We consider a reflected Ornstein-Uhlenbeck process $X$ driven by a fractional Brownian motion with Hurst parameter $H\in (0, \frac12) \cup (\frac12, 1)$. Our goal is to estimate an unknown drift parameter $\alpha\in (-\infty,\infty)$ on the…

Statistics Theory · Mathematics 2015-03-24 Chihoon Lee , Jian Song

The Brown-Resnick max-stable process has proven to be well-suited for modeling extremes of complex environmental processes, but in many applications its likelihood function is intractable and inference must be based on a composite…

Methodology · Statistics 2017-01-16 Emeric Thibaud , Juha Aalto , Daniel S. Cooley , Anthony C. Davison , Juha Heikkinen

Modern methods of generative modelling and unpaired data translation based on Schr\"odinger bridges and stochastic optimal control theory aim to transform an initial density to a target one in an optimal way. In the present paper, we assume…

Machine Learning · Computer Science 2026-03-24 Nikita Puchkin , Denis Suchkov , Alexey Naumov , Denis Belomestny

Computer experiments are often performed to allow modeling of a response surface of a physical experiment that can be too costly or difficult to run except using a simulator. Running the experiment over a dense grid can be prohibitively…

Applications · Statistics 2009-05-25 Robert B. Gramacy , Herbert K. H. Lee

Background and Aims: Prediction of phenotypic traits from new genotypes under untested environmental conditions is crucial to build simulations of breeding strategies to improve target traits. Although the plant response to environmental…

Statistics Theory · Mathematics 2010-10-27 Veronique Letort , Paul Mahe , Paul-Henry Cournède , Philippe De Reffye , Brigitte Courtois

Sudden changes in environmental conditions can lead to evolutionary shifts not only in the optimal trait value, but also in the diffusion variance under the Ornstein-Uhlenbeck (OU) model. While several methods have been developed to detect…

Populations and Evolution · Quantitative Biology 2025-07-17 Wensha Zhang , Lam Si Tung Ho , Toby Kenney

Phylogenetic trees describe the relationships between species in the evolutionary process, and provide information about the rates of diversification. To understand the mechanisms behind macroevolution, we consider a class of multitype…

Populations and Evolution · Quantitative Biology 2024-10-07 Mingqi He , Sophie Hautphenne , Yao-ban Chan

Velocity gradient tensor, $A_{ij}\equiv \partial u_i/\partial x_j$, in a turbulence flow field is modeled by separating the treatment of intermittent magnitude ($A = \sqrt{A_{ij}A_{ij}}$) from that of the more universal normalized velocity…

Fluid Dynamics · Physics 2023-05-01 Rishita Das , Sharath S. Girimaji

Identification of taxa can significantly be assisted by statistical classification based on trait measurements in two major ways; either individually or by phylogenetic (clustering) methods. In this paper we present a general Bayesian…

Applications · Statistics 2021-09-17 Måns Karlsson , Ola Hössjer

We study rates of convergence in central limit theorems for the partial sum of squares of general Gaussian sequences, using tools from analysis on Wiener space. No assumption of stationarity, asymptotically or otherwise, is made. The main…

Probability · Mathematics 2017-06-09 Soukaina Douissi , Khalifa Es-Sebaiy , Frederi G. Viens

The controlled branching process is a generalization of the classical Bienaym\'e-Galton-Watson branching process. It is a useful model for describing the evolution of populations in which the population size at each generation needs to be…

Statistics Theory · Mathematics 2015-02-09 M. Gonzalez , C. Minuesa , I. del Puerto

We present a multi-objective evolutionary optimization algorithm that uses Gaussian process (GP) regression-based models to select trial solutions in a multi-generation iterative procedure. In each generation, a surrogate model is…

Neural and Evolutionary Computing · Computer Science 2020-05-22 Xiaobiao Huang , Minghao Song , Zhe Zhang

We prove some efficient inference results concerning estimation of a Ornstein-Uhlenbeck regression model, which is driven by a non-Gaussian stable Levy process and where the output process is observed at high-frequency over a fixed time…

Statistics Theory · Mathematics 2023-01-18 Hiroki Masuda

Relationships between sediment flux and geomorphic processes are combined with statements of mass conservation, in order to create continuum models of hillslope evolution. These models have parameters which can be calibrated using available…

Geophysics · Physics 2019-01-30 Jacob Calvert , Márton Balázs , Katerina Michaelides

The Ornstein-Uhlenbeck process is interpreted as Brownian motion in a harmonic potential. This Gaussian Markov process has a bounded variance and admits a stationary probability distribution, in contrast to the standard Brownian motion. It…

Statistical Mechanics · Physics 2023-06-07 Pece Trajanovski , Petar Jolakoski , Kiril Zelenkovski , Alexander Iomin , Ljupco Kocarev , Trifce Sandev