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In this paper, we explore the application of Gaussian Processes (GPs) for predicting mean-reverting time series with an underlying structure, using relatively unexplored functional and augmented data structures. While many conventional…

Statistical Finance · Quantitative Finance 2024-03-05 Narayan Tondapu

We investigate fusing several unreliable computational units that perform the same task. We model an unreliable computational outcome as an additive perturbation to its error-free result in terms of its fidelity and cost. We analyze…

Performance · Computer Science 2017-05-23 Mehmet A. Donmez , Maxim Raginsky , Andrew C. Singer , Lav R. Varshney

We introduce and develop a general paradigm for combining information across diverse data sources. In broad terms, suppose $\phi$ is a parameter of interest, built up via components $\psi_1,\ldots,\psi_k$ from data sources $1,\ldots,k$. The…

Methodology · Statistics 2026-02-25 Céline Cunen , Nils Lid Hjort

The set-membership information fusion problem is investigated for general multisensor nonlinear dynamic systems. Compared with linear dynamic systems and point estimation fusion in mean squared error sense, it is a more challenging…

Information Theory · Computer Science 2017-02-20 Zhiguo Wang , Xiaojing Shen , Yunmin Zhu

Machine-learning models have recently encountered enormous success for predicting the properties of materials. These are often trained based on data that present various levels of accuracy, with typically much less high- than low-fidelity…

Materials Science · Physics 2022-04-25 Xiaotong Liu , Pierre-Paul De Breuck , Linghui Wang , Gian-Marco Rignanese

We aim to make inferences about a smooth, finite-dimensional parameter by fusing data from multiple sources together. Previous works have studied the estimation of a variety of parameters in similar data fusion settings, including in the…

Methodology · Statistics 2025-02-03 Sijia Li , Alex Luedtke

State estimation in multi-layer turbulent flow fields with only a single layer of partial observation remains a challenging yet practically important task. Applications include inferring the state of the deep ocean by exploiting surface…

Fluid Dynamics · Physics 2025-09-30 Zhongrui Wang , Nan Chen , Di Qi

Deep Gaussian Processes (DGPs) were proposed as an expressive Bayesian model capable of a mathematically grounded estimation of uncertainty. The expressivity of DPGs results from not only the compositional character but the distribution…

Machine Learning · Computer Science 2021-11-23 Chi-Ken Lu , Patrick Shafto

With promising empirical performance across a wide range of applications, synthetic data augmentation appears a viable solution to data scarcity and the demands of increasingly data-intensive models. Its effectiveness lies in expanding the…

Machine Learning · Computer Science 2026-02-02 Zixuan Wu , So Won Jeong , Yating Liu , Yeo Jin Jung , Claire Donnat

The integration of semantic information in a map allows robots to understand better their environment and make high-level decisions. In the last few years, neural networks have shown enormous progress in their perception capabilities.…

High-resolution estimates of population health indicators are critical for precision public health. We propose a method for high-resolution estimation that fuses distinct data sources: an unbiased, low-resolution data source (e.g.…

Methodology · Statistics 2025-08-21 Amy Guan , Marissa Reitsma , Roshni Sahoo , Joshua Salomon , Stefan Wager

Learning dynamical models from data plays a vital role in engineering design, optimization, and predictions. Building models describing dynamics of complex processes (e.g., weather dynamics, or reactive flows) using empirical knowledge or…

Machine Learning · Computer Science 2024-09-21 Pawan Goyal , Peter Benner

For more than two centuries, solutions of differential equations have been obtained either analytically or numerically based on typically well-behaved forcing and boundary conditions for well-posed problems. We are changing this paradigm in…

Machine Learning · Computer Science 2017-03-08 Maziar Raissi , Paris Perdikaris , George Em. Karniadakis

The key task of physical simulation is to solve partial differential equations (PDEs) on discretized domains, which is known to be costly. In particular, high-fidelity solutions are much more expensive than low-fidelity ones. To reduce the…

Machine Learning · Statistics 2020-06-11 Zheng Wang , Wei Xing , Robert Kirby , Shandian Zhe

The integration of data and knowledge from several sources is known as data fusion. When data is only available in a distributed fashion or when different sensors are used to infer a quantity of interest, data fusion becomes essential. In…

Machine Learning · Computer Science 2023-12-11 Peng Wu , Tales Imbiriba , Victor Elvira , Pau Closas

Engineers widely use Gaussian process regression framework to construct surrogate models aimed to replace computationally expensive physical models while exploring design space. Thanks to Gaussian process properties we can use both samples…

Machine Learning · Statistics 2017-07-14 Evgeny Burnaev , Alexey Zaytsev

This paper considers the surrogate modeling of a complex numerical code in a multifidelity framework when the code output is a time series. Using an experimental design of the low-and high-fidelity code levels, an original Gaussian process…

Statistics Theory · Mathematics 2022-02-24 Baptiste Kerleguer

As with classic statistics, functional regression models are invaluable in the analysis of functional data. While there are now extensive tools with accompanying theory available for linear models, there is still a great deal of work to be…

Statistics Theory · Mathematics 2018-06-25 Matthew Reimherr , Bharath Sriperumbudur , Bahaeddine Taoufik

Identifying predictive factors for an outcome of interest via a multivariable analysis is often difficult when the data set is small. Combining data from different medical centers into a single (larger) database would alleviate this…

Applications · Statistics 2024-03-12 Marianne A. Jonker , Hassan Pazira , Anthony CC Coolen

Post-data statistical inference concerns making probability statements about model parameters conditional on observed data. When a priori knowledge about parameters is available, post-data inference can be conveniently made from Bayesian…

Statistics Theory · Mathematics 2025-06-05 Yang Liu , Jan Hannig , Alexander C Murph