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This paper proposes an effective treatment of hyperparameters in the Bayesian inference of a scalar field from indirect observations. Obtaining the joint posterior distribution of the field and its hyperparameters is challenging. The…

Numerical Analysis · Mathematics 2025-01-20 Nadège Polette , Olivier Le Maître , Pierre Sochala , Alexandrine Gesret

Divide-and-conquer based methods for Bayesian inference provide a general approach for tractable posterior inference when the sample size is large. These methods divide the data into smaller subsets, sample from the posterior distribution…

Methodology · Statistics 2018-06-21 Sanvesh Srivastava , Cheng Li , David B. Dunson

Estimating the parameters of mathematical models is a common problem in almost all branches of science. However, this problem can prove notably difficult when processes and model descriptions become increasingly complex and an explicit…

Machine Learning · Statistics 2024-02-09 Stefan T. Radev , Ulf K. Mertens , Andreas Voss , Lynton Ardizzone , Ullrich Köthe

The Wasserstein barycenter extends the Euclidean mean to the space of probability measures by minimizing the weighted sum of squared 2-Wasserstein distances. We develop a free-support algorithm for computing Wasserstein barycenters that…

Machine Learning · Statistics 2025-09-17 Kisung You

In high-dimensional Bayesian statistics, various methods have been developed, including prior distributions that induce parameter sparsity to handle many parameters. Yet, these approaches often overlook the rich spectral structure of the…

Statistics Theory · Mathematics 2025-05-06 Tomoya Wakayama , Masaaki Imaizumi

We introduce a class of acquisition functions for sample selection that leads to faster convergence in applications related to Bayesian experimental design and uncertainty quantification. The approach follows the paradigm of active…

Machine Learning · Statistics 2021-04-12 Antoine Blanchard , Themistoklis Sapsis

We consider the statistical inverse problem of estimating a background flow field (e.g., of air or water) from the partial and noisy observation of a passive scalar (e.g., the concentration of a solute), a common experimental approach to…

Numerical Analysis · Mathematics 2019-06-12 Jeff Borggaard , Nathan E. Glatt-Holtz , Justin A. Krometis

Continuum-scale material deformation models, such as crystal plasticity, can significantly enhance their predictive accuracy by incorporating input from lower-scale (i.e., mesoscale) models. The procedure to generate and extract the…

Materials Science · Physics 2026-01-06 Nicholas Huebner Julian , Giacomo Po , Enrique Martinez , Nithin Mathew , Danny Perez

Understanding dynamics of hydrological responses is essential in producing skillful runoff forecast. This can be quantitatively done by tracking changes in hydrology model parameters that represent physical characteristics. In this study,…

Applications · Statistics 2021-12-13 Xiao Peng , John D. Albertson

Bayesian inference provides a rigorous methodology for estimation and uncertainty quantification of parameters in geophysical forward models. Badlands (basin and landscape dynamics model) is a landscape evolution model that simulates…

A Bayesian approach is developed to analyze change points in multivariate time series and space-time data. The methodology is used to assess the impact of extended inundation on the ecosystem of the Gulf Plains bioregion in northern…

Methodology · Statistics 2013-06-21 Chris Strickland , Robert Burdett , Robert Denham , Robert Kohn , Kerrie Mengersen

Two major bottlenecks to the solution of large-scale Bayesian inverse problems are the scaling of posterior sampling algorithms to high-dimensional parameter spaces and the computational cost of forward model evaluations. Yet incomplete or…

Computation · Statistics 2016-05-03 Tiangang Cui , Youssef M. Marzouk , Karen E. Willcox

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

Bayesian estimation is a powerful theoretical paradigm for the operation of quantum sensors. However, the Bayesian method for statistical inference generally suffers from demanding calibration requirements that have so far restricted its…

Quantum Physics · Physics 2021-09-22 Samuel P. Nolan , Augusto Smerzi , Luca Pezzè

In many inverse problems, model parameters cannot be precisely determined from observational data. Bayesian inference provides a mechanism for capturing the resulting parameter uncertainty, but typically at a high computational cost. This…

Computation · Statistics 2019-03-28 Matthew Parno , Tarek Moselhy , Youssef Marzouk

When the likelihood is analytically unavailable and computationally intractable, approximate Bayesian computation (ABC) has emerged as a widely used methodology for approximate posterior inference; however, it suffers from severe…

Methodology · Statistics 2025-05-08 Wenhui Sophia Lu , Wing Hung Wong

In statistical applications, it is common to encounter parameters supported on a varying or unknown dimensional space. Examples include the fused lasso regression, the matrix recovery under an unknown low rank, etc. Despite the ease of…

Methodology · Statistics 2022-10-04 Maoran Xu , Hua Zhou , Yujie Hu , Leo L. Duan

Groundwater flow modeling is commonly used to calculate groundwater heads, estimate groundwater flow paths and travel times, and provide insights into solute transport processes within an aquifer. However, the values of input parameters…

Computational Engineering, Finance, and Science · Computer Science 2023-03-15 Emily A. Baker , Sauro Manenti , Alessandro Reali , Giancarlo Sangalli , Lorenzo Tamellini , Sara Todeschini

Renewable energy researchers use computer simulation to aid the design of lithium ion storage devices. The underlying models contain several physical input parameters that affect model predictions. Effective design and analysis must…

Computational Physics · Physics 2017-03-03 Paul G. Constantine , Alireza Doostan

Molecular dynamics (MD) simulations give access to equilibrium structures and dynamic properties given an ergodic sampling and an accurate force-field. The force-field parameters are calibrated to reproduce properties measured by…

Applications · Statistics 2018-11-14 Ritabrata Dutta , Zacharias Faidon Brotzakis , Antonietta Mira