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Based on a novel dynamic Whittle likelihood approximation for locally stationary processes, a Bayesian nonparametric approach to estimating the time-varying spectral density is proposed. This dynamic frequency-domain based likelihood…

Among other uses, neural networks are a powerful tool for solving deterministic and Bayesian inverse problems in real-time, where variational autoencoders, a specialized type of neural network, enable the Bayesian estimation of model…

A massively parallel method to build large transition rate matrices from temperature accelerated molecular dynamics trajectories is presented. Bayesian Markov model analysis is used to estimate the expected residence time in the known state…

Stochastic processes have found numerous applications in science, as they are broadly used to model a variety of natural phenomena. Due to their intrinsic randomness and uncertainty, they are, however, difficult to characterize. Here, we…

Likelihood-based inference in stochastic non-linear dynamical systems, such as those found in chemical reaction networks and biological clock systems, is inherently complex and has largely been limited to small and unrealistically simple…

Computer Vision practitioners must thoroughly understand their model's performance, but conditional evaluation is complex and error-prone. In biometric verification, model performance over continuous covariates---real-number attributes of…

Stochastic simulation is a widely used method for estimating quantities in models of chemical reaction networks where uncertainty plays a crucial role. However, reducing the statistical uncertainty of the corresponding estimators requires…

Bayesian analysis is a framework for parameter estimation that applies even in uncertainty regimes where the commonly used local (frequentist) analysis based on the Cram\'er-Rao bound is not well defined. In particular, it applies when no…

Accurate identification of parameters of load models is essential in power system computations, including simulation, prediction, and stability and reliability analysis. Conventional point estimation based composite load modeling approaches…

We propose a new sensitivity analysis methodology for complex stochastic dynamics based on the Relative Entropy Rate. The method becomes computationally feasible at the stationary regime of the process and involves the calculation of…

We introduce a novel Bayesian approach for both covariate selection and sparse precision matrix estimation in the context of high-dimensional Gaussian graphical models involving multiple responses. Our approach provides a sparse estimation…

Precision medicine stands as a transformative approach in healthcare, offering tailored treatments that can enhance patient outcomes and reduce healthcare costs. As understanding of complex disease improves, clinical trials are being…

The problem of detecting changes in the statistical properties of a stochastic system and time series arises in various branches of science and engineering. It has a wide spectrum of important applications ranging from machine monitoring to…

Reduced-rank regression recognises the possibility of a rank-deficient matrix of coefficients. We propose a novel Bayesian model for estimating the rank of the coefficient matrix, which obviates the need for post-processing steps and allows…

Constructing a spatial map of environmental parameters is a crucial step to preventing hazardous chemical leakages, forest fires, or while estimating a spatially distributed physical quantities such as terrain elevation. Although prior…

Estimating the entropy rate of discrete time series is a challenging problem with important applications in numerous areas including neuroscience, genomics, image processing and natural language processing. A number of approaches have been…

Stochastic reaction networks are mathematical models with a wide range of applications in biochemistry, ecology, and epidemiology, and are often complex to analyze. Except for some special cases, it is generally difficult to predict how the…

Stochastic modeling and simulation provide powerful predictive methods for the intrinsic understanding of fundamental mechanisms in complex biochemical networks. Typically, such mathematical models involve networks of coupled jump…

Adaptation is used by biological sensory systems to respond to a wide range of environmental signals, by adapting their response properties to the statistics of the stimulus in order to maximize information transmission. We derive rules of…

Bayesian filtering deals with computing the posterior distribution of the state of a stochastic dynamic system given noisy observations. In this paper, motivated by applications in counter-adversarial systems, we consider the following…