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There are several challenges associated with inverse problems in which we seek to reconstruct a piecewise constant field, and which we model using multiple level sets. Adopting a Bayesian viewpoint, we impose prior distributions on both the…

Numerical Analysis · Mathematics 2021-12-01 William Reese , Arvind K. Saibaba , Jonghyun Lee

In many applications, Bayesian inverse problems can give rise to probability distributions which contain complexities due to the Hessian varying greatly across parameter space. This complexity often manifests itself as lower dimensional…

Computation · Statistics 2020-07-28 Simon L. Cotter , Ioannis G. Kevrekidis , Paul Russell

In this work, the rate law for inhomogeneous concentration distributions has been formulated, by applying spatial integration over the products of species concentrations. Reaction rates for typical reactions have been investigated by…

Chemical Physics · Physics 2025-12-24 Xiang-Yuan Li , Xin-Yu Zhang , ChuanFeng Yue

The design of reliable indicators to anticipate critical transitions in complex systems is an im portant task in order to detect a coming sudden regime shift and to take action in order to either prevent it or mitigate its consequences. We…

Data Analysis, Statistics and Probability · Physics 2022-12-14 Martin Heßler , Oliver Kamps

Given discrete time observations over a fixed time interval, we study a nonparametric Bayesian approach to estimation of the volatility coefficient of a stochastic differential equation. We postulate a histogram-type prior on the volatility…

Methodology · Statistics 2019-04-01 Shota Gugushvili , Frank van der Meulen , Moritz Schauer , Peter Spreij

This article introduces a novel dynamic framework to Bayesian model averaging for time-varying parameter quantile regressions. By employing sequential Markov chain Monte Carlo, we combine empirical estimates derived from dynamically chosen…

Statistics Theory · Mathematics 2024-11-08 Mauro Bernardi , Roberto Casarin , Bertrand Maillet , Lea Petrella

Experimentally observed networks of interacting dynamical systems are inferred from recorded multivariate time series by evaluating a statistical measure of dependence, usually the cross-correlation coefficient, or mutual information. These…

Data Analysis, Statistics and Probability · Physics 2017-07-03 Milan Palus

Covariance estimation and selection for multivariate datasets in a high-dimensional regime is a fundamental problem in modern statistics. Gaussian graphical models are a popular class of models used for this purpose. Current Bayesian…

Methodology · Statistics 2019-03-06 Xuan Cao , Shaojun Zhang

Distributed inference/estimation in Bayesian framework in the context of sensor networks has recently received much attention due to its broad applicability. The variational Bayesian (VB) algorithm is a technique for approximating…

Machine Learning · Statistics 2020-11-30 Junhao Hua , Chunguang Li

Models of biological systems often have many unknown parameters that must be determined in order for model behavior to match experimental observations. Commonly-used methods for parameter estimation that return point estimates of the…

Quantitative Methods · Quantitative Biology 2018-01-31 Sanjana Gupta , Liam Hainsworth , Justin S. Hogg , Robin E. C. Lee , James R. Faeder

In networks of dynamic systems, one challenge is to identify the interconnection structure on the basis of measured signals. Inspired by a Bayesian approach in [1], in this paper, we explore a Bayesian model selection method for identifying…

Systems and Control · Computer Science 2019-03-18 Shengling Shi , Giulio Bottegal , Paul M. J. Van den Hof

Estimation and prediction in high dimensional multivariate factor stochastic volatility models is an important and active research area because such models allow a parsimonious representation of multivariate stochastic volatility. Bayesian…

Computation · Statistics 2021-04-27 David Gunawan , Robert Kohn , David Nott

In this paper, we consider the well known problem of non-linear identification of the rates of the reactions involved in cells with Monod functions. In bioprocesses, generating data is very expensive and long and so it is important to…

Methodology · Statistics 2024-02-08 Kévin Colin , Håkan Hjalmarsson , Véronique Chotteau

Sensitivity analysis of biochemical reactions aims at quantifying the dependence of the reaction dynamics on the reaction rates. The computation of the parameter sensitivities, however, poses many computational challenges when taking…

Molecular Networks · Quantitative Biology 2018-11-07 Vo Hong Thanh , Roberto Zunino , Corrado Priami

Emerging wearable sensors have enabled the unprecedented ability to continuously monitor human activities for healthcare purposes. However, with so many ambient sensors collecting different measurements, it becomes important not only to…

Machine Learning · Computer Science 2019-01-09 Randy Ardywibowo , Guang Zhao , Zhangyang Wang , Bobak Mortazavi , Shuai Huang , Xiaoning Qian

In this paper, the problem of quickly detecting an abrupt change on a stochastic process under Bayesian framework is considered. Different from the classic Bayesian quickest change-point detection problem, this paper considers the case…

Information Theory · Computer Science 2017-08-24 Jun Geng , Erhan Bayraktar , Lifeng Lai

Suppose an experiment is conducted on pairs of objects with outcome responses a continuous variable measuring the interactions among the pairs. Furthermore, assume the response variable is hard to measure numerically but easy to be coded…

Methodology · Statistics 2015-05-11 Abdul-Hamid Al-Ibrahim

A scarcity of known chemical kinetic parameters leads to the use of many reaction rate estimates, which are not always sufficiently accurate, in the construction of detailed kinetic models. To reduce the reliance on these estimates and…

Ordinary differential equations are widely-used in the field of systems biology and chemical engineering to model chemical reaction networks. Numerous techniques have been developed to estimate parameters like rate constants, initial…

Molecular Networks · Quantitative Biology 2012-07-06 Daniel Kaschek , Jens Timmer

We present an applied study in cancer genomics for integrating data and inferences from laboratory experiments on cancer cell lines with observational data obtained from human breast cancer studies. The biological focus is on improving…

Applications · Statistics 2010-10-07 Daniel Merl , Julia Ling-Yu Chen , Jen-Tsan Chi , Mike West
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