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In this contribution, we present new algorithms to source separation for the case of noisy instantaneous linear mixture, within the Bayesian statistical framework. The source distribution prior is modeled by a mixture of Gaussians…

Data Analysis, Statistics and Probability · Physics 2009-11-07 Hichem Snoussi , Ali Mohammad-Djafari

Model-based clustering is widely-used in a variety of application areas. However, fundamental concerns remain about robustness. In particular, results can be sensitive to the choice of kernel representing the within-cluster data density.…

Machine Learning · Statistics 2019-06-27 Leo L Duan , David B Dunson

Cluster analysis aims at partitioning data into groups or clusters. In applications, it is common to deal with problems where the number of clusters is unknown. Bayesian mixture models employed in such applications usually specify a…

Methodology · Statistics 2022-01-27 Jan Greve , Bettina Grün , Gertraud Malsiner-Walli , Sylvia Frühwirth-Schnatter

The Bayesian conjugate gradient method offers probabilistic solutions to linear systems but suffers from poor calibration, limiting its utility in uncertainty quantification tasks. Recent approaches leveraging postiterations to construct…

Machine Learning · Statistics 2025-08-13 Niall Vyas , Disha Hegde , Jon Cockayne

In Model-Based Design of Cyber-Physical Systems (CPS), it is often desirable to develop several models of varying fidelity. Models of different fidelity levels can enable mathematical analysis of the model, control synthesis, faster…

Systems and Control · Computer Science 2014-06-03 Houssam Abbas , Bardh Hoxha , Georgios Fainekos , Jyotirmoy V. Deshmukh , James Kapinski , Koichi Ueda

Computer models are used as a way to explore complex physical systems. Stationary Gaussian process emulators, with their accompanying uncertainty quantification, are popular surrogates for computer models. However, many computer models are…

Methodology · Statistics 2024-11-25 Faezeh Yazdi , Derek Bingham , Daniel Williamson

Mixtures of linear mixed models (MLMMs) are useful for clustering grouped data and can be estimated by likelihood maximization through the EM algorithm. The conventional approach to determining a suitable number of components is to compare…

Applications · Statistics 2014-05-26 Siew Li Tan , David J. Nott

Variation in the evolutionary process across the sites of nucleotide sequence alignments is well established, and is an increasingly pervasive feature of datasets composed of gene regions sampled from multiple loci and/or different genomes.…

Populations and Evolution · Quantitative Biology 2014-09-04 Brian R. Moore , Jim McGuire , Fredrik Ronquist , John P. Huelsenbeck

Bayesian inference allows expressing the uncertainty of posterior belief under a probabilistic model given prior information and the likelihood of the evidence. Predominantly, the likelihood function is only implicitly established by a…

Finite mixture models are a useful statistical model class for clustering and density approximation. In the Bayesian framework finite mixture models require the specification of suitable priors in addition to the data model. These priors…

Methodology · Statistics 2024-07-09 Bettina Grün , Gertraud Malsiner-Walli

Bayesian inference promises a framework for principled uncertainty quantification of neural network predictions. Barriers to adoption include the difficulty of fully characterizing posterior distributions on network parameters and the…

Machine Learning · Statistics 2025-01-22 Katharine Fisher , Youssef Marzouk

Calculation of phase diagrams is one of the fundamental tools in alloy design---more specifically under the framework of Integrated Computational Materials Engineering. Uncertainty quantification of phase diagrams is the first step required…

In robotics, simulation has the potential to reduce design time and costs, and lead to a more robust engineered solution and a safer development process. However, the use of simulators is predicated on the availability of good models. This…

Robotics · Computer Science 2023-05-12 Huzaifa Mustafa Unjhawala , Ruochun Zhang , Wei Hu , Jinlong Wu , Radu Serban , Dan Negrut

Materials with heterogeneous structures exhibit complex physical processes such as delamination, cracks, and plasticity, which require micromechanical parameters for understanding. However, identifying these parameters is challenging due to…

Analysis of PDEs · Mathematics 2023-06-26 Liya Gaynutdinova , Ondřej Rokoš , Jan Havelka , Ivana Pultarová , Jan Zeman

We illustrate how computer-aided methods can be used to investigate the fundamental limits of the caching systems, which are significantly different from the conventional analytical approach usually seen in the information theory…

Information Theory · Computer Science 2018-08-28 Chao Tian

Identifying the parameters of a model and rating competitive models based on measured data has been among the most important but challenging topics in modern science and engineering, with great potential of application in structural system…

Computation · Statistics 2017-08-02 F. A. DiazDelaO , A. Garbuno-Inigo , S. K. Au , I. Yoshida

The Bayesian Conjugate Gradient method (BayesCG) is a probabilistic generalization of the Conjugate Gradient method (CG) for solving linear systems with real symmetric positive definite coefficient matrices. Our CG-based implementation of…

Numerical Analysis · Mathematics 2022-10-04 Tim W. Reid , Ilse C. F. Ipsen , Jon Cockayne , Chris J. Oates

Identifying and calibrating quantitative dynamical models for physical quantum systems is important for a variety of applications. Here we present a closed-loop Bayesian learning algorithm for estimating multiple unknown parameters in a…

Bayesian experimental design is a technique that allows to efficiently select measurements to characterize a physical system by maximizing the expected information gain. Recent developments in deep neural networks and normalizing flows…

Quantum Physics · Physics 2023-06-27 Leopoldo Sarra , Florian Marquardt

Bayesian inference is often used in cosmology and astrophysics to derive constraints on model parameters from observations. This approach relies on the ability to compute the likelihood of the data given a choice of model parameters. In…

Cosmology and Nongalactic Astrophysics · Physics 2015-09-16 Joel Akeret , Alexandre Refregier , Adam Amara , Sebastian Seehars , Caspar Hasner
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