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Hypoelliptic diffusion processes can be used to model a variety of phenomena in applications ranging from molecular dynamics to audio signal analysis. We study parameter estimation for such processes in situations where we observe some…

Methodology · Statistics 2007-10-30 Y. Pokern , A. M. Stuart , P. Wiberg

When partitioning workflows in realistic scenarios, the knowledge of the processing units is often vague or unknown. A naive approach to addressing this issue is to perform many controlled experiments for different workloads, each…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-11-03 Freddy C. Chua , Bernardo A. Huberman

Boosting methods are widely used in statistical learning to deal with high-dimensional data due to their variable selection feature. However, those methods lack straightforward ways to construct estimators for the precision of the…

Methodology · Statistics 2021-06-10 Boyao Zhang , Colin Griesbach , Cora Kim , Nadia Müller-Voggel , Elisabeth Bergherr

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

Focusing on a specific crowd dynamics situation, including real life experiments and measurements, our paper targets a twofold aim: (1) we present a Bayesian probabilistic method to estimate the value and the uncertainty (in the form of a…

Data Analysis, Statistics and Probability · Physics 2018-04-12 Alessandro Corbetta , Adrian Muntean , Federico Toschi , Kiamars Vafayi

In this work we develop and implement a novel Bayesian method for computing the DOS of a system. This method is based on the use of a test function with adjustable parameters and we use Bayes theorem to find the best parameters given a…

Statistical Mechanics · Physics 2021-12-28 Felipe Moreno , Sergio Davis , Joaquín Peralta

Computer models, aiming at simulating a complex real system, are often calibrated in the light of data to improve performance. Standard calibration methods assume that the optimal values of calibration parameters are invariant to the model…

Methodology · Statistics 2017-09-01 Georgios Karagiannis , Bledar A. Konomi , Guang Lin

Computer experiments are becoming increasingly important in scientific investigations. In the presence of uncertainty, analysts employ probabilistic sensitivity methods to identify the key-drivers of change in the quantities of interest.…

Methodology · Statistics 2024-07-02 Isadora Antoniano-Villalobos , Emanuele Borgonovo , Xuefei Lu

We address the problem of robot guided assembly tasks, by using a learning-based approach to identify contact model parameters for known and novel parts. First, a Variational Autoencoder (VAE) is used to extract geometric features of…

Robotics · Computer Science 2024-12-12 Constantin Schempp , Christian Friedrich

Univariate and multivariate general linear regression models, subject to linear inequality constraints, arise in many scientific applications. The linear inequality restrictions on model parameters are often available from phenomenological…

Methodology · Statistics 2021-12-07 Solmaz Seifollahi , Kaniav Kamary , Hossein Bevrani

This paper proposes a generalization of Gaussian mixture models, where the mixture weight is allowed to behave as an unknown function of time. This model is capable of successfully capturing the features of the data, as demonstrated by…

Methodology · Statistics 2022-09-09 Michel H. Montoril , Leandro T. Correia , Helio S. Migon

The reliable operation of a power distribution system relies on a good prior knowledge of its topology and its system state. Although crucial, due to the lack of direct monitoring devices on the switch statuses, the topology information is…

Systems and Control · Electrical Eng. & Systems 2021-10-19 Yijun Xu , Jaber Valinejad , Mert Korkali , Lamine Mili , Yajun Wang , Xiao Chen , Zongsheng Zheng

Bayesian feature allocation models are a popular tool for modelling data with a combinatorial latent structure. Exact inference in these models is generally intractable and so practitioners typically apply Markov Chain Monte Carlo (MCMC)…

Computation · Statistics 2020-01-28 Alexandre Bouchard-Côté , Andrew Roth

System identification is of special interest in science and engineering. This article is concerned with a system identification problem arising in stochastic dynamic systems, where the aim is to estimate the parameters of a system along…

Methodology · Statistics 2022-01-27 Christos Merkatas , Simo Särkkä

We study parameter inference in large-scale latent variable models. We first propose an unified treatment of online inference for latent variable models from a non-canonical exponential family, and draw explicit links between several…

Machine Learning · Computer Science 2018-02-01 Christophe Dupuy , Francis Bach

Graphical models describe associations between variables through the notion of conditional independence. Gaussian graphical models are a widely used class of such models where the relationships are formalized by non-null entries of the…

Methodology · Statistics 2023-08-08 Sagnik Bhadury , Riten Mitra , Jeremy T. Gaskins

In complex survey data, each sampled observation has assigned a sampling weight, indicating the number of units that it represents in the population. Whether sampling weights should or not be considered in the estimation process of model…

Methodology · Statistics 2024-09-20 Amaia Iparragirre , Irantzu Barrio , Jorge Aramendi , Inmaculada Arostegui

This paper proposes a novel method to estimate the wheel dynamic load based on the gas pressure of a hydro-pneumatic suspension. A nonlinear coupled model between suspension chamber pressure and tire-ground contact force is developed,…

Databases · Computer Science 2026-03-17 Qijun Liao , Jue Yang , Subhash Rakheja , Yiting Kang , Yumeng Yao , Yuming Yin

In this paper we consider Bayesian estimation for the parameters of inverse Gaussian distribution. Our emphasis is on Markov Chain Monte Carlo methods. We provide complete implementation of the Gibbs sampler algorithm. Assuming an…

Methodology · Statistics 2012-10-17 B. N. Pandey , Pulastya Bandyopadhyay

We consider Bayesian analysis of a class of multiple changepoint models. While there are a variety of efficient ways to analyse these models if the parameters associated with each segment are independent, there are few general approaches…

Computation · Statistics 2009-10-19 Paul Fearnhead , Zhen Liu