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We present BAE, a problem-tailored and noise-aware Bayesian algorithm for quantum amplitude estimation. In a fault tolerant scenario, BAE is capable of saturating the Heisenberg limit; if device noise is present, BAE can dynamically…

Quantum Physics · Physics 2025-09-17 Alexandra Ramôa , Luis Paulo Santos

The growing integration of power electronic-based technologies has increased the necessity of power quality (PQ) monitoring in transmission systems. Although large datasets are collected by operators, their use is typically limited to…

Signal Processing · Electrical Eng. & Systems 2026-03-04 Max Domagk , Peter Feistel , Jan Meyer , Marco Lindner , Jako Kilter

Real-time nonlinear Bayesian filtering algorithms are overwhelmed by data volume, velocity and increasing complexity of computational models. In this paper, we propose a novel ensemble based nonlinear Bayesian filtering approach which only…

Computation · Statistics 2019-06-05 Xiao Lin , Gabriel Terejanu

In this work we introduce a novel weighted message-passing algorithm based on the cavity method to estimate volume-related properties of random polytopes, properties which are relevant in various research fields ranging from metabolic…

Disordered Systems and Neural Networks · Physics 2015-06-11 Francesc Font-Clos , Francesco Alessandro Massucci , Isaac Pérez Castillo

Ensemble methods in machine learning aim to improve prediction accuracy by combining multiple models. This is achieved by ensuring diversity among predictors to capture different data aspects. Homogeneous ensembles use identical models,…

Quantum Physics · Physics 2025-11-04 Emiliano Tolotti , Enrico Blanzieri , Davide Pastorello

Quantum Stochastic Calculus can be used as a means by which randomness can be introduced to observables acting on a Hilbert space. In this article we show how the mechanisms of Quantum Stochastic Calculus can be used to extend the classical…

Mathematical Finance · Quantitative Finance 2023-02-13 Will Hicks

Variables adapted to the quantum dynamics of spherically symmetric models are introduced, which further simplify the spherically symmetric volume operator and allow an explicit computation of all matrix elements of the Euclidean and…

General Relativity and Quantum Cosmology · Physics 2007-05-23 Martin Bojowald , Rafal Swiderski

Many applications involve estimating the mean of multiple binomial outcomes as a common problem -- assessing intergenerational mobility of census tracts, estimating prevalence of infectious diseases across countries, and measuring…

Econometrics · Economics 2026-01-01 Yan Chen , Lihua Lei

Bayesian optimisation is a sample efficient method for finding a global optimum of expensive black-box objective functions. Historic datasets from related problems can be exploited to help improve performance of Bayesian optimisation by…

Machine Learning · Computer Science 2026-01-23 Natasha Trinkle , Huong Ha , Jeffrey Chan

The paper introduces a Bayesian estimation method for quantile regression in univariate ordinal models. Two algorithms are presented that utilize the latent variable inferential framework of Albert and Chib (1993) and the normal-exponential…

Methodology · Statistics 2022-09-30 Mohammad Arshad Rahman

In this paper, we develop a novel large volatility matrix estimation procedure for analyzing global financial markets. Practitioners often use lower-frequency data, such as weekly or monthly returns, to address the issue of different…

Econometrics · Economics 2026-01-21 Sung Hoon Choi , Donggyu Kim

We present a new class of Bayesian dynamic models for bivariate price-realized volatility time series in financial forecasting. A novel dynamic gamma process model adopted for realized volatility is integrated with traditional Bayesian…

Methodology · Statistics 2026-05-13 Patrick Woitschig , Mike West

Deep Ensembles, as a type of Bayesian Neural Networks, can be used to estimate uncertainty on the prediction of multiple neural networks by collecting votes from each network and computing the difference in those predictions. In this paper,…

Machine Learning · Computer Science 2023-07-10 Illia Oleksiienko , Alexandros Iosifidis

Mixture modeling is a general technique for making any simple model more expressive through weighted combination. This generality and simplicity in part explains the success of the Expectation Maximization (EM) algorithm, in which updates…

Machine Learning · Statistics 2016-03-29 Sida I. Wang , Arun Tejasvi Chaganty , Percy Liang

A key factor in ensuring the accuracy of computer simulations that model physical systems is the proper calibration of their parameters based on real-world observations or experimental data. Inevitably, uncertainties arise, and Bayesian…

Computational Engineering, Finance, and Science · Computer Science 2026-02-25 Daniel Andrés Arcones , Martin Weiser , Phaedon-Stelios Koutsourelakis , Jörg F. Unger

We compare the computational performance of two modeling approaches for the flow of dilute cavitation bubbles in a liquid. The first approach is a deterministic model, for which bubbles are represented in a Lagrangian framework as advected…

Fluid Dynamics · Physics 2023-02-23 Spencer H. Bryngelson , Kevin Schmidmayer , Tim Colonius

A novel data-driven methodology is presented for the joint selection of prior parameters for both fixed and random effects in Linear Mixed Models (LMMs). This approach facilitates the estimation of complex random-effects structures, as well…

Methodology · Statistics 2026-04-28 Matteo Amestoy , R. Vermeulen , Mark A. van de Wiel , Wessel N. van Wieringen

Several theorems on the volume computing of the polyhedron spanned by a n-dimensional vector set with the finite-interval parameters are presented and proved firstly, and then are used in the analysis of the controllable regions of the…

Systems and Control · Computer Science 2021-03-10 Mingwang Zhao

Climate models are generally calibrated manually by comparing selected climate statistics, such as the global top-of-atmosphere energy balance, to observations. The manual tuning only targets a limited subset of observational data and…

Atmospheric and Oceanic Physics · Physics 2022-04-06 Michael F. Howland , Oliver R. A. Dunbar , Tapio Schneider

Supervised masking approaches in the time-frequency domain aim to employ deep neural networks to estimate a multiplicative mask to extract clean speech. This leads to a single estimate for each input without any guarantees or measures of…

Audio and Speech Processing · Electrical Eng. & Systems 2023-05-16 Huajian Fang , Dennis Becker , Stefan Wermter , Timo Gerkmann