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This paper analyzes hierarchical Bayesian inverse problems using techniques from high-dimensional statistics. Our analysis leverages a property of hierarchical Bayesian regularizers that we call approximate decomposability to obtain…

Statistics Theory · Mathematics 2024-01-09 Daniel Sanz-Alonso , Nathan Waniorek

The analysis of data from multiple experiments, such as observations of several individuals, is commonly approached using mixed-effects models, which account for variation between individuals through hierarchical representations. This makes…

Computation · Statistics 2026-03-05 Henrik Häggström , Sebastian Persson , Marija Cvijovic , Umberto Picchini

Hierarchical Bayesian methods enable information sharing across multiple related regression problems. While standard practice is to model regression parameters (effects) as (1) exchangeable across datasets and (2) correlated to differing…

Methodology · Statistics 2021-07-15 Brian L. Trippe , Hilary K. Finucane , Tamara Broderick

Electromagnetic stimulation probes and modulates the neural systems that control movement. Key to understanding their effects is the muscle recruitment curve, which maps evoked potential size against stimulation intensity. Current methods…

We consider nonparametric Bayesian inference in a multidimensional diffusion model with reflecting boundary conditions based on discrete high-frequency observations. We prove a general posterior contraction rate theorem in $L^2$-loss, which…

Statistics Theory · Mathematics 2025-08-12 Marc Hoffmann , Kolyan Ray

In this article a novel approach for training deep neural networks using Bayesian techniques is presented. The Bayesian methodology allows for an easy evaluation of model uncertainty and additionally is robust to overfitting. These are…

Machine Learning · Computer Science 2019-04-03 Konstantin Posch , Jürgen Pilz

Parameter inference is a fundamental problem in data-driven modeling. Given observed data that is believed to be a realization of some parameterized model, the aim is to find parameter values that are able to explain the observed data. In…

Data Structures and Algorithms · Computer Science 2016-04-20 Carlo Albert , Simone Ulzega , Ruedi Stoop

This paper studies the problem of parameter estimation in resonant, acoustic fluid-structure interaction problems over a wide frequency range. Problems with multiple resonances are known to be subjected to local minima, which represents a…

Computational Physics · Physics 2019-03-06 Peter Göransson , Jacques Cuenca , Timo Lähivaara

We consider continuous-time diffusion models driven by fractional Brownian motion. Observations are assumed to possess a non-trivial likelihood given the latent path. Due to the non-Markovianity and high-dimensionality of the latent paths,…

Methodology · Statistics 2015-03-25 Alexandros Beskos , Joseph Dureau , Konstantinos Kalogeropoulos

We present a Bayesian inference scheme for scaled Brownian motion, and investigate its performance on synthetic data for parameter estimation and model selection in a combined inference with fractional Brownian motion. We include the…

Stochastic kinetic models are often used to describe complex biological processes. Typically these models are analytically intractable and have unknown parameters which need to be estimated from observed data. Ideally we would have…

Computation · Statistics 2018-03-13 Richard J. Boys , Holly F. Ainsworth , Colin S. Gillespie

Diffusion MRI (dMRI) is a valuable tool in the assessment of tissue microstructure. By fitting a model to the dMRI signal it is possible to derive various quantitative features. Several of the most popular dMRI signal models are expansions…

Inverse problems, i.e., estimating parameters of physical models from experimental data, are ubiquitous in science and engineering. The Bayesian formulation is the gold standard because it alleviates ill-posedness issues and quantifies…

Machine Learning · Statistics 2024-05-28 Sharmila Karumuri , Ilias Bilionis

Reliable predictive uncertainty estimation plays an important role in enabling the deployment of neural networks to safety-critical settings. A popular approach for estimating the predictive uncertainty of neural networks is to define a…

Machine Learning · Statistics 2023-12-29 Tim G. J. Rudner , Zonghao Chen , Yee Whye Teh , Yarin Gal

Aeroengine performance is determined by temperature and pressure profiles along various axial stations within an engine. Given limited sensor measurements both along and between axial stations, we require a statistically principled approach…

Computational Engineering, Finance, and Science · Computer Science 2021-12-21 Pranay Seshadri , Andrew Duncan , George Thorne , Geoffrey Parks , Raul Vazquez Diaz , Mark Girolami

The universal tendency in scanning probe microscopy (SPM) over the last two decades is to transition from simple 2D imaging to complex detection and spectroscopic imaging modes. The emergence of complex SPM engines brings forth the…

One major impediment to the wider use of deep learning for clinical decision making is the difficulty of assigning a level of confidence to model predictions. Currently, deep Bayesian neural networks and sparse Gaussian processes are the…

Hierarchical Bayesian models are increasingly used in large, inhomogeneous complex network dynamical systems by modeling parameters as draws from a hyperparameter-governed distribution. However, theoretical guarantees for these estimates as…

Statistics Theory · Mathematics 2026-01-23 Yi Yu , Yubo Hou , Yinchong Wang , Nan Zhang , Jianfeng Feng , Wenlian Lu

Inferring viscoelasticity parameters is a key challenge that often leads to non-unique solutions when fitting rheological data. In this context, we propose a machine learning approach that utilizes Bayesian optimization for parameter…

Soft Condensed Matter · Physics 2025-02-27 Isaac Y. Miranda-Valdez , Tero Mäkinen , Juha Koivisto , Mikko J. Alava

This paper introduces a hierarchical framework to incorporate Hellinger distance methods into Bayesian analysis. We propose to modify a prior over non-parametric densities with the exponential of twice the Hellinger distance between a…

Methodology · Statistics 2013-09-27 Yuefeng Wu , Giles Hooker