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In this work we consider a class of uncertainty quantification problems where the system performance or reliability is characterized by a scalar parameter $y$. The performance parameter $y$ is random due to the presence of various sources…

Numerical Analysis · Mathematics 2016-07-20 Keyi Wu , Jinglai Li

Global climate models represent small-scale processes such as clouds and convection using quasi-empirical models known as parameterizations, and these parameterizations are a leading cause of uncertainty in climate projections. A promising…

Atmospheric and Oceanic Physics · Physics 2020-08-31 Janni Yuval , Paul A. O'Gorman

Spatio-temporal prediction of levels of an environmental exposure is an important problem in environmental epidemiology. Our work is motivated by multiple studies on the spatio-temporal distribution of mobile source, or traffic related,…

Applications · Statistics 2014-11-14 Nikolay Bliznyuk , Christopher J. Paciorek , Joel Schwartz , Brent Coull

Markov Chain Monte Carlo (MCMC) sampling is computationally expensive, especially for complex models. Alternative methods make simplifying assumptions about the posterior to reduce computational burden, but their impact on predictive…

Computation · Statistics 2025-10-27 Florian D. van Leeuwen , Sara van Erp

Merging satellite and gauge data with machine learning produces high-resolution precipitation datasets, but uncertainty estimates are often missing. We addressed the gap of how to optimally provide such estimates by benchmarking six…

Machine Learning · Statistics 2024-08-23 Georgia Papacharalampous , Hristos Tyralis , Nikolaos Doulamis , Anastasios Doulamis

Solving hydrologic inverse problems usually requires repetitive forward simulations. One approach to mitigate the computational cost is to build a surrogate model, i.e., an approximate mapping from model parameters (input) to observable…

Optimization and Control · Mathematics 2015-06-17 Jiangjiang Zhang , Weixuan Li

Machine learning (ML) has often been applied to space weather (SW) problems in recent years. SW originates from solar perturbations and is comprised of the resulting complex variations they cause within the systems between the Sun and…

Machine Learning · Computer Science 2022-01-07 Richard J. Licata , Piyush M. Mehta

Modern signal processing (SP) methods rely very heavily on probability and statistics to solve challenging SP problems. SP methods are now expected to deal with ever more complex models, requiring ever more sophisticated computational…

In the last two decades, the linear model of coregionalization (LMC) has been widely used to model multivariate spatial processes. However, it can be a challenging task to conduct likelihood-based inference for such models because of the…

Methodology · Statistics 2024-12-04 Renaud Alie , David A. Stephens , Alexandra M. Schmidt

Markov chain Monte Carlo (MCMC) methods are widely used in machine learning. One of the major problems with MCMC is the question of how to design chains that mix fast over the whole state space; in particular, how to select the parameters…

Machine Learning · Computer Science 2019-07-16 Kiarash Shaloudegi , András György

We analyse the performance of a recursive Monte Carlo method for the Bayesian estimation of the static parameters of a discrete--time state--space Markov model. The algorithm employs two layers of particle filters to approximate the…

Computation · Statistics 2016-03-31 Dan Crisan , Joaquin Miguez

Over the past 30 years, numerous large-scale photometric astronomical surveys have been conducted, including SDSS, Pan-STARRS, Gaia,2MASS, WISE, and others. These surveys provide extensive photometric measurements that can be used to infer…

Instrumentation and Methods for Astrophysics · Physics 2025-11-03 Mateusz Kapusta

Land use and land cover (LULC) classification using remote sensing imagery plays a vital role in many environment modeling and land use inventories. In this study, a hybrid feature optimization algorithm along with a deep learning…

Image and Video Processing · Electrical Eng. & Systems 2020-11-10 R. Ganesh Babu , K. Uma Maheswari , C. Zarro , B. D. Parameshachari , S. L. Ullo

The Self-Learning Monte Carlo (SLMC) method is a Monte Carlo approach that has emerged in recent years by integrating concepts from machine learning with conventional Monte Carlo techniques. Designed to accelerate the numerical study of…

Strongly Correlated Electrons · Physics 2025-07-18 Gaopei Pan , Chuang Chen , Zi Yang Meng

Quantifying the impacts of anthropogenic global warming requires accurate Earth system model (ESM) simulations. Statistical bias correction and downscaling can be applied to reduce errors and increase the resolution of ESMs. However,…

Geophysics · Physics 2024-06-24 Philipp Hess , Niklas Boers

Additive smooth models, such as Generalized additive models (GAMs) of location, scale, and shape (GAMLSS), are a popular choice for modeling experimental data. However, software available to fit such models is usually not tailored…

Methodology · Statistics 2025-06-17 Joshua Krause , Jelmer P. Borst , Jacolien van Rij

Uncertainty in optimization is often represented as stochastic parameters in the optimization model. In Predict-Then-Optimize approaches, predictions of a machine learning model are used as values for such parameters, effectively…

Machine Learning · Computer Science 2025-12-03 Pieter Smet

We propose a generic Markov Chain Monte Carlo (MCMC) algorithm to speed up computations for datasets with many observations. A key feature of our approach is the use of the highly efficient difference estimator from the survey sampling…

Methodology · Statistics 2017-08-03 Matias Quiroz , Mattias Villani , Robert Kohn

Many real-world decision-making processes rely on solving mixed-integer nonlinear programming (MINLP) problems. However, finding high-quality solutions to MINLPs is often computationally demanding. This has motivated the development of…

Optimization and Control · Mathematics 2025-10-17 Marina Cuesta , Claudia D'Ambrosio , María Durban , Vanesa Guerrero , Renan Spencer Trindade

The idea of using machine learning (ML) methods to reconstruct the dynamics of a system is the topic of recent studies in the geosciences, in which the key output is a surrogate model meant to emulate the dynamical model. In order to treat…

Machine Learning · Statistics 2021-09-22 Alban Farchi , Patrick Laloyaux , Massimo Bonavita , Marc Bocquet
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