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Complex simulator-based models are now routinely used to perform inference across the sciences and engineering, but existing inference methods are often unable to account for outliers and other extreme values in data which occur due to…

Machine Learning · Statistics 2026-02-18 Ayush Bharti , Charita Dellaporta , Yuga Hikida , François-Xavier Briol

This paper, which is Part 1 of a two-part paper series, considers a simulation-based inference with learned summary statistics, in which such a learned summary statistic serves as an empirical-likelihood with ameliorative effects in the…

Machine Learning · Statistics 2026-02-02 Getachew K. Befekadu

Predictions of hydrological models should be probabilistic in nature. Our aim is to introduce a method that estimates directly the uncertainty of hydrological simulations using expectiles, thus complementing previous quantile-based direct…

Applications · Statistics 2022-12-23 Hristos Tyralis , Georgia Papacharalampous , Sina Khatami

Biological systems commonly exhibit complex spatiotemporal patterns whose underlying generative mechanisms pose a significant analytical challenge. Traditional approaches to spatiodynamic inference rely on dimensionality reduction through…

Quantitative Methods · Quantitative Biology 2025-08-01 Jun Won Park , Kangyu Zhao , Sanket Rane

We propose a statistical emulator for a climate-economy deterministic integrated assessment model ensemble, based on a functional regression framework. Inference on the unknown parameters is carried out through a mixed effects hierarchical…

Methodology · Statistics 2022-09-14 Luca Aiello , Matteo Fontana , Alessandra Guglielmi

Hierarchical models are versatile tools for joint modeling of data sets arising from different, but related, sources. Fully Bayesian inference may, however, become computationally prohibitive if the source-specific data models are complex,…

Computation · Statistics 2016-05-06 Ritabrata Dutta , Paul Blomstedt , Samuel Kaski

Due to the computational complexity of micro-swimmer models with fully resolved hydrodynamics, parameter estimation has been prohibitively expensive. Here, we describe a Bayesian uncertainty quantification framework that is highly…

Quantitative Methods · Quantitative Biology 2019-10-29 Karen Larson , Sarah Olson , Anastasios Matzavinos

Evidence accumulation models (EAMs) are an important class of cognitive models used to analyze both response time and response choice data recorded from decision-making tasks. Developments in estimation procedures have helped EAMs become…

Methodology · Statistics 2023-06-01 Viet Hung Dao , David Gunawan , Robert Kohn , Minh-Ngoc Tran , Guy E. Hawkins , Scott D. Brown

Studying the impact of systematic effects, optimizing survey strategies, assessing tensions between different probes and exploring synergies of different data sets require a large number of simulated likelihood analyses, each of which cost…

Cosmology and Nongalactic Astrophysics · Physics 2022-12-07 Supranta S. Boruah , Tim Eifler , Vivian Miranda , Sai Krishanth P. M

The past decades have seen enormous improvements in computational inference based on statistical models, with continual enhancement in a wide range of computational tools, in competition. In Bayesian inference, first and foremost, MCMC…

Computation · Statistics 2015-05-12 Peter J. Green , Krzysztof Łatuszyński , Marcelo Pereyra , Christian P. Robert

A Bayesian approach to nonlinear inverse problems is considered where the unknown quantity (input) is a random spatial field. The forward model is complex and non-linear, therefore computationally expensive. An emulator-based methodology is…

Applications · Statistics 2021-05-11 Anirban Mondal , Bani Mallick

Bayesian inference provides a rigorous methodology for estimation and uncertainty quantification of parameters in geophysical forward models. Badlands (basin and landscape dynamics model) is a landscape evolution model that simulates…

Practical Bayesian learning often requires (1) online inference, (2) dynamic models, and (3) ensembling over multiple different models. Recent advances have shown how to use random feature approximations to achieve scalable, online…

Machine Learning · Computer Science 2024-05-03 Daniel Waxman , Petar M. Djurić

The demands placed on computational resources by the simulation requirements of high energy physics experiments motivate the development of novel simulation tools. Machine learning based generative models offer a solution that is both fast…

Instrumentation and Detectors · Physics 2023-04-03 Sascha Diefenbacher , Engin Eren , Frank Gaede , Gregor Kasieczka , Anatolii Korol , Katja Krüger , Peter McKeown , Lennart Rustige

Model-assisted estimation with complex survey data is an important practical problem in survey sampling. When there are many auxiliary variables, selecting significant variables associated with the study variable would be necessary to…

Methodology · Statistics 2020-04-01 Shonosuke Sugasawa , Jae Kwang Kim

Determining the best model or models for a particular data set, a process known as Bayesian model comparison, is a critical part of probabilistic inference. Typically, this process assumes a fixed model-space (that is, a fixed set of…

Quantitative Methods · Quantitative Biology 2019-01-08 Thomas HB FitzGerald , Dorothea Hammerer , Thomas D Sambrook , Will D Penny

Computer models are widely used across a range of scientific disciplines to describe various complex physical systems, however to perform full uncertainty quantification we often need to employ emulators. An emulator is a fast statistical…

Methodology · Statistics 2022-10-20 Ian Vernon , Jonathan Owen , Jonathan Carter

Growing anthropogenic pressures have increased the need for robust predictive models. Meeting this demand requires approaches that can handle bigger data to yield forecasts that capture the variability and underlying uncertainty of…

Quantitative Methods · Quantitative Biology 2024-08-06 EM Wolkovich , T Jonathan Davies , William D Pearse , Michael Betancourt

Computational complexity has been the bottleneck of applying physically-based simulations on large urban areas with high spatial resolution for efficient and systematic flooding analyses and risk assessments. To address this issue of long…

Computer Vision and Pattern Recognition · Computer Science 2020-05-14 Zifeng Guo , Joao P. Leitao , Nuno E. Simoes , Vahid Moosavi

In experiments to estimate parameters of a parametric model, Bayesian experiment design allows measurement settings to be chosen based on utility, which is the predicted improvement of parameter distributions due to modeled measurement…

Methodology · Statistics 2023-01-26 Robert D. McMichael , Sean M. Blakley