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This paper considers the problem of computing Bayesian estimates of both states and model parameters for nonlinear state-space models. Generally, this problem does not have a tractable solution and approximations must be utilised. In this…

Machine Learning · Statistics 2020-12-15 Jarrad Courts , Johannes Hendriks , Adrian Wills , Thomas Schön , Brett Ninness

Although there is substantial literature on identifying structural changes for continuous spatio-temporal processes, the same is not true for categorical spatio-temporal data. This work bridges that gap and proposes a novel spatio-temporal…

Methodology · Statistics 2023-05-04 Siddharth Rawat , Abe Durrant , Adam Simpson , Grant Nielson , Candace Berrett , Soudeep Deb

This study introduces a comparative modeling framework using stationary and non-stationary transition probabilities within a Markov Decision Process (MDP) to assess COVID-19 disease dynamics. Stationary transition probabilities assume…

We present a workflow for clinical data analysis that relies on Bayesian Structure Learning (BSL), an unsupervised learning approach, robust to noise and biases, that allows to incorporate prior medical knowledge into the learning process…

Machine Learning · Computer Science 2022-10-12 Elisa Ferrari , Luna Gargani , Greta Barbieri , Lorenzo Ghiadoni , Francesco Faita , Davide Bacciu

State-of-the-art neural network-based methods for learning summary statistics have delivered promising results for simulation-based likelihood-free parameter inference. Existing approaches require density estimation as a post-processing…

Compartmental models are used in epidemiology to capture the evolution of infectious diseases such as COVID-19 in a population by assigning members of it to compartments with labels such as susceptible, infected, and recovered. In a…

Formal Languages and Automata Theory · Computer Science 2024-02-15 Tim Leys , Guillermo A. Perez

This paper proposes a data-driven approximate Bayesian computation framework for parameter estimation and uncertainty quantification of epidemic models, which incorporates two novelties: (i) the identification of the initial conditions by…

Applications · Statistics 2023-06-28 Americo Cunha , David A. W. Barton , Thiago G. Ritto

We propose a general Bayesian approach to modeling epidemics such as COVID-19. The approach grew out of specific analyses conducted during the pandemic, in particular an analysis concerning the effects of non-pharmaceutical interventions…

Applications · Statistics 2021-01-01 Samir Bhatt , Neil Ferguson , Seth Flaxman , Axel Gandy , Swapnil Mishra , James A. Scott

We propose a novel nonparametric regression framework subject to the positive definiteness constraint. It offers a highly modular approach for estimating covariance functions of stationary processes. Our method can impose positive…

Methodology · Statistics 2023-04-27 Myeongjong Kang

Introduction: For COVID-19 patients accurate prediction of disease severity and mortality risk would greatly improve care delivery and resource allocation. There are many patient-related factors, such as pre-existing comorbidities that…

Modeling the temporal behavior of data is of primordial importance in many scientific and engineering fields. Baseline methods assume that both the dynamic and observation equations follow linear-Gaussian models. However, there are many…

Machine Learning · Computer Science 2020-11-03 Xavier Alameda-Pineda , Vincent Drouard , Radu Horaud

The design of reliable indicators to anticipate critical transitions in complex systems is an im portant task in order to detect a coming sudden regime shift and to take action in order to either prevent it or mitigate its consequences. We…

Data Analysis, Statistics and Probability · Physics 2022-12-14 Martin Heßler , Oliver Kamps

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

We propose a simple method to estimate the parameters of a continuously measured quantum system, by fitting correlation functions of the measured signal. We demonstrate the approach in simulation, both on toy examples and on a recent…

Quantum Physics · Physics 2024-10-17 Pierre Guilmin , Pierre Rouchon , Antoine Tilloy

This paper proposes new methodology for sequential state and parameter estimation within the ensemble Kalman filter. The method is fully Bayesian and propagates the joint posterior density of states and parameters over time. In order to…

Methodology · Statistics 2016-11-14 Jonathan R. Stroud , Matthias Katzfuss , Christopher K. Wikle

We have devised a data-driven framework for uncovering hidden control strategies used by an evolutionary system described by an evolutionary probability distribution. This innovative framework enables deciphering of the concealed mechanisms…

Populations and Evolution · Quantitative Biology 2023-09-28 Nourddine Azzaoui , Tomoko Matsui , Daisuke Murakami

Optimum parameter estimation methods require knowledge of a parametric probability density that statistically describes the available observations. In this work we examine Bayesian and non-Bayesian parameter estimation problems under a…

Applications · Statistics 2022-02-01 George V. Moustakides

Estimating state of health is a critical function of a battery management system but remains challenging due to the variability of operating conditions and usage requirements of real applications. As a result, techniques based on fitting…

Systems and Control · Electrical Eng. & Systems 2025-02-17 Antti Aitio , Dominik Jöst , Dirk Uwe Sauer , David A. Howey

To support and guide an extensive experimental research into systems biology of signaling pathways, increasingly more mechanistic models are being developed with hopes of gaining further insight into biological processes. In order to…

Quantitative Methods · Quantitative Biology 2009-05-28 Tina Toni , Michael P. H. Stumpf

This research presents an advanced fractional-order compartmental model designed to delve into the complexities of COVID-19 transmission dynamics, specifically accounting for the influence of environmental pathogens on disease spread. By…

Populations and Evolution · Quantitative Biology 2024-07-09 Moein Khalighi , Faïçal Ndaïrou , Leo Lahti