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Models are often misspecified in practice, making model criticism a key part of Bayesian analysis. It is important to detect not only when a model is wrong, but which aspects are wrong, and to do so in a computationally convenient and…

Methodology · Statistics 2025-04-15 Christian T. Covington , Jeffrey W. Miller

We generalize the approach of Liu and Lawrence (1999) for multiple changepoint problems where the number of changepoints is unknown. The approach is based on dynamic programming recursion for efficient calculation of the marginal…

Computation · Statistics 2009-09-29 Heng Lian

Estimating the parameters of mathematical models is a common problem in almost all branches of science. However, this problem can prove notably difficult when processes and model descriptions become increasingly complex and an explicit…

Machine Learning · Statistics 2024-02-09 Stefan T. Radev , Ulf K. Mertens , Andreas Voss , Lynton Ardizzone , Ullrich Köthe

Recent works have presented promising results from the application of machine learning (ML) to the modeling of flow rates in oil and gas wells. Encouraging results and advantageous properties of ML models, such as computationally cheap…

Machine Learning · Computer Science 2022-01-10 Bjarne Grimstad , Mathilde Hotvedt , Anders T. Sandnes , Odd Kolbjørnsen , Lars S. Imsland

In this work the authors study the multiphase flow soft-sensing problem based on a previously established framework. There are three functional modules in this framework, namely, a transient well flow model that describes the response of…

Methodology · Statistics 2015-06-22 Xiaodong Luo , Rolf J. Lorentzen , Andreas S. Stordal , Geir Nævdal

The efficient resolution of Bayesian inverse problems remains challenging due to the high computational cost of traditional sampling methods. In this paper, we propose a novel framework that integrates Conditional Flow Matching (CFM) with a…

Machine Learning · Computer Science 2025-05-20 Daniil Sherki , Ivan Oseledets , Ekaterina Muravleva

The inverse problem of determining parameters in a model by comparing some output of the model with observations is addressed. This is a description for what hat to be done to use the Gauss-Markov-Kalman filter for the Bayesian estimation…

Numerical Analysis · Mathematics 2016-11-29 Hermann G. Matthies , Alexander Litvinenko , Bojana V. Rosic , Elmar Zander

We present a computational framework for efficient learning, sampling, and distribution of general Bayesian posterior distributions. The framework leverages a machine learning approach for the construction of normalizing flows for the…

Nuclear Theory · Physics 2023-10-10 Yukari Yamauchi , Landon Buskirk , Pablo Giuliani , Kyle Godbey

Ultrafast dynamical processes in photoexcited molecules can be observed with pump-probe measurements, in which information about the dynamics is obtained from the transient signal associated with the excited state. Background signals…

Atomic Physics · Physics 2018-06-11 M. Rumetshofer , P. Heim , B. Thaler , W. E. Ernst , M. Koch , W. von der Linden

We study a new parametric approach for hidden discrete-time diffusion models. This method is based on contrast minimization and deconvolution and leads to estimate a large class of stochastic models with nonlinear drift and nonlinear…

Statistics Theory · Mathematics 2017-01-01 Salima El Kolei , Florian Pelgrin

The Bayesian approach to solving inverse problems relies on the choice of a prior. This critical ingredient allows the formulation of expert knowledge or physical constraints in a probabilistic fashion and plays an important role for the…

Machine Learning · Statistics 2022-11-08 Manuel Marschall , Gerd Wübbeler , Franko Schmähling , Clemens Elster

We study a nonparametric Bayesian approach to linear inverse problems under discrete observations. We use the discrete Fourier transform to convert our model into a truncated Gaussian sequence model, that is closely related to the classical…

Statistics Theory · Mathematics 2018-10-31 Shota Gugushvili , Aad van der Vaart , Dong Yan

This paper presents a Bayesian multilevel modeling approach for estimating well-level oil and gas production capacities across small geographic areas over multiple time periods. Focusing on a basin, which is a geologically and economically…

Applications · Statistics 2025-03-27 Hiroaki Minato

Spectral deconvolution is essential for extracting peak structures that encode material properties and chemical structures, but conventional automated methods often fail when spectra contain high-intensity noise or unknown background…

Data Analysis, Statistics and Probability · Physics 2026-05-19 Hayato Okubo , Yoshifumi Amamoto , Toshimitsu Aritake , Hiroyuki Kumazoe , Shiryu Nakano , Evan Jamison , Satoshi Tanaka , Yoh-ichi Mototake

The use of deep learning methods for modeling fluid flow has drawn a lot of attention in the past few years. In situations where conventional numerical approaches can be computationally expensive, these techniques have shown promise in…

The study presents a novel approach for stochastic nonlinear model updating in structural dynamics, employing a Bayesian framework integrated with Markov Chain Monte Carlo (MCMC) sampling for parameter estimation by using an approximated…

Bayesian models are a powerful tool for studying complex data, allowing the analyst to encode rich hierarchical dependencies and leverage prior information. Most importantly, they facilitate a complete characterization of uncertainty…

Machine Learning · Statistics 2023-04-25 Steven Winter , Trevor Campbell , Lizhen Lin , Sanvesh Srivastava , David B. Dunson

We investigate the frequentist posterior contraction rate of nonparametric Bayesian procedures in linear inverse problems in both the mildly and severely ill-posed cases. A theorem is proved in a general Hilbert space setting under…

Statistics Theory · Mathematics 2015-01-23 Kolyan Ray

We consider priors for several nonparametric Bayesian models which use finite random series with a random number of terms. The prior is constructed through distributions on the number of basis functions and the associated coefficients. We…

Statistics Theory · Mathematics 2015-02-10 Weining Shen , Subhashis Ghosal

One of the hallmarks of active galactic nuclei are that they are highly variable with time. In watching the spectra vary it has been observed that the emission-lines often appear to "reverberate" -- that is they vary in response to…

Astrophysics of Galaxies · Physics 2026-05-28 Kirk Long , Keith Horne , Jason Dexter , Benoit Tremblay