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Bayesian inverse problems highly rely on efficient and effective inference methods for uncertainty quantification (UQ). Infinite-dimensional MCMC algorithms, directly defined on function spaces, are robust under refinement of physical…

Computation · Statistics 2019-05-22 Shiwei Lan

This study presents a Bayesian spectral density approach for identification and uncertainty quantification of flutter derivatives of bridge sections utilizing buffeting displacement responses, where the wind tunnel test is conducted in…

Applications · Statistics 2022-01-19 Xiaolei Chu , Wei Cui , Peng Liu , Lin Zhao , Yaojun Ge

A field theory is presented for predicting damage and fracture in quasi-brittle materials. The approach taken here is new and blends a non-local constitutive law with a two-point phase field. In this formulation, the material displacement…

Materials Science · Physics 2025-10-07 Semsi Coskun , Davood Damircheli , Robert Lipton

Many inference problems involve inferring the number $N$ of components in some region, along with their properties $\{\mathbf{x}_i\}_{i=1}^N$, from a dataset $\mathcal{D}$. A common statistical example is finite mixture modelling. In the…

Computation · Statistics 2015-01-15 Brendon J. Brewer

This paper develops a Bayesian procedure for estimation and forecasting of the volatility of multivariate time series. The foundation of this work is the matrix-variate dynamic linear model, for the volatility of which we adopt a…

Statistical Finance · Quantitative Finance 2008-12-02 K. Triantafyllopoulos

Bayesian inference for fractionally integrated exponential generalized autoregressive conditional heteroskedastic (FIEGARCH) models using Markov Chain Monte Carlo (MCMC) methods is described. A simulation study is presented to access the…

Statistics Theory · Mathematics 2013-04-16 Taiane S. Prass , Sílvia R. C. Lopes , Jorge A. Achcar

A novel approach of accurately reconstructing storage ring's linear optics from turn-by-turn (TbT) data containing measurement error is introduced. This approach adopts a Bayesian inference based on the Markov Chain Monte-Carlo (MCMC)…

Accelerator Physics · Physics 2019-07-01 Yue Hao , Yongjun Li , Michael Balcewicz , Leo Neufcourt , Weixing Cheng

We provide a mathematical formulation and develop a computational framework for identifying multiple strains of microorganisms from mixed samples of DNA. Our method is applicable in public health domains where efficient identification of…

This paper introduces methodology for performing Bayesian inference sequentially on a sequence of posteriors on spaces of different dimensions. We show how this may be achieved through the use of sequential Monte Carlo (SMC) samplers (Del…

Computation · Statistics 2020-06-02 Richard G Everitt , Richard Culliford , Felipe Medina-Aguayo , Daniel J Wilson

In recent years, Full-Waveform Inversion (FWI) has been extensively used to derive high-resolution subsurface velocity models from seismic data. However, due to the nonlinearity and ill-posed nature of the problem, FWI requires a good…

We use the Multi Level Monte Carlo method to estimate uncertainties in a Henry-like salt water intrusion problem with a fracture. The flow is induced by the variation of the density of the fluid phase, which depends on the mass fraction of…

Numerical Analysis · Mathematics 2025-01-17 Dmitry Logashenko , Alexander Litvinenko , Raul Tempone , Gabriel Wittum

Fault diagnosis of mechanical equipment involves data collection, feature extraction, and pattern recognition but is often hindered by the imbalanced nature of industrial data, introducing significant uncertainty and reducing diagnostic…

Machine Learning · Computer Science 2025-03-18 Zhixuan Lian , Shangyu Li , Qixuan Huang , Zijian Huang , Haifei Liu , Jianan Qiu , Puyu Yang , Laifa Tao

We consider geothermal inverse problems and uncertainty quantification from a Bayesian perspective. Our main goal is to make standard, `out-of-the-box' Markov chain Monte Carlo (MCMC) sampling more feasible for complex simulation models by…

Accurate predictions of the failure progression of structural materials is critical for preventing failure-induced accidents. Despite considerable mechanics modeling-based efforts, accurate prediction remains a challenging task in…

Materials Science · Physics 2022-05-19 Leslie Ching Ow Tiong , Gunjick Lee , Seok Su Sohn , Donghun Kim

In this manuscript, we extend the variational multiscale enrichment (VME) method to model the dynamic response of hyperelastic materials undergoing large deformations. This approach enables the simulation of wave propagation under…

Computational Engineering, Finance, and Science · Computer Science 2025-11-19 Abhishek Arora , Caglar Oskay

In the context of the Damage Mechanics Challenge, we adopt a phase-field model of brittle fracture to blindly predict the behavior up to failure of a notched three-point-bending specimen loaded under mixed-mode conditions. The beam is…

Computational Engineering, Finance, and Science · Computer Science 2024-12-17 Jonas Heinzmann , Pietro Carrara , Chenyi Luo , Manav Manav , Akanksha Mishra , Sindhu Nagaraja , Hamza Oudich , Francesco Vicentini , Laura De Lorenzis

Dynamic Bayesian predictive synthesis is a formal approach to coherently synthesizing multiple predictive distributions into a single distribution. In sequential analysis, the computation of the synthesized predictive distribution has…

Methodology · Statistics 2023-08-31 Riku Masuda , Kaoru Irie

Bayesian averaging over classification models allows the uncertainty of classification outcomes to be evaluated, which is of crucial importance for making reliable decisions in applications such as financial in which risks have to be…

Detailed understanding of the couplings between fluid flow and solid deformation in porous media is crucial for the development of novel technologies relating to a wide range of geological and biological processes. A particularly…

Soft Condensed Matter · Physics 2021-06-23 Francisco J. Carrillo , Ian C. Bourg

Fiber metal laminates (FML) are composite structures consisting of metals and fiber reinforced plastics (FRP) which have experienced an increasing interest as the choice of materials in aerospace and automobile industries. Due to a…