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A multicomponent random process used as a model for the problem of space-time earthquake prediction; this allows us to develop consistent estimation for conditional probabilities of large earthquakes if the values of the predictor…

Geophysics · Physics 2009-04-28 V. M. Ghertzik

Neural networks are popular state-of-the-art models for many different tasks.They are often trained via back-propagation to find a value of the weights that correctly predicts the observed data. Although back-propagation has shown good…

Machine Learning · Statistics 2020-12-29 Simón Rodríguez Santana , Daniel Hernández-Lobato

Bayesian inference promises a framework for principled uncertainty quantification of neural network predictions. Barriers to adoption include the difficulty of fully characterizing posterior distributions on network parameters and the…

Machine Learning · Statistics 2025-01-22 Katharine Fisher , Youssef Marzouk

We consider the problem of performing Bayesian inference in probabilistic models where observations are accompanied by uncertainty, referred to as "uncertain evidence." We explore how to interpret uncertain evidence, and by extension the…

Machine Learning · Statistics 2023-01-27 Andreas Munk , Alexander Mead , Frank Wood

Developments in the description of the masses of atomic nuclei have led to various nuclear mass models that provide predictions for masses across the whole chart of nuclides. These mass models play an important role in understanding the…

Nuclear Theory · Physics 2024-02-28 Yukiya Saito , Iris Dillmann , Reiner Kruecken , Matthew R. Mumpower , Rebecca Surman

One of the key elements of probabilistic seismic risk assessment studies is the fragility curve, which represents the conditional probability of failure of a mechanical structure for a given scalar measure derived from seismic ground…

Applications · Statistics 2024-04-17 Antoine Van Biesbroeck , Clement Gauchy , Cyril Feau , Josselin Garnier

A geometric approach to the friction phenomena is presented. It is based on the holographic view which has recently been popular in the theoretical physics community. We see the system in one-dimension-higher space. The heat-producing…

Statistical Mechanics · Physics 2015-08-07 Shoichi Ichinose

Seismic imaging is an ill-posed inverse problem that is challenged by noisy data and modeling inaccuracies -- due to errors in the background squared-slowness model. Uncertainty quantification is essential for determining how variability in…

Geophysics · Physics 2022-03-29 Ali Siahkoohi , Mathias Louboutin , Felix J. Herrmann

We propose using the frequency-domain bootstrap (FDB) to estimate errors of modeling parameters when the modeling error is itself a major source of uncertainty. Unlike the usual bootstrap or the simple $\chi^2$ analysis, the FDB can take…

Nuclear Theory · Physics 2017-12-27 G. F. Bertsch , Derek Bingham

Bayesian model comparison (BMC) offers a principled probabilistic approach to study and rank competing models. In standard BMC, we construct a discrete probability distribution over the set of possible models, conditional on the observed…

Machine Learning · Statistics 2023-02-22 Marvin Schmitt , Stefan T. Radev , Paul-Christian Bürkner

Formulating a statistical inverse problem as one of inference in a Bayesian model has great appeal, notably for what this brings in terms of coherence, the interpretability of regularisation penalties, the integration of all uncertainties,…

Statistics Theory · Mathematics 2012-12-19 Natalia A. Bochkina , Peter J. Green

In many areas of engineering and sciences, decision rules and control strategies are usually designed based on nominal values of relevant system parameters. To ensure that a control strategy or decision rule will work properly when the…

Probability · Mathematics 2020-06-16 Xinjia Chen

We present a Bayesian perspective on quantifying the uncertainty of graph signals estimated or reconstructed from imperfect observations. We show that many conventional methods of graph signal estimation, reconstruction and imputation, can…

Signal Processing · Electrical Eng. & Systems 2025-05-22 Lennard Rompelberg , Michael T. Schaub

We consider the inverse fault friction problem of determining the friction coefficient in the Tresca friction model, which can be formulated as an inverse problem for differential inequalities. We show that the measurements of elastic waves…

Analysis of PDEs · Mathematics 2024-05-03 Maarten V. de Hoop , Matti Lassas , Jinpeng Lu , Lauri Oksanen

In statistical inference, uncertainty is unknown and all models are wrong. That is to say, a person who makes a statistical model and a prior distribution is simultaneously aware that both are fictional candidates. To study such cases,…

Machine Learning · Computer Science 2023-02-13 Sumio Watanabe

Bayesian inference is used to estimate continuous parameter values given measured data in many fields of science. The method relies on conditional probability densities to describe information about both data and parameters, yet the notion…

Methodology · Statistics 2025-03-25 Klaus Mosegaard , Andrew Curtis

Counterfactuals in quantitative trade and spatial models are functions of the current state of the world and the model parameters. Common practice treats the current state of the world as perfectly observed, but there is good reason to…

Econometrics · Economics 2026-03-05 Bas Sanders

Bayesian inference paradigms are regarded as powerful tools for solution of inverse problems. However, when applied to inverse problems in physical sciences, Bayesian formulations suffer from a number of inconsistencies that are often…

Methodology · Statistics 2024-11-21 Klaus Mosegaard

In the framework of BEPU (Best Estimate plus Uncertainty) methodology, the uncertainties involved in the simulations must be quantified to prove that the investigated design is acceptable. The output uncertainties are usually calculated by…

Applications · Statistics 2024-04-09 Chen Wang

The Bayesian approach to inverse problems is widely used in practice to infer unknown parameters from noisy observations. In this framework, the ensemble Kalman inversion has been successfully applied for the quantification of uncertainties…

Numerical Analysis · Mathematics 2019-10-15 Neil K. Chada , Claudia Schillings , Simon Weissmann