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The problem of statistical calibration of a measuring instrument can be framed both in a statistical context as well as in an engineering context. In the first, the problem is dealt with by distinguishing between the 'classical' approach…
Structural break identification methods are an important tool for evaluating the effectiveness of climate change mitigation policies. In this paper, we introduce a unified probabilistic framework for detecting structural breaks with unknown…
The evaluation of hydrological models is essential for both model selection and reliability assessment. However, simply comparing predictions to observations is insufficient for understanding the global landscape of model behavior. This is…
Fitting statistical models to spatiotemporal data requires finding the right balance between imposing smoothness and following the data. In the context of p-splines, we propose a Bayesian framework for choosing the smoothing parameter which…
Accurate prediction of dynamical response of structural system depends on the correct modeling of that system. However, modeling becomes increasingly challenging when there are many candidate models available to describe the system…
Accurate and reliable probabilistic forecasts of hydrological quantities like runoff or water level are beneficial to various areas of society. Probabilistic state-of-the-art hydrological ensemble prediction models are usually driven with…
We present a Bayesian approach for modeling multivariate, dependent functional data. To account for the three dominant structural features in the data--functional, time dependent, and multivariate components--we extend hierarchical dynamic…
Stochastic process models for spatiotemporal data underlying random fields find substantial utility in a range of scientific disciplines. Subsequent to predictive inference on the values of the random field (or spatial surface indexed…
This paper addresses state estimation of linear systems with special attention on unknown process and measurement noise covariances, aiming to enhance estimation accuracy while preserving the stability guarantee of the Kalman filter. To…
Ordinary differential equation (ODE) models are widely used to describe systems in many areas of science. To ensure these models provide accurate and interpretable representations of real-world dynamics, it is often necessary to infer…
A purely analytical wake model for wind turbines is derived, anchored exclusively in physical interactions between atmospheric turbulence and turbine dynamics, and thus inherently accounting for atmospheric stratification. Unlike empirical…
We discuss Bayesian model uncertainty analysis and forecasting in sequential dynamic modeling of multivariate time series. The perspective is that of a decision-maker with a specific forecasting objective that guides thinking about relevant…
The challenges in operational flood forecasting lie in producing reliable forecasts given constrained computational resources and within processing times that are compatible with near-real-time forecasting. Flood hydrodynamic models exploit…
Numerical modeling of morphodynamics presents significant challenges in engineering due to uncertainties arising from inaccurate inputs, model errors, and limited computing resources. Accurate results are essential for optimizing strategies…
In this paper, we propose a Bayesian matrix-variate spatiotemporal modeling framework for jointly analyzing multiple response variables observed at spatial locations over time. The approach relaxes the standard assumption of spatial…
The equations of complex dynamical systems may not be identified by expert knowledge, especially if the underlying mechanisms are unknown. Data-driven discovery methods address this challenge by inferring governing equations from…
Most sensor calibrations rely on the linearity and steadiness of their response characteristics, but practical sensors are nonlinear, and their response drifts with time, restricting their choices for adoption. To broaden the realm of…
Decisions in agriculture are frequently based on weather. With an increase in the availability and affordability of off-the-shelf weather stations, farmers able to acquire localised weather information. However, with uncertainty in the…
We focus on improving the accuracy of an approximate model of a multiscale dynamical system that uses a set of parameter-dependent terms to account for the effects of unresolved or neglected dynamics on resolved scales. We start by…
In a post-grounding event, the rapid assessment of hull girder residual strength is crucial for making informed decisions, such as determining whether the vessel can safely reach the closest yard. One of the primary challenges in this…