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Data-informed predictive maintenance planning largely relies on stochastic deterioration models. Monitoring information can be utilized to update sequentially the knowledge on time-invariant deterioration model parameters either within an…
Accurate prediction of structural failure modes under seismic excitations is essential for seismic risk and resilience assessment. Traditional simulation-based approaches often result in imbalanced datasets dominated by non-failure or…
We propose a novel Bayesian approach to modelling nonlinear alignments of time series based on latent shared information. We apply the method to the real-world problem of finding common structure in the sensor data of wind turbines…
Geoscientific systems tend to be characterized by pronounced temporal non-stationarity, arising from seasonal and climatic variability in hydrometeorological drivers, and from natural and anthropogenic changes to land use and cover. As has…
Real-world time series exhibit temporally structured uncertainty: volatility clusters in turbulent regimes, dissipates in stable periods, and shifts abruptly around structural breaks. Yet many probabilistic forecasting methods estimate…
Spatial process models are widely used for modeling point-referenced variables arising from diverse scientific domains. Analyzing the resulting random surface provides deeper insights into the nature of latent dependence within the studied…
Computer models, aiming at simulating a complex real system, are often calibrated in the light of data to improve performance. Standard calibration methods assume that the optimal values of calibration parameters are invariant to the model…
We introduce a novel Bayesian method that can detect multiple structural breaks in the mean and variance of a length $T$ time-series. Our method quantifies uncertainty by returning $\alpha$-level credible sets around the estimated locations…
Bayesian methods are increasingly being applied to parameterize mechanistic process models used in environmental prediction and forecasting. In particular, models describing ecosystem dynamics with multiple states that are linear and…
Structural failure time models are causal models for estimating the effect of time-varying treatments on a survival outcome. G-estimation and artificial censoring have been proposed to estimate the model parameters in the presence of…
Near real-time damage diagnosis of building structures after extreme events (e.g., earthquakes) is of great importance in structural health monitoring. Unlike conventional methods that are usually time-consuming and require human expertise,…
In real-world scenarios like traffic and energy, massive time-series data with missing values and noises are widely observed, even sampled irregularly. While many imputation methods have been proposed, most of them work with a local…
For civil structures, structural damage due to severe loading events such as earthquakes, or due to long-term environmental degradation, usually occurs in localized areas of a structure. A new sparse Bayesian probabilistic framework for…
Utilizing the information in observations of a complex system to make accurate predictions through a quantitative model when observations are completed at time $T$, requires an accurate estimate of the full state of the model at time $T$.…
Context: In addressing how best to estimate how much effort is required to develop software, a recent study found that using exemplary and recently completed projects [forming Bellwether moving windows (BMW)] in software effort prediction…
Ensemble forecast based on physics-informed models is one of the most widely used forecast algorithms for complex turbulent systems. A major difficulty in such a method is the model error that is ubiquitous in practice. Data-driven machine…
Data collected from arrays of sensors are essential for informed decision-making in various systems. However, the presence of anomalies can compromise the accuracy and reliability of insights drawn from the collected data or information…
Estimating the distribution over failures is a key step in validating autonomous systems. Existing approaches focus on finding failures for a small range of initial conditions or make restrictive assumptions about the properties of the…
Practitioners monitoring deployed probabilistic models face a fundamental trap: any fixed-sample test applied repeatedly over an unbounded stream will eventually raise a false alarm, even when the model remains perfectly stable. Existing…
This study proposes the novel Bayesian and inverse Bayesian (BIB) inference framework that incorporates symmetry bias into the Bayesian updating process to perform both conventional and inverse Bayesian updates concurrently. Conventional…