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We propose a novel Bayesian methodology for analyzing nonstationary time series that exhibit oscillatory behaviour. We approximate the time series using a piecewise oscillatory model with unknown periodicities, where our goal is to estimate…

The process of calibrating computer models of natural phenomena is essential for applications in the physical sciences, where plenty of domain knowledge can be embedded into simulations and then calibrated against real observations. Current…

Machine Learning · Computer Science 2025-01-20 Rafael Oliveira , Dino Sejdinovic , David Howard , Edwin V. Bonilla

Likelihood-based inference in stochastic non-linear dynamical systems, such as those found in chemical reaction networks and biological clock systems, is inherently complex and has largely been limited to small and unrealistically simple…

Computation · Statistics 2024-07-08 Ben Swallow , David A. Rand , Giorgos Minas

Bayesian calibration of black-box computer models offers an established framework to obtain a posterior distribution over model parameters. Traditional Bayesian calibration involves the emulation of the computer model and an additive model…

Machine Learning · Statistics 2018-10-30 Sébastien Marmin , Maurizio Filippone

Oscillations lie at the core of many biological processes, from the cell cycle, to circadian oscillations and developmental processes. Time-keeping mechanisms are essential to enable organisms to adapt to varying conditions in environmental…

Machine Learning · Statistics 2015-04-27 D Trejo , AJ Millar , G Sanguinetti

Identifying the active factors that have significant impacts on the output of the complex system is an important but challenging variable selection problem in computer experiments. In this paper, a Bayesian hierarchical Gaussian process…

Methodology · Statistics 2024-06-18 Xiao Yao , Ning Jianhui , Qin Hong

This study aims to investigate the utilization of Bayesian techniques for the calibration of micro-electro-mechanical systems (MEMS) accelerometers. These devices have garnered substantial interest in various practical applications and…

Signal Processing · Electrical Eng. & Systems 2023-06-13 Oliver Dürr , Po-Yu Fan , Zong-Xian Yin

Various macroscopic oscillations, such as the heartbeat and the flashing of fireflies, are created by synchronizing oscillatory units (oscillators). To elucidate the mechanism of synchronization, several coupled oscillator models have been…

Data Analysis, Statistics and Probability · Physics 2025-07-01 Yusuke Kato , Shuhei Kashiwamura , Emiri Watanabe , Masato Okada , Hiroshi Kori

Functional data are ubiquitous in scientific modeling. For instance, quantities of interest are modeled as functions of time, space, energy, density, etc. Uncertainty quantification methods for computer models with functional response have…

Methodology · Statistics 2024-09-25 Devin Francom , J. Derek Tucker , Gabriel Huerta , Kurtis Shuler , Daniel Ries

Bayesian methods are becoming more widely used in asteroseismic analysis. In particular, they are being used to determine oscillation frequencies, which are also commonly found by Fourier analysis. It is important to establish whether the…

Instrumentation and Methods for Astrophysics · Physics 2015-05-19 Timothy R. White , Brendon J. Brewer , Timothy R. Bedding , Dennis Stello , Hans Kjeldsen

Sensors in high-precision mechatronic systems require accurate calibration, which is achieved using test beds that, in turn, require even more accurate calibration. The aim of this paper is to develop a cascaded calibration method for…

Systems and Control · Electrical Eng. & Systems 2023-04-07 Max van Meer , Emre Deniz , Gert Witvoet , Tom Oomen

In the context of computer models, calibration is the process of estimating unknown simulator parameters from observational data. Calibration is variously referred to as model fitting, parameter estimation/inference, an inverse problem, and…

Methodology · Statistics 2023-10-16 Richard D. Wilkinson , Christopher W. Lanyon

Prominent features of simulated moving bed (SMB) chromatography processes in the downstream processing is based on the determination of operating conditions. However, effects of different types of uncertainties have to be studied and…

Computational Engineering, Finance, and Science · Computer Science 2021-07-16 Qiao-Le He , Liming Zhao

We study statistical calibration, i.e., adjusting features of a computational model that are not observable or controllable in its associated physical system. We focus on functional calibration, which arises in many manufacturing processes…

Machine Learning · Statistics 2021-04-13 Babak Farmanesh , Arash Pourhabib , Balabhaskar Balasundaram , Austin Buchanan

This paper explores the versatility and depth of Bayesian modeling by presenting a comprehensive range of applications and methods, combining Markov chain Monte Carlo (MCMC) techniques and variational approximations. Covering topics such as…

Applications · Statistics 2025-02-18 Yifei Yan , Juan Sosa , Carlos A. Martínez

In this article we consider Bayesian parameter inference associated to partially-observed stochastic processes that start from a set B0 and are stopped or killed at the first hitting time of a known set A. Such processes occur naturally…

Computation · Statistics 2012-01-19 Ajay Jasra , Nikolas Kantas

Calibration or parameter identification is used with computational mechanics models related to observed data of the modeled process to find model parameters such that good similarity between model prediction and observation is achieved. We…

Computational Engineering, Finance, and Science · Computer Science 2022-12-26 Harald Willmann , Jonas Nitzler , Sebastian Brandstaeter , Wolfgang A. Wall

Bayesian methods have been very successful in quantifying uncertainty in physics-based problems in parameter estimation and prediction. In these cases, physical measurements y are modeled as the best fit of a physics-based model…

Data Analysis, Statistics and Probability · Physics 2015-02-06 Dave Higdon , Jordan D. McDonnell , Nicolas Schunck , Jason Sarich , Stefan M. Wild

Motivation: One of the branches of Systems Biology is focused on a deep understanding of underlying regulatory networks through the analysis of the biomolecules oscillations and their interplay. Synthetic Biology exploits gene or/and…

Molecular Networks · Quantitative Biology 2020-11-30 Francesco Bardozzo , Pietro Liò , Roberto Tagliaferri

In this work, we review the theory involved in the Bayesian calibration of complex computer models, with particular emphasis on their use for applications involving computationally expensive simulations and scarce experimental data. In the…

Computation · Statistics 2026-02-02 Christina Schenk , Ignacio Romero
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