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Bayesian model averaging (BMA) is the state of the art approach for overcoming model uncertainty. Yet, especially on small data sets, the results yielded by BMA might be sensitive to the prior over the models. Credal Model Averaging (CMA)…
The logistic linear mixed model (LLMM) is one of the most widely used statistical models. Generally, Markov chain Monte Carlo algorithms are used to explore the posterior densities associated with the Bayesian LLMMs. Polson, Scott and…
Bayesian model updating facilitates the calibration of analytical models based on observations and the quantification of uncertainties in model parameters such as stiffness and mass. This process significantly enhances damage assessment and…
Weather forecasting is mostly based on the outputs of deterministic numerical weather forecasting models. Multiple runs of these models with different initial conditions result in forecast ensembles which is are used for estimating the…
While there is an increasing amount of literature about Bayesian time series analysis, only a few Bayesian nonparametric approaches to multivariate time series exist. Most methods rely on Whittle's Likelihood, involving the second order…
A reasonable description of the degradation process is essential for credible reliability assessment in accelerated degradation testing. Existing methods usually use Markovian stochastic processes to describe the degradation process.…
Prediction of various weather quantities is mostly based on deterministic numerical weather forecasting models. Multiple runs of these models with different initial conditions result ensembles of forecasts which are applied for estimating…
In this paper authors present a general methodology for age dependent reliability analysis of degrading or ageing systems, structures and components.The methodology is based on Bayesian methods and inference, its ability to incorporate…
Random field Monte Carlo (MC) reliability analysis is a robust stochastic method to determine the probability of failure. This method, however, requires a large number of numerical simulations demanding high computational costs. This paper…
We propose a model-based lifelong reinforcement-learning approach that estimates a hierarchical Bayesian posterior distilling the common structure shared across different tasks. The learned posterior combined with a sample-based Bayesian…
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 several modern applications, data are generated continuously over time, such as data generated from smartwatches. We assume data are collected and analyzed sequentially, in batches. Since traditional or offline methods can be extremely…
We demonstrate that the multi-phase Shan-Chen lattice Boltzmann method (LBM) yields a curvature dependent surface tension $\sigma$ as computed from three-dimensional hydrostatic droplets/bubbles simulations. Such curvature dependence is…
This paper presents a methodology for building daily profiles of wind generation and load for different seasons to assess their impacts on voltage violations. The measurement-based wind models showed very high accuracy when validated…
For many decades now, Bayesian Model Averaging (BMA) has been a popular framework to systematically account for model uncertainty that arises in situations when multiple competing models are available to describe the same or similar…
Joint models for a wide class of response variables and longitudinal measurements consist on a mixed-effects model to fit longitudinal trajectories whose random effects enter as covariates in a generalized linear model for the primary…
The double/debiased machine learning (DML) framework has become a cornerstone of modern causal inference, allowing researchers to utilise flexible machine learning models for the estimation of nuisance functions without introducing…
Optimised lightweight structures, such as shallow domes and slender towers, are prone to sudden buckling failure because geometric uncertainties/imperfections can lead to a drastic reduction in their buckling loads. We introduce a framework…
In ergonomics and biomechanics, muscle fatigue models based on maximum endurance time (MET) models are often used to integrate fatigue effect into ergonomic and biomechanical application. However, due to the empirical principle of those MET…
The joint modeling of longitudinal and time-to-event data is an active area of statistics research that has received a lot of attention in the recent years. More recently, a new and attractive application of this type of models has been to…