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We study the problem of parameter estimation for a univariate discretely observed ergodic diffusion process given as a solution to a stochastic differential equation. The estimation procedure we propose consists of two steps. In the first…

Statistics Theory · Mathematics 2018-04-17 Shota Gugushvili , Peter Spreij

In this article we consider Bayesian estimation of static parameters for a class of partially observed McKean-Vlasov diffusion processes with discrete-time observations over a fixed time interval. This problem features several obstacles to…

Computation · Statistics 2025-04-23 Ajay Jasra , Amin Wu

This article addresses the issue of estimating observation parameters (response and error parameters) in inverse problems. The focus is on cases where regularization is introduced in a Bayesian framework and the prior is modeled by a…

Machine Learning · Statistics 2026-02-13 Jean-François Giovannelli

We present a simple method to obtain optimal posterior distributions and improve the quality of Bayesian inference with reduced human and computational effort. Bayes' Theorem is reformulated in the language of statistical mechanics, wherein…

Methodology · Statistics 2026-04-28 Alfred C. K. Farris

Lattice simulations are an important class of problems in crystalline solids, surface science, alloys, adsorption, absorption, separation, catalysis, to name a few. We describe a fast computational method for performing lattice…

Statistical Mechanics · Physics 2023-07-24 Suhail Haque , Abhijit Chatterjee

In stochastic processes with absorbing states, the quasi-stationary distribution provides valuable insights into the long-term behaviour prior to absorption. In this work, we revisit two well-established numerical methods for its…

Statistical Mechanics · Physics 2026-04-01 Sara Oliver-Bonafoux , Javier Aguilar , Tobias Galla , Raúl Toral

We examine the reversible adsorption of hard spheres on a random site surface in which the adsorption sites are uniformly and randomly distributed on a plane. Each site can be occupied by one solute provided that the nearest occupied site…

Statistical Mechanics · Physics 2015-06-25 C. Oleyar , J. Talbot

A new method, 'Configurationally-Resolved-Super-Transition-Arrays', for calculation of the spectral absorption coefficient in hot plasmas is presented. In the new method, the spectrum of each Super-Transition-Array is evaluated as the…

Atomic Physics · Physics 2015-06-04 G. Hazak , Y. Kurzweill

The normalizing constant plays an important role in Bayesian computation, and there is a large literature on methods for computing or approximating normalizing constants that cannot be evaluated in closed form. When the normalizing constant…

Computation · Statistics 2020-09-02 Yuling Yao , Collin Cademartori , Aki Vehtari , Andrew Gelman

Absorption imaging of ultracold atoms is the foundation for quantitative extraction of information from experiments with ultracold atoms. Due to the limited exposure time available in these systems, the signal-to-noise ratio is largest for…

In this work, we propose a novel methodology for robustly estimating particle size distributions from optical scattering measurements using constrained Gaussian process regression. The estimation of particle size distributions is commonly…

Machine Learning · Statistics 2025-07-08 Fahime Seyedheydari , Mahdi Nasiri , Marcin Mińkowski , Simo Särkkä

The Linear Ballistic Accumulator (Brown & Heathcote, 2008) model is used as a measurement tool to answer questions about applied psychology. The analyses based on this model depend upon the model selected and its estimated parameters.…

Methodology · Statistics 2020-03-03 David Gunawan , Guy E. Hawkins , Minh-Ngoc Tran , Robert Kohn , Scott Brown

Accurate and efficient calculations of absorption spectra of molecules and materials are essential for the understanding and rational design of broad classes of systems. Solving the Bethe-Salpeter equation (BSE) for electron-hole pairs…

Materials Science · Physics 2021-02-18 Sijia S. Dong , Marco Govoni , Giulia Galli

In this paper, we study a fast approximate inference method based on expectation propagation for exploring the posterior probability distribution arising from the Bayesian formulation of nonlinear inverse problems. It is capable of…

Numerical Analysis · Mathematics 2015-06-18 Matthias Gehre , Bangti Jin

We propose a robust parameter estimation method for dynamical systems based on Statistical Learning techniques which aims to estimate a set of parameters that well fit the dynamics in order to obtain robust evidences about the qualitative…

Methodology · Statistics 2021-02-26 Diego Marcondes

Column chromatography is a laboratory and industrial technique used to separate different substances mixed in a solution. Mathematically, it can be modelled using non-linear partial differential equations whose main ingredients are the…

Numerical Analysis · Mathematics 2024-05-16 R. Donat , M. C. Martí , P. Mulet

This paper presents an adaptive and intelligent sparse model for digital image sampling and recovery. In the proposed sampler, we adaptively determine the number of required samples for retrieving image based on space-frequency-gradient…

Computer Vision and Pattern Recognition · Computer Science 2017-11-27 Ali Taimori , Farokh Marvasti

In this paper, we present a new implementation of the Multicomponent Potential Theory of Adsorption model. The proposed interpretation establishes a clear cut between parameters that depends on the adsorbent from those depending on the…

Soft Condensed Matter · Physics 2020-12-01 Raphaël Gervais Lavoie , Jean Hamelin , Pierre Bénard

Determination of the thermal properties of a material is an important task in many scientific and engineering applications. How a material behaves when subjected to high or fluctuating temperatures can be critical to the safety and…

Numerical Analysis · Mathematics 2019-02-20 James Rynn , Simon Cotter , Catherine E Powell , Louise Wright

The means to obtain the rate constants of a chemical reaction is a fundamental open problem in both science and the industry. Traditional techniques for finding rate constants require either chemical modifications of the reactants or…

Statistics Theory · Mathematics 2019-07-09 Y. Zhang , Z. Yao , P. Forssen , T. Fornstedt