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Rare long distance dispersal events are thought to have a disproportionate impact on the spread of invasive species. Modelling using integrodifference equations suggests that, when long distance contacts are represented by a fat-tailed…
We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also…
Spectral gaps, Kramers escape rates, and position-dependent relaxation timescales are dynamical invariants encoded in the infinitesimal generator $\Lop$ of a stochastic flow. We show that weak projection of the governing It\^{o} SDE onto…
Constructing approximations that can accurately mimic the behavior of complex models at reduced computational costs is an important aspect of uncertainty quantification. Despite their flexibility and efficiency, classical surrogate models…
Graphical models are commonly used to discover associations within gene or protein networks for complex diseases such as cancer. Most existing methods estimate a single graph for a population, while in many cases, researchers are interested…
Purpose. It has been reported clinically that rupture or dissections in thoracic aortic aneurysms (TAA) often occur due to hypertension which may be modelled with sudden increase of peripheral resistance, inducing acute changes of blood…
Ordinary stochastic neural networks mostly rely on the expected values of their weights to make predictions, whereas the induced noise is mostly used to capture the uncertainty, prevent overfitting and slightly boost the performance through…
Stochastic dynamical systems with slow or metastable behavior evolve, on long time scales, on an unknown low-dimensional manifold in high-dimensional ambient space. Building a reduced simulator from short-burst ambient ensembles is a…
We study the dynamics of flow-networks in porous media using a pore-network model. First, we consider a class of erosion dynamics assuming a constitutive law depending on flow rate, local velocities, or shear stress at the walls. We show…
Linear regressions with endogeneity are widely used to estimate causal effects. This paper studies a framework that involves two common practical issues: endogeneity of the regressors and heteroskedasticity that depends on endogenous…
Stochastic homogeneous hyperelastic solids are characterised by strain-energy densities where the parameters are random variables defined by probability density functions. These models allow for the propagation of uncertainties from input…
Cells sense their surrounding by employing intracellular signaling pathways that transmit hormonal signals from the cell membrane to the nucleus. TGF-$\beta$/SMAD signaling encodes various cell fates, controls tissue homeostasis and is…
We propose a stochastic model reduction strategy for deterministic and stochastic slow-fast systems with finite time-scale separation. The stochastic model reduction relaxes the assumption of infinite time-scale separation of classical…
Motivated by a neuroscience application we study the problem of statistical estimation of a high-dimensional covariance matrix with a block structure. The block model embeds a structural assumption: the population of items (neurons) can be…
Heteroscedastic Gaussian process regression, based on the concept of chained Gaussian processes, is used to build surrogates to predict site-specific loads on an offshore wind turbine. Stochasticity in the inflow turbulence and irregular…
The Lagrangian approach is natural to study issues of turbulent dispersion and mixing. We propose in this work a general Lagrangian stochastic model including velocity and acceleration as dynamical variables for inhomogeneous turbulent…
Coarse-scale surrogate models in the context of numerical homogenization of linear elliptic problems with arbitrary rough diffusion coefficients rely on the efficient solution of fine-scale sub-problems on local subdomains whose solutions…
Epicardial adipose tissue (EAT) is a type of visceral fat that can secrete large amounts of adipokines to affect the myocardium and coronary arteries. EAT volume and density can be used as independent risk markers measurement of volume by…
Heterogeneity and uncertainty in a composite microstructure lead to either computational bottlenecks if modeled rigorously or to solution inaccuracies in the stress field and failure predictions if approximated. Although methods suitable…
The estimation of unknown values of parameters (or hidden variables, control variables) that characterise a physical system often relies on the comparison of measured data with synthetic data produced by some numerical simulator of the…