Related papers: Surface transfer coefficients estimation for heat …
In this work we develop a Bayesian setting to infer unknown parameters in initial-boundary value problems related to linear parabolic partial differential equations. We realistically assume that the boundary data are noisy, for a given…
A generic algorithm for the extraction of probabilistic (Bayesian) information about model parameters from data is presented. The algorithm propagates an ensemble of particles in the product space of model parameters and outputs. Each…
In this paper we consider Bayesian estimation for the parameters of inverse Gaussian distribution. Our emphasis is on Markov Chain Monte Carlo methods. We provide complete implementation of the Gibbs sampler algorithm. Assuming an…
Preliminary low-thrust spacecraft mission design is a global search problem characterized by a complex solution landscape, multiple objectives, and numerous local minima. During this phase, mission parameters are often not yet fully…
The study presents a novel approach for stochastic nonlinear model updating in structural dynamics, employing a Bayesian framework integrated with Markov Chain Monte Carlo (MCMC) sampling for parameter estimation by using an approximated…
Model misspecification constitutes a major obstacle to reliable inference in many inverse problems. Inverse problems in seismology, for example, are particularly affected by misspecification of wave propagation velocities. In this paper, we…
We present a Bayesian model calibration framework for inferring nonlinear constitutive relationships in heat conduction problems, with a focus on temperature-dependent thermal conductivity. The proposed framework integrates gradient-based…
Spatio-temporal hidden Markov models are extremely difficult to estimate because their latent joint distributions are available only in trivial cases. In the estimation phase, these latent distributions are usually substituted with…
Spatial concurrent linear models, in which the model coefficients are spatial processes varying at a local level, are flexible and useful tools for analyzing spatial data. One approach places stationary Gaussian process priors on the…
Bayesian analysis often concerns an evaluation of models with different dimensionality as is necessary in, for example, model selection or mixture models. To facilitate this evaluation, transdimensional Markov chain Monte Carlo (MCMC)…
Solving inverse problems in cardiovascular modeling is particularly challenging due to the high computational cost of running high-fidelity simulations. In this work, we focus on Bayesian parameter estimation and explore different methods…
Using observation data to estimate unknown parameters in computational models is broadly important. This task is often challenging because solutions are non-unique due to the complexity of the model and limited observation data. However,…
Bayesian methods are actively used for parameter identification and uncertainty quantification when solving nonlinear inverse problems with random noise. However, there are only few theoretical results justifying the Bayesian approach.…
We present a Bayesian approach to identify optimal transformations that map model input points to low dimensional latent variables. The "projection" mapping consists of an orthonormal matrix that is considered a priori unknown and needs to…
The reliable operation of a power distribution system relies on a good prior knowledge of its topology and its system state. Although crucial, due to the lack of direct monitoring devices on the switch statuses, the topology information is…
We consider a semi-infinite one-dimensional phase-change material with two unknown constant thermal coefficients among the latent heat per unit mass, the specific heat, the mass density and the thermal conductivity. Aiming at the…
In this work, we present a new class of models, called uncertain-input models, that allows us to treat system-identification problems in which a linear system is subject to a partially unknown input signal. To encode prior information about…
This work considers Bayesian experimental design for the inverse boundary value problem of linear elasticity in a two-dimensional setting. The aim is to optimize the positions of compactly supported pressure activations on the boundary of…
Energy transmission over long distances by waves is a key mechanism for many natural processes. This possibility arises when an inhomogeneous medium is arranged in such a manner that it enables a certain type of wave to propagate with…
Reliable models of the thermodynamic properties of materials are critical for industrially relevant applications that require a good understanding of equilibrium phase diagrams, thermal and chemical transport, and microstructure evolution.…