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Tropical cyclones present a serious threat to many coastal communities around the world. Many numerical weather prediction models provide deterministic forecasts with limited measures of their forecast uncertainty. Standard postprocessing…

Applications · Statistics 2022-11-01 Stephen A. Walsh , Marco A. R. Ferreira , Dave Higdon , Stephanie Zick

Stochastic dynamical systems arise as models for fluid particle motion in geophysical flows with random velocity fields. Escape probability (from a fluid domain) and mean residence time (in a fluid domain) quantify fluid transport between…

Dynamical Systems · Mathematics 2025-10-20 Jinqiao Duan , James R. Brannan , Vincent J. Ervin

We study an interacting particle system whose dynamics depends on an interacting random environment. As the number of particles grows large, the transition rate of the particles slows down (perhaps because they share a common resource of…

Probability · Mathematics 2009-02-16 Charles Bordenave , David McDonald , Alexandre Proutiere

Complex systems are characterized by a huge number of degrees of freedom often interacting in a non-linear manner. In many cases macroscopic states, however, can be characterized by a small number of order parameters that obey stochastic…

Data Analysis, Statistics and Probability · Physics 2012-02-20 David Kleinhans

When particles/molecules diffuse in systems that contain obstacles, the steady-state regime (during which the mean-square displacement scales linearly with time, $\left< r^2 \right> \sim t$) is preceded by a transient regime. It is common…

Biological Physics · Physics 2021-08-12 Nicholas Ilow , Gary W. Slater

We present an introduction to some concepts of Bayesian data analysis in the context of atomic physics. Starting from basic rules of probability, we present the Bayes' theorem and its applications. In particular we discuss about how to…

Data Analysis, Statistics and Probability · Physics 2024-01-30 Martino Trassinelli

Bayes' theorem incorporates distinct types of information through the likelihood and prior. Direct observations of state variables enter the likelihood and modify posterior probabilities through consistent updating. Information in terms of…

Methodology · Statistics 2024-07-19 Duncan K. Foley , Ellis Scharfenaker

Various subsystems of the Earth system may undergo critical transitions by passing a so-called tipping point, under sustained changes to forcing. For example, the Atlantic Meridional Overturning Circulation (AMOC) is of particular…

Atmospheric and Oceanic Physics · Physics 2021-11-01 Kerstin Lux , Peter Ashwin , Richard Wood , Christian Kuehn

We consider the problem of estimating a temperature-dependent thermal conductivity model (curve) from temperature measurements. We apply a Bayesian estimation approach that takes into account measurement errors and limited prior information…

Computational Engineering, Finance, and Science · Computer Science 2024-03-21 Rodrigo L. S. Silva , Clemens Verhoosel , Erik Quaeghebeur

Predictive dynamical models for marine ecosystems are used for a variety of needs. Due to sparse measurements and limited understanding of the myriad of ocean processes, there is however significant uncertainty. There is model uncertainty…

Computational Engineering, Finance, and Science · Computer Science 2023-06-06 Abhinav Gupta , Pierre F. J. Lermusiaux

Many problems in the geophysical sciences demand the ability to calibrate the parameters and predict the time evolution of complex dynamical models using sequentially-collected data. Here we introduce a general methodology for the joint…

Computation · Statistics 2018-12-12 Sara Pérez-Vieites , Inés P. Mariño , Joaquín Míguez

Advancements in computational power and methodologies have enabled research on massive datasets. However, tools for analyzing data with directional or periodic characteristics, such as wind directions and customers' arrival time in 24-hour…

Methodology · Statistics 2026-04-07 Xiang Ye , Janet Van Niekerk , Håvard Rue

Bayesian filtering serves as the mainstream framework of state estimation in dynamic systems. Its standard version utilizes total probability rule and Bayes' law alternatively, where how to define and compute conditional probability is…

Machine Learning · Statistics 2024-04-02 Wenhan Cao , Shiqi Liu , Chang Liu , Zeyu He , Stephen S. -T. Yau , Shengbo Eben Li

Probabilistic vehicle trajectory prediction is essential for robust safety of autonomous driving. Current methods for long-term trajectory prediction cannot guarantee the physical feasibility of predicted distribution. Moreover, their…

Machine Learning · Computer Science 2019-11-13 Chen Tang , Jianyu Chen , Masayoshi Tomizuka

In this work, we consider systems that are subjected to intermittent instabilities due to external stochastic excitation. These intermittent instabilities, though rare, have a large impact on the probabilistic response of the system and…

Chaotic Dynamics · Physics 2017-06-02 Mustafa A. Mohamad , Themistoklis P. Sapsis

In order to interact intelligently with objects in the world, animals must first transform neural population responses into estimates of the dynamic, unknown stimuli which caused them. The Bayesian solution to this problem is known as a…

Machine Learning · Computer Science 2025-07-30 Sacha Sokoloski

A classical particle system coupled with a thermostat driven by an external constant force reaches its steady state when the ensemble-averaged drift velocity does not vary with time. The statistical mechanics of such a system is derived…

Statistical Mechanics · Physics 2020-12-02 Jie Yao , Yanting Wang

Observational astrophysics consists of making inferences about the Universe by comparing data and models. The credible intervals placed on model parameters are often as important as the maximum a posteriori probability values, as the…

Instrumentation and Methods for Astrophysics · Physics 2021-12-15 Will J. Percival , Oliver Friedrich , Elena Sellentin , Alan Heavens

In the classical stochastic resetting problem, a particle, moving according to some stochastic dynamics, undergoes random interruptions that bring it to a selected domain, and then, the process recommences. Hitherto, the resetting mechanism…

Statistical Mechanics · Physics 2020-12-08 Carlos A. Plata , Deepak Gupta , Sandro Azaele

A prevailing viewpoint in palaeoclimate science is that a single palaeoclimate record contains insufficient information to discriminate between most competing explanatory models. Results we present here suggest the contrary. Using SMC^2…

Applications · Statistics 2018-01-25 Jake Carson , Michel Crucifix , Simon Preston , Richard D. Wilkinson
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