Related papers: A Bayesian Approach to Atmospheric Circulation Reg…
I introduce a general, Bayesian method for modelling univariate time series data assumed to be drawn from a continuous, stochastic process. The method accommodates arbitrary temporal sampling, and takes into account measurement…
The increased availability of observation data from engineering systems in operation poses the question of how to incorporate this data into finite element models. To this end, we propose a novel statistical construction of the finite…
In the Bayesian approach to probability theory, probability quantifies a degree of belief for a single trial, without any a priori connection to limiting frequencies. In this paper we show that, despite being prescribed by a fundamental…
The standard approach to Bayesian inference is based on the assumption that the distribution of the data belongs to the chosen model class. However, even a small violation of this assumption can have a large impact on the outcome of a…
Uncertainty quantification is essential when dealing with ill-conditioned inverse problems due to the inherent nonuniqueness of the solution. Bayesian approaches allow us to determine how likely an estimation of the unknown parameters is…
Representing and quantifying uncertainty in physical parameterisations is a central challenge in weather and climate modelling, and approaches are often developed separately for different timescales. Here, we introduce a unified framework…
One of the pivotal tasks in scientific machine learning is to represent underlying dynamical systems from time series data. Many methods for such dynamics learning explicitly require the derivatives of state data, which are not directly…
To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime (the first passage time) of a system. The statistical distributions that can be obtained out of the mesoscopic description…
Many real world problems exhibit patterns that have periodic behavior. For example, in astrophysics, periodic variable stars play a pivotal role in understanding our universe. An important step when analyzing data from such processes is the…
Past research on pedestrian trajectory forecasting mainly focused on deterministic predictions which provide only point estimates of future states. These future estimates can help an autonomous vehicle plan its trajectory and avoid…
In this article, we propose a novel method for sampling potential functions based on noisy observation data of a finite number of observables in quantum canonical ensembles, which leads to the accurate sampling of a wide class of test…
Short-term forecasting is an important tool in understanding environmental processes. In this paper, we incorporate machine learning algorithms into a conditional distribution estimator for the purposes of forecasting tropical cyclone…
Clustering is a crucial task in various domains of knowledge, including medicine, epidemiology, genomics, environmental science, economics, and visual sciences, among others. Methodologies for inferring the number of clusters have often…
In this thesis we deal with two different topics. In the first half we investigate how the Bayesian formalism can be introduced into the problem of quantum thermometry -- a field which exploits the high level of control in coherent devices…
This work considers state dynamics driven by Periodic Autoregressive Moving Average noise, and control of the system over time. Such processes appear frequently in applications involving the environment, such as energy and agriculture.…
Predicting the winner of an election is of importance to multiple stakeholders. To formulate the problem, we consider an independent sequence of categorical data with a finite number of possible outcomes in each. The data is assumed to be…
In this article we focus on the propagation of a beam of particles guided by a transversely confining potential. We consider different regimes. In the classical regime, we describe the beam by means of a set of hydrodynamic-like equations.…
Stratospheric aerosols play an important role in the earth system and can affect the climate on timescales of months to years. However, estimating the characteristics of partially observed aerosol injections, such as those from volcanic…
Environmental processes resolved at a sufficiently small scale in space and time will inevitably display non-stationary behavior. Such processes are both challenging to model and computationally expensive when the data size is large.…
Tracking on the rotation group is a key component of many modern systems for estimation of the motion of rigid bodies. To address this problem, here we describe a Bayesian algorithm that relies on directional measurements for tracking on…