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We propose a new framework for imposing monotonicity constraints in a Bayesian nonparametric setting based on numerical solutions of stochastic differential equations. We derive a nonparametric model of monotonic functions that allows for…

Machine Learning · Statistics 2020-02-26 Ivan Ustyuzhaninov , Ieva Kazlauskaite , Carl Henrik Ek , Neill D. F. Campbell

Data-driven methods have demonstrated strong predictive capabilities in fluid mechanics, yet most current applications still focus on simplified configurations, often characterised by statistical stationarity or limited temporal…

Fluid Dynamics · Physics 2025-11-21 Miguel M. Valero , Marcello Meldi

We investigate the use of normalizing flow (NF) models as flexible priors in Bayesian inference via Markov Chain Monte Carlo (MCMC) sampling for iterative Bayesian calibration. Trained on posteriors from previous analyses, these models can…

Nuclear Theory · Physics 2026-04-02 Hendrik Roch , Chun Shen

An imprecise Bayesian nonparametric approach to system reliability with multiple types of components is developed. This allows modelling partial or imperfect prior knowledge on component failure distributions in a flexible way through…

Methodology · Statistics 2016-09-19 Gero Walter , Louis J. M. Aslett , Frank P. A. Coolen

Despite the remarkable success of sampling-based generative models such as flow matching, they can still produce samples of inconsistent or degraded quality. To assess sample reliability and generate higher-quality outputs, we propose…

Computer Vision and Pattern Recognition · Computer Science 2026-05-14 Juyeop Han , Lukas Lao Beyer , Sertac Karaman

Linear mixed-effects models are a central analytical tool for modeling hierarchical and longitudinal data, as they allow simultaneous representation of fixed and random sources of variation. In practice, inference for such models is most…

Methodology · Statistics 2026-02-12 Hilde Vinje , Lars Erik Gangsei

Source separation is one of the signal processing's main emerging domain. Many techniques such as maximum likelihood (ML), Infomax, cumulant matching, estimating function, etc. have been used to address this difficult problem.…

Mathematical Physics · Physics 2009-10-31 Ali Mohammad-Djafari

For a long investment time horizon, it is preferable to rebalance the portfolio weights at intermediate times. This necessitates a multi-period market model in which portfolio optimization is usually done through dynamic programming.…

Portfolio Management · Quantitative Finance 2024-05-29 Shubhangi Sikaria , Rituparna Sen , Neelesh S. Upadhye

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,…

Methodology · Statistics 2018-12-18 Jiacheng Wu , Jian-Xun Wang , Shawn C. Shadden

Modeling yield stress fluids in complex flow scenarios presents significant challenges, particularly because conventional rheological characterization methods often yield material parameters that are not fully representative of the…

We propose a machine learning framework based on Flow Matching (FM) to identify critical properties in many-body systems efficiently. Using the 2D XY model as a benchmark, we demonstrate that a single network, trained only on configurations…

Statistical Mechanics · Physics 2026-01-06 Qian-Rui Lee , Daw-Wei Wang

Bayesian models often involve a small set of hyperparameters determined by maximizing the marginal likelihood. Bayesian optimization is a popular iterative method where a Gaussian process posterior of the underlying function is sequentially…

Computation · Statistics 2022-08-18 Oskar Gustafsson , Mattias Villani , Pär Stockhammar

Generative modeling of crystal data distribution is an important yet challenging task due to the unique periodic physical symmetry of crystals. Diffusion-based methods have shown early promise in modeling crystal distribution. More…

Machine Learning · Computer Science 2025-02-05 Hanlin Wu , Yuxuan Song , Jingjing Gong , Ziyao Cao , Yawen Ouyang , Jianbing Zhang , Hao Zhou , Wei-Ying Ma , Jingjing Liu

Performance analysis is challenging as different components (e.g.,different libraries, and applications) of a complex system can interact with each other. However, few existing tools focus on understanding such interactions. To bridge this…

Performance · Computer Science 2024-10-24 Steven , Tang , Mingcan Xiang , Yang Wang , Bo Wu , Jianjun Chen , Tongping Liu

The problem is target motion analysis (TMA), where the objective is to estimate the state of a moving target from noise corrupted bearings-only measurements. The focus is on recursive TMA, traditionally solved using the Bayesian filters…

Computational Engineering, Finance, and Science · Computer Science 2018-06-04 Branko Ristic , Jeremie Houssineau , Sanjeev Arulampalam

We present the Materials Learning Algorithms (MALA) package, a scalable machine learning framework designed to accelerate density functional theory (DFT) calculations suitable for large-scale atomistic simulations. Using local descriptors…

A key quantity of interest in Bayesian inference are expectations of functions with respect to a posterior distribution. Markov Chain Monte Carlo is a fundamental tool to consistently compute these expectations via averaging samples drawn…

Machine Learning · Statistics 2015-02-10 Heiko Strathmann , Dino Sejdinovic , Mark Girolami

Rolling bearings are critical components in rotating machinery, and their faults can cause severe damage. Early detection of abnormalities is crucial to prevent catastrophic accidents. Traditional and intelligent methods have been used to…

Computer Vision and Pattern Recognition · Computer Science 2023-04-12 Weiyang Jin

Untargeted metabolomics based on liquid chromatography-mass spectrometry technology is quickly gaining widespread application given its ability to depict the global metabolic pattern in biological samples. However, the data is noisy and…

Methodology · Statistics 2026-03-24 Guoxuan Ma , Jian Kang , Tianwei Yu

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