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Stochastic and conditional simulation methods have been effective towards producing realistic realizations and simulations of spatial numerical models that share equal probability of occurrence. Application of these methods are valuable…

This paper introduces a novel hierarchical Bayesian model specifically designed to address challenges in Inverse Uncertainty Quantification (IUQ) for time-dependent problems in nuclear Thermal Hydraulics (TH) systems. The unique…

Applications · Statistics 2024-03-27 Chen Wang

We introduce a scalable Gaussian process (GP) framework with deep product kernels for data-driven learning of parametrized spatio-temporal fields over fixed or parameter-dependent domains. The proposed framework learns a continuous…

Machine Learning · Computer Science 2026-03-03 Srinath Dama , Prasanth B. Nair

We propose multivariate nonstationary Gaussian processes for jointly modeling multiple clinical variables, where the key parameters, length-scales, standard deviations and the correlations between the observed output, are all time…

Methodology · Statistics 2019-10-15 Rui Meng , Braden Soper , Herbert Lee , Vincent X. Liu , John D. Greene , Priyadip Ray

We construct Hamiltonian dynamics of the generalized spherically symmetric gravitational model in extended phase space. We start from the Faddeev - Popov effective action with gauge-fixing and ghost terms, making use of gauge conditions in…

General Relativity and Quantum Cosmology · Physics 2014-06-13 T. P. Shestakova

This paper reviews various applications of the theory of smooth dynamical systems to conceptual problems of nonequilibrium statistical mechanics. We adopt a new point of view which has emerged progressively in recent years, and which takes…

chao-dyn · Physics 2015-06-24 David Ruelle

Time-to-event models are commonly used to study associations between risk factors and disease outcomes in the setting of electronic health records (EHR). In recent years, focus has intensified on social determinants of health, highlighting…

Applications · Statistics 2025-11-26 Yueming Shen , Christian Pean , David Dunson , Samuel Berchuck

In this paper, we present a kernel-based, multi-task Gaussian Process (GP) model for approximating the underlying function of an individual's mobility state using a time-inhomogeneous Markov Process with two states: moves and pauses. Our…

Machine Learning · Statistics 2023-06-22 Ekin Ugurel

Terrain analysis is critical for the practical ap- plication of ground mobile robots in real-world tasks, espe- cially in outdoor unstructured environments. In this paper, we propose a novel spatial-temporal traversability assessment…

Robotics · Computer Science 2025-10-21 Zhenyu Hou , Senming Tan , Zhihao Zhang , Long Xu , Mengke Zhang , Zhaoqi He , Chao Xu , Fei Gao , Yanjun Cao

The path probability of stochastic motion of non dissipative or quasi-Hamiltonian systems is investigated by numerical experiment. The simulation model generates ideal one-dimensional motion of particles subject only to conservative forces…

Statistical Mechanics · Physics 2015-03-20 Tongling Lin , Ru Wang , W. P. Bi , A. El Kaabouchi , C. Pujos , F. Calvayrac , Q. A. Wang

We present a novel approach to investigate the long-time stochastic dynamics of multi-dimensional classical systems, in contact with a heat-bath. When the potential energy landscape is rugged, the kinetics displays a decoupling of short and…

Soft Condensed Matter · Physics 2013-05-29 O. Corradini , P. Faccioli , H. Orland

Simulation of rainfall over a region for long time-sequences can be very useful for planning and policy-making, especially in India where the economy is heavily reliant on monsoon rainfall. However, such simulations should be able to…

Applications · Statistics 2017-09-04 Adway Mitra

Cardiac cells exhibit variability in the shape and duration of their action potentials in space within a single individual. To create a mathematical model of cardiac action potentials (AP) which captures this spatial variability and also…

We investigate spatio-temporal event analysis using point processes. Inferring the dynamics of event sequences spatiotemporally has many practical applications including crime prediction, social media analysis, and traffic forecasting. In…

Machine Learning · Computer Science 2021-02-17 Fatih Ilhan , Suleyman Serdar Kozat

Human motion prediction (HMP) has emerged as a popular research topic due to its diverse applications, but it remains a challenging task due to the stochastic and aperiodic nature of future poses. Traditional methods rely on hand-crafted…

Computer Vision and Pattern Recognition · Computer Science 2024-07-18 Jiexin Wang , Yujie Zhou , Wenwen Qiang , Ying Ba , Bing Su , Ji-Rong Wen

We propose two new Bayesian smoothing methods for general state-space models with unknown parameters. The first approach is based on the particle learning and smoothing algorithm, but with an adjustment in the backward resampling weights.…

Computation · Statistics 2016-04-20 Biao Yang , Jonathan R. Stroud , Gabriel Huerta

We propose a Bayesian hidden Markov model for analyzing time series and sequential data where a special structure of the transition probability matrix is embedded to model explicit-duration semi-Markovian dynamics. Our formulation allows…

Methodology · Statistics 2022-05-23 Beniamino Hadj-Amar , Jack Jewson , Mark Fiecas

This paper proposes a new class of real-time optimization schemes to overcome system-model mismatch of uncertain processes. This work's novelty lies in integrating derivative-free optimization schemes and multi-fidelity Gaussian processes…

Machine Learning · Computer Science 2021-11-11 Panagiotis Petsagkourakis , Benoit Chachuat , Ehecatl Antonio del Rio-Chanona

We introduce the concept of numerical Gaussian processes, which we define as Gaussian processes with covariance functions resulting from temporal discretization of time-dependent partial differential equations. Numerical Gaussian processes,…

Machine Learning · Statistics 2017-03-31 Maziar Raissi , Paris Perdikaris , George Em Karniadakis

In this paper, we discuss an extension of the Split Hamiltonian Monte Carlo (Split HMC) method for Gaussian process model (GPM). This method is based on splitting the Hamiltonian in a way that allows much of the movement around the state…

Computation · Statistics 2012-07-17 Shiwei Lan , Babak Shahbaba
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