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We deal with Bayesian inference for Beta autoregressive processes. We restrict our attention to the class of conditionally linear processes. These processes are particularly suitable for forecasting purposes, but are difficult to estimate…

Statistics Theory · Mathematics 2010-08-03 R. Casarin , L. Dalla Valle , F. Leisen

System identification is of special interest in science and engineering. This article is concerned with a system identification problem arising in stochastic dynamic systems, where the aim is to estimate the parameters of a system along…

Methodology · Statistics 2022-01-27 Christos Merkatas , Simo Särkkä

We discuss Bayesian inference (BI) for the probabilistic identification of material parameters. This contribution aims to shed light on the use of BI for the identification of elastoplastic material parameters. For this purpose a single…

Computational Engineering, Finance, and Science · Computer Science 2017-01-17 Hussein Rappel , Lars A. A. Beex , Jack S. Hale , Stephane P. A. Bordas

This paper proposes a probabilistic Bayesian formulation for system identification (ID) and estimation of nonseparable Hamiltonian systems using stochastic dynamic models. Nonseparable Hamiltonian systems arise in models from diverse…

Dynamical Systems · Mathematics 2022-09-19 Harsh Sharma , Nicholas Galioto , Alex A. Gorodetsky , Boris Kramer

Bayesian inference is a widely used technique for real-time characterization of quantum systems. It excels in experimental characterization in the low data regime, and when the measurements have degrees of freedom. A decisive factor for its…

Quantum Physics · Physics 2025-07-10 Alexandra Ramôa , Raffaele Santagati , Nathan Wiebe

Mixture model-based clustering has become an increasingly popular data analysis technique since its introduction over fifty years ago, and is now commonly utilized within a family setting. Families of mixture models arise when the component…

Methodology · Statistics 2019-11-11 Sanjeena Subedi , Paul D. McNicholas

The high-fidelity characterization of soft, tissue-like materials under ultra-high-strain-rate conditions is critical in engineering and medicine. Still, it remains challenging due to limited optical access, sensitivity to initial…

The prediction of crack initiation and propagation in ductile failure processes are challenging tasks for the design and fabrication of metallic materials and structures on a large scale. Numerical aspects of ductile failure dictate a…

Numerical Analysis · Mathematics 2021-04-23 Nima Noii , Amirreza Khodadadian , Jacinto Ulloa , Fadi Aldakheel , Thomas Wick , Stijn Francois , Peter Wriggers

Model informed precision dosing (MIPD) is a Bayesian framework to individualize drug therapy based on prior knowledge and patient-specific monitoring data. Typically, prior knowledge results from controlled clinical trials with a more…

Computation · Statistics 2025-05-27 Franziska Thoma , Niklas Hartung , Manfred Opper , Wilhelm Huisinga

Bayesian parameter estimation provides a systematic approach to compare heavy ion collision models with measurements, leading to constraints on the properties of nuclear matter with proper accounting of experimental and theoretical…

Nuclear Theory · Physics 2023-05-31 Brandon Weiss , Jean-François Paquet , Steffen A. Bass

Hamiltonian parameter estimation is crucial in condensed matter physics, but time and cost consuming in terms of resources used. With advances in observation techniques, high-resolution images with more detailed information are obtained,…

Disordered Systems and Neural Networks · Physics 2019-11-15 Dingchen Wang , Songrui Wei , Anran Yuan , Fanghua Tian , Kaiyan Cao , Qizhong Zhao , Dezhen Xue , Sen Yang

Accurate plasma state reconstruction will be crucial for the success of ITER and future fusion plants, but the harsh conditions of a burning plasma will make diagnostic operation more challenging than in current machines. Integrated data…

With the increased application of model-based whole-body control in legged robots, there has been a resurgence of research interest into methods for accurate system identification. An important class of methods focuses on the inertial…

Robotics · Computer Science 2021-05-12 Patrick M. Wensing , Sangbae Kim , Jean-Jacques Slotine

Dynamical system state estimation and parameter calibration problems are ubiquitous across science and engineering. Bayesian approaches to the problem are the gold standard as they allow for the quantification of uncertainties and enable…

Data Analysis, Statistics and Probability · Physics 2024-11-12 Kairui Hao , Ilias Bilionis

Machine learning methods usually depend on internal parameters -- so called hyperparameters -- that need to be optimized for best performance. Such optimization poses a burden on machine learning practitioners, requiring expert knowledge,…

Chemical Physics · Physics 2020-04-03 Annika Stuke , Patrick Rinke , Milica Todorović

Numerous industrial thermal processes and fluid processes can be described by distributed parameter systems (DPSs), wherein many process parameters and variables vary in space and time. Early internal abnormalities in the DPS may develop…

Signal Processing · Electrical Eng. & Systems 2023-12-04 Peng Wei , Han-Xiong Li

In this article a novel approach for training deep neural networks using Bayesian techniques is presented. The Bayesian methodology allows for an easy evaluation of model uncertainty and additionally is robust to overfitting. These are…

Machine Learning · Computer Science 2019-04-03 Konstantin Posch , Jürgen Pilz

In this thesis, I explore the possibilities of conducting Bayesian optimization techniques in high dimensional domains. Although high dimensional domains can be defined to be between hundreds and thousands of dimensions, we will primarily…

Machine Learning · Computer Science 2020-10-09 David Yenicelik

Correctly setting the parameters of a production machine is essential to improve product quality, increase efficiency, and reduce production costs while also supporting sustainability goals. Identifying optimal parameters involves an…

Machine Learning · Computer Science 2025-03-24 Philipp Wagner , Tobias Nagel , Philipp Leube , Marco F. Huber

In recent years, the integration of additive manufacturing (AM) and industrial robotics has opened new perspectives for the production of complex components, particularly in the automotive sector. Robot-assisted additive manufacturing…

Robotics · Computer Science 2026-04-03 Alessandro Dimauro , Davide Tebaldi , Fabio Pini , Luigi Biagiotti , Francesco Leali