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Dynamically rescaled Hamiltonian Monte Carlo (DRHMC) is introduced as a computationally fast and easily implemented method for performing full Bayesian analysis in hierarchical statistical models. The method relies on introducing a modified…

Computation · Statistics 2018-10-23 Tore Selland Kleppe

Recently, a new probabilistic "data fusion" framework based on Bayesian principles has been developed on JET and W7-AS. The Bayesian analysis framework folds in uncertainties and inter-dependencies in the diagnostic data and signal…

Plasma Physics · Physics 2010-02-18 M. J. Hole , G. von Nessi , J. Bertram , J. Svensson , L. C. Appel , B. D. Blackwell , R. L. Dewar , J. Howard

Methane gas hydrates have increasingly become a topic of interest because of their potential as a future energy resource. There are significant economical and environmental risks associated with extraction from hydrate reservoirs, so a…

Numerical Analysis · Mathematics 2019-08-28 Mario Teixeira Parente , Steven Mattis , Shubhangi Gupta , Christian Deusner , Barbara Wohlmuth

We construct a "hyperparameter matrix" statistical method for performing the joint analyses of multiple correlated astronomical data sets, in which the weights of data sets are determined by their own statistical properties. This method is…

Instrumentation and Methods for Astrophysics · Physics 2014-05-20 Yin-Zhe Ma , Aaron Berndsen

Finite element model updating is challenging because 1) the problem is oftentimes underdetermined while the measurements are limited and/or incomplete; 2) many combinations of parameters may yield responses that are similar with respect to…

Applications · Statistics 2021-07-28 Kai Zhou , Jiong Tang

Online parameter identification is of importance, e.g., for model predictive control. Since the parameters have to be identified simultaneously to the process of the modeled system, dynamical update laws are used for state and parameter…

Numerical Analysis · Mathematics 2016-04-20 Romana Boiger , Barbara Kaltenbacher

Hierarchical Bayesian models are increasingly used in large, inhomogeneous complex network dynamical systems by modeling parameters as draws from a hyperparameter-governed distribution. However, theoretical guarantees for these estimates as…

Statistics Theory · Mathematics 2026-01-23 Yi Yu , Yubo Hou , Yinchong Wang , Nan Zhang , Jianfeng Feng , Wenlian Lu

In the context of modern environmental and societal concerns, there is an increasing demand for methods able to identify management strategies for civil engineering systems, minimizing structural failure risks while optimally planning…

Artificial Intelligence · Computer Science 2023-04-17 Pablo G. Morato , Charalampos P. Andriotis , Konstantinos G. Papakonstantinou , Philippe Rigo

Autonomous Experimentation Platforms (AEPs) are advanced manufacturing platforms that, under intelligent control, can sequentially search the material design space (MDS) and identify parameters with the desired properties. At the heart of…

Machine Learning · Computer Science 2023-02-28 Ahmed Shoyeb Raihan , Imtiaz Ahmed

Recent work has shown constrained Bayesian optimization to be a powerful technique for the optimization of industrial processes. In complex manufacturing processes, the possibility to run extensive sequences of experiments with the goal of…

Systems and Control · Electrical Eng. & Systems 2022-05-12 Xavier Guidetti , Alisa Rupenyan , Lutz Fassl , Majid Nabavi , John Lygeros

Feature selection, identifying a subset of variables that are relevant for predicting a response, is an important and challenging component of many methods in statistics and machine learning. Feature selection is especially difficult and…

Quantitative Methods · Quantitative Biology 2014-08-01 Charles K. Fisher , Pankaj Mehta

The reconstruction of the structure of biological tissue using electromyographic data is a non-invasive imaging method with diverse medical applications. Mathematically, this process is an inverse problem. Furthermore, electromyographic…

Numerical Analysis · Mathematics 2021-05-26 Anna Rörich , Tim A. Werthmann , Dominik Göddeke , Lars Grasedyck

For many optimization problems it is possible to define a distance metric between problem variables that correlates with the likelihood and strength of interactions between the variables. For example, one may define a metric so that the…

Neural and Evolutionary Computing · Computer Science 2012-01-12 Martin Pelikan , Mark W. Hauschild

Isogeometric analysis was proposed to bridge the gap between computer-aided design and numerical discretization. However, standard multi-patch isogeometric analysis mandates conformal discretizations across patch interfaces, posing…

Computational Engineering, Finance, and Science · Computer Science 2026-04-09 Yusuf T. Elbadry , Giuliano Guarino , Pablo Antolín , Oliver Weeger

Bayesian model updating provides a rigorous probabilistic framework for calibrating finite element (FE) models with quantified uncertainties, thereby enhancing damage assessment, response prediction, and performance evaluation of…

Applications · Statistics 2026-04-27 Taro Yaoyama , Tatsuya Itoi , Jun Iyama

Monte Carlo algorithms, such as Markov chain Monte Carlo (MCMC) and Hamiltonian Monte Carlo (HMC), are routinely used for Bayesian inference in generalized linear models; however, these algorithms are prohibitively slow in massive data…

Computation · Statistics 2020-08-31 Nariankadu D. Shyamalkumar , Sanvesh Srivastava

The accuracy of some density functional (DF) models, widely used in material science, depends on empirical or free parameters which are commonly tuned using reference physical properties. The optimal value of the free parameters is…

Computational Physics · Physics 2020-07-01 Rodrigo A. Vargas-Hernández

This work considers black-box Bayesian inference over high-dimensional parameter spaces. The well-known adaptive Metropolis (AM) algorithm of (Haario etal. 2001) is extended herein to scale asymptotically uniformly with respect to the…

Computation · Statistics 2017-02-07 Yuxin Chen , David Keyes , Kody J. H. Law , Hatem Ltaief

We consider the problem of identifying the acoustic impedance of a wall surface from noisy pressure measurements in a closed room using a Bayesian approach. The room acoustics is modeled by the interior Helmholtz equation with impedance…

Numerical Analysis · Mathematics 2024-12-17 Nick Wulbusch , Reinhild Roden , Matthias Blau , Alexey Chernov

In high-dimensional prediction problems, where the number of features may greatly exceed the number of training instances, fully Bayesian approach with a sparsifying prior is known to produce good results but is computationally challenging.…

Methodology · Statistics 2018-10-15 Juho Piironen , Aki Vehtari