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The Markov Decision Process (MDP) is a popular framework for sequential decision-making problems, and uncertainty quantification is an essential component of it to learn optimal decision-making strategies. In particular, a Bayesian…

Machine Learning · Statistics 2025-05-06 Jiaqi Guo , Chon Wai Ho , Sumeetpal S. Singh

This study concerns the formulation and application of Bayesian optimal experimental design to symbolic discovery, which is the inference from observational data of predictive models taking general functional forms. We apply constrained…

Machine Learning · Computer Science 2022-11-30 Kenneth L. Clarkson , Cristina Cornelio , Sanjeeb Dash , Joao Goncalves , Lior Horesh , Nimrod Megiddo

One major impediment to the wider use of deep learning for clinical decision making is the difficulty of assigning a level of confidence to model predictions. Currently, deep Bayesian neural networks and sparse Gaussian processes are the…

We focus on improving the accuracy of an approximate model of a multiscale dynamical system that uses a set of parameter-dependent terms to account for the effects of unresolved or neglected dynamics on resolved scales. We start by…

Computational Physics · Physics 2019-06-26 Balasubramanya T. Nadiga , Chiyu Jiang , Daniel Livescu

Precise estimation of predictive uncertainty in deep neural networks is a critical requirement for reliable decision-making in machine learning and statistical modeling, particularly in the context of medical AI. Conformal Prediction (CP)…

Machine Learning · Computer Science 2024-01-05 Hamed Karimi , Reza Samavi

We present a mathematical framework and computational methods to optimally design a finite number of sequential experiments. We formulate this sequential optimal experimental design (sOED) problem as a finite-horizon partially observable…

Machine Learning · Computer Science 2024-03-28 Wanggang Shen , Xun Huan

Data-driven modeling is useful for reconstructing nonlinear dynamical systems when the underlying process is unknown or too expensive to compute. Having reliable uncertainty assessment of the forecast enables tools to be deployed to predict…

Methodology · Statistics 2023-11-01 Mengyang Gu , Yizi Lin , Victor Chang Lee , Diana Qiu

Parkinson's Disease (PD) medication management presents unique challenges due to heterogeneous disease progression and treatment response. Neurologists must balance symptom control with optimal dopaminergic dosing based on functional…

Machine Learning · Computer Science 2025-08-15 Ricardo Diaz-Rincon , Muxuan Liang , Adolfo Ramirez-Zamora , Benjamin Shickel

The design of multiple experiments is commonly undertaken via suboptimal strategies, such as batch (open-loop) design that omits feedback or greedy (myopic) design that does not account for future effects. This paper introduces new…

Methodology · Statistics 2016-04-29 Xun Huan , Youssef M. Marzouk

Accurate prediction of dynamical response of structural system depends on the correct modeling of that system. However, modeling becomes increasingly challenging when there are many candidate models available to describe the system…

Applications · Statistics 2025-10-06 Subhayan De , Tianhao Yu , Patrick T. Brewick , Erik A. Johnson , Steven F. Wojtkiewicz

Injection molding is a critical manufacturing process, but controlling warpage remains a major challenge due to complex thermomechanical interactions. Simulation-based optimization is widely used to address this, yet traditional methods…

Methodology · Statistics 2026-01-12 Yezhuo Li , Fan Zhang , Dhanashree Shinde , Qiong Zhang , Sai Pradeep , Srikanth Pilla , Gang Li

The development of chemical reaction models aids understanding and prediction in areas ranging from biology to electrochemistry and combustion. A systematic approach to building reaction network models uses observational data not only to…

Computational Engineering, Finance, and Science · Computer Science 2019-01-23 Nikhil Galagali , Youssef M. Marzouk

We develop an empirical Bayes procedure for estimating the cell means in an unbalanced, two-way additive model with fixed effects. We employ a hierarchical model, which reflects exchangeability of the effects within treatment and within…

Methodology · Statistics 2016-05-30 Lawrence D. Brown , Gourab Mukherjee , Asaf Weinstein

Probabilistic model checking for systems with large or unbounded state space is a challenging computational problem in formal modelling and its applications. Numerical algorithms require an explicit representation of the state space, while…

Logic in Computer Science · Computer Science 2018-06-12 Dimitrios Milios , Guido Sanguinetti , David Schnoerr

An important task in drug development is to identify patients, which respond better or worse to an experimental treatment. Identifying predictive covariates, which influence the treatment effect and can be used to define subgroups of…

Methodology · Statistics 2018-11-27 Marius Thomas , Björn Bornkamp , Katja Ickstadt

Process mining is a technique that performs an automatic analysis of business processes from a log of events with the promise of understanding how processes are executed in an organisation. Several models have been proposed to address this…

Artificial Intelligence · Computer Science 2015-03-26 Catarina Moreira

We present a Bayesian methodology for infinite as well as finite dimensional parameter identification for partial differential equation models. The Bayesian framework provides a rigorous mathematical framework for incorporating prior…

Quantitative Methods · Quantitative Biology 2016-05-17 Eduard Campillo-Funollet , Chandrasekhar Venkataraman , Anotida Madzvamuse

We discuss and develop Bayesian dynamic modelling and predictive decision synthesis for portfolio analysis. The context involves model uncertainty with a set of candidate models for financial time series with main foci in sequential…

Portfolio Management · Quantitative Finance 2024-05-06 Emily Tallman , Mike West

We develop a set of algorithms to solve a broad class of Design of Experiment (DoE) problems efficiently. Specifically, we consider problems in which one must choose a subset of polymers to test in experiments such that the learning of the…

Quantitative Methods · Quantitative Biology 2024-08-06 Swagatam Mukhopadhyay

Human motion prediction is an important and challenging topic that has promising prospects in efficient and safe human-robot-interaction systems. Currently, the majority of the human motion prediction algorithms are based on deterministic…

Robotics · Computer Science 2021-07-15 Jie Xu , Xingyu Chen , Xuguang Lan , Nanning Zheng
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