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This work deals with an inverse two-dimensional nonlinear heat conduction problem to determine the top and lateral surface transfer coefficients. For this, the \textsc{B}ayesian framework with the \textsc{M}arkov Chain \textsc{M}onte…

Computational Engineering, Finance, and Science · Computer Science 2022-06-20 Julien Berger , Clemence Legros

Parameters in climate models are usually calibrated manually, exploiting only small subsets of the available data. This precludes both optimal calibration and quantification of uncertainties. Traditional Bayesian calibration methods that…

Statistics Theory · Mathematics 2021-10-04 Oliver R. A. Dunbar , Alfredo Garbuno-Inigo , Tapio Schneider , Andrew M. Stuart

We consider geothermal inverse problems and uncertainty quantification from a Bayesian perspective. Our main goal is to make standard, `out-of-the-box' Markov chain Monte Carlo (MCMC) sampling more feasible for complex simulation models by…

In statistical modeling of computer experiments sometimes prior information is available about the underlying function. For example, the physical system simulated by the computer code may be known to be monotone with respect to some or all…

Methodology · Statistics 2014-06-17 Shirin Golchi , Derek R. Bingham , Hugh Chipman , David A. Campbell

Bayesian inference provides a methodology for parameter estimation and uncertainty quantification in machine learning and deep learning methods. Variational inference and Markov Chain Monte-Carlo (MCMC) sampling methods are used to…

Machine Learning · Statistics 2024-08-27 Rohitash Chandra , Joshua Simmons

Markov processes are used in a wide range of disciplines, including finance. The transition densities of these processes are often unknown. However, the conditional characteristic functions are more likely to be available, especially for…

Statistics Theory · Mathematics 2013-02-04 Song X. Chen , Liang Peng , Cindy L. Yu

Employing Bayesian inference to calibrate constitutive model parameters has grown substantially in recent years. Among the available techniques, Markov Chain Monte Carlo (MCMC) sampling remains one of the most widely used approaches for…

Computational Engineering, Finance, and Science · Computer Science 2026-04-02 Aricia Rinkens , Rodrigo L. S. Silva , Erik Quaeghebeur , Nick Jaensson , Clemens Verhoosel

We introduce a computational framework to statistically infer thermophysical properties of any given wall from in-situ measurements of air temperature and surface heat fluxes. The proposed framework uses these measurements, within a…

Applications · Statistics 2018-08-16 Lia De Simon , Marco Iglesias , Benjamin Jones , Christopher Wood

The thermal transport community is increasingly interested in rigorous uncertainty quantification (UQ) of their measurements. In this work, we argue that Bayesian parameter estimation (BPE) represents a powerful framework for both…

Materials Science · Physics 2025-12-17 Jeremy Drew , Shravan Godse , Yuxing Liang , Abhishek Pathak , Jonathan A. Malen , Rachel C. Kurchin

Phase diagrams serve as a highly informative tool for materials design, encapsulating information about the phases that a material can manifest under specific conditions. In this work, we develop a method in which Bayesian inference is…

Materials Science · Physics 2023-09-06 Timofei Miryashkin , Olga Klimanova , Vladimir Ladygin , Alexander Shapeev

The main challenges that arise when adopting Gaussian Process priors in probabilistic modeling are how to carry out exact Bayesian inference and how to account for uncertainty on model parameters when making model-based predictions on…

Machine Learning · Statistics 2014-04-08 Maurizio Filippone , Mark Girolami

Telling apart the cause and effect between two random variables with purely observational data is a challenging problem that finds applications in various scientific disciplines. A key principle utilized in this task is the algorithmic…

Machine Learning · Computer Science 2025-08-15 Quang-Duy Tran , Bao Duong , Phuoc Nguyen , Thin Nguyen

We investigated the accelerated prediction of the thermal conductivity of materials through end- to-end structure-based approaches employing machine learning methods. Due to the non-availability of high-quality thermal conductivity data, we…

Materials Science · Physics 2023-11-07 Yagyank Srivastava , Ankit Jain

Experimental calibration of dynamic thermal models is required for model predictive control and characterization of building energy performance. In these applications, the uncertainty assessment of the parameter estimates is decisive; this…

Applications · Statistics 2019-04-25 L. Raillon , Christian Ghiaus

A common approach to assess the performance of fire insulation panels is the component additive method (CAM). The parameters of the CAM are based on the temperature-dependent thermal material properties of the panels. These material…

Applications · Statistics 2020-01-08 P. -R. Wagner , R. Fahrni , M. Klippel , A. Frangi , B. Sudret

Bayesian neural learning feature a rigorous approach to estimation and uncertainty quantification via the posterior distribution of weights that represent knowledge of the neural network. This not only provides point estimates of optimal…

Machine Learning · Computer Science 2018-11-13 Rohitash Chandra , Konark Jain , Ratneel V. Deo , Sally Cripps

Quantum thermometry exploits the high level of control in coherent devices to offer enhanced precision for temperature estimation. This highlights the need for constructing concrete estimation strategies. Of particular importance is…

Quantum Physics · Physics 2022-02-02 Gabriel O. Alves , Gabriel T. Landi

The parameters of a discrete stationary Markov model are transition probabilities between states. Traditionally, data consist in sequences of observed states for a given number of individuals over the whole observation period. In such a…

Computation · Statistics 2012-04-30 Alberto Pasanisi , Shuai Fu , Nicolas Bousquet

Computer models, aiming at simulating a complex real system, are often calibrated in the light of data to improve performance. Standard calibration methods assume that the optimal values of calibration parameters are invariant to the model…

Methodology · Statistics 2017-09-01 Georgios Karagiannis , Bledar A. Konomi , Guang Lin

Uncertainty of decisions in safety-critical engineering applications can be estimated on the basis of the Bayesian Markov Chain Monte Carlo (MCMC) technique of averaging over decision models. The use of decision tree (DT) models assists…

Artificial Intelligence · Computer Science 2010-12-03 Vitaly Schetinin , Jonathan Fieldsend , Derek Partridge , Wojtek Krzanowski , Richard Everson , Trevor Bailey , Adolfo Hernandez