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We propose a technique for reformulation of state and parameter estimation problems as that of matching explicitly computable definite integrals with known kernels to data. The technique applies for a class of systems of nonlinear ordinary…

Optimization and Control · Mathematics 2013-09-11 I. Yu. Tyukin , A. N. Gorban

In some estimation problems, especially in applications dealing with information theory, signal processing and biology, theory provides us with additional information allowing us to restrict the parameter space to a finite number of points.…

Methodology · Statistics 2012-07-25 Christine Choirat , Raffaello Seri

When inferring parameters from a Gaussian-distributed data set by computing a likelihood, a covariance matrix is needed that describes the data errors and their correlations. If the covariance matrix is not known a priori, it may be…

Cosmology and Nongalactic Astrophysics · Physics 2016-01-27 Elena Sellentin , Alan F. Heavens

Bayesian methods have been very successful in quantifying uncertainty in physics-based problems in parameter estimation and prediction. In these cases, physical measurements y are modeled as the best fit of a physics-based model…

Data Analysis, Statistics and Probability · Physics 2015-02-06 Dave Higdon , Jordan D. McDonnell , Nicolas Schunck , Jason Sarich , Stefan M. Wild

The aim of the paper is to examine the computational complexity and algorithmics of enumeration, the task to output all solutions of a given problem, from the point of view of parameterized complexity. First we define formally different…

Computational Complexity · Computer Science 2013-06-11 Nadia Creignou , Arne Meier , Julian-Steffen Müller , Johannes Schmidt , Heribert Vollmer

Incomplete data are common in practical applications. Most predictive machine learning models do not handle missing values so they require some preprocessing. Although many algorithms are used for data imputation, we do not understand the…

Machine Learning · Statistics 2020-07-07 Katarzyna Woźnica , Przemysław Biecek

The vast majority of work in self-supervised learning, both theoretical and empirical (though mostly the latter), have largely focused on recovering good features for downstream tasks, with the definition of "good" often being intricately…

Machine Learning · Computer Science 2022-02-21 Bingbin Liu , Daniel Hsu , Pradeep Ravikumar , Andrej Risteski

Our paper deals with inferring simulator-based statistical models given some observed data. A simulator-based model is a parametrized mechanism which specifies how data are generated. It is thus also referred to as generative model. We…

Machine Learning · Statistics 2016-01-01 Michael U. Gutmann , Jukka Corander

Mechanistic dynamic models of biochemical networks such as Ordinary Differential Equations (ODEs) contain unknown parameters like the reaction rate constants and the initial concentrations of the compounds. The large number of parameters as…

Data Analysis, Statistics and Probability · Physics 2017-08-14 Clemens Kreutz , Andreas Raue , Jens Timmer

Differential equation discovery, a machine learning subfield, is used to develop interpretable models, particularly in nature-related applications. By expertly incorporating the general parametric form of the equation of motion and…

Machine Learning · Computer Science 2024-02-23 Alexander Hvatov , Roman Titov

Machine Learning explainability techniques have been proposed as a means of `explaining' or interrogating a model in order to understand why a particular decision or prediction has been made. Such an ability is especially important at a…

Machine Learning · Statistics 2022-02-28 Matthew J. Vowels

Bayesian neural networks (BNNs) have recently regained a significant amount of attention in the deep learning community due to the development of scalable approximate Bayesian inference techniques. There are several advantages of using a…

Machine Learning · Statistics 2023-05-02 Aliaksandr Hubin , Geir Storvik

We provide an analytical argument for understanding the likely nature of parameter shifts between those coming from an analysis of a dataset and from a subset of that dataset, assuming differences are down to noise and any intrinsic…

Instrumentation and Methods for Astrophysics · Physics 2020-10-28 Steven Gratton , Anthony Challinor

The increasing availability of experimental data has intensified interest in calibrating stochastic models, raising fundamental questions about parameter identifiability. Structural identifiability determines whether parameters can be…

Methodology · Statistics 2026-05-14 Arianna Ceccarelli , Alexander P. Browning , Ruth E. Baker

Reliable probability estimation is of crucial importance in many real-world applications where there is inherent (aleatoric) uncertainty. Probability-estimation models are trained on observed outcomes (e.g. whether it has rained or not, or…

As the frontiers of applied statistics progress through increasingly complex experiments we must exploit increasingly sophisticated inferential models to analyze the observations we make. In order to avoid misleading or outright erroneous…

Methodology · Statistics 2018-03-23 Michael Betancourt

In a statistical analysis in Particle Physics, nuisance parameters can be introduced to take into account various types of systematic uncertainties. The best estimate of such a parameter is often modeled as a Gaussian distributed variable…

Data Analysis, Statistics and Probability · Physics 2019-02-25 Glen Cowan

Calibration or parameter identification is used with computational mechanics models related to observed data of the modeled process to find model parameters such that good similarity between model prediction and observation is achieved. We…

Computational Engineering, Finance, and Science · Computer Science 2022-12-26 Harald Willmann , Jonas Nitzler , Sebastian Brandstaeter , Wolfgang A. Wall

To accurately reproduce measurements from the real world, simulators need to have an adequate model of the physical system and require the parameters of the model be identified. We address the latter problem of estimating parameters through…

Robotics · Computer Science 2022-03-01 Eric Heiden , Christopher E. Denniston , David Millard , Fabio Ramos , Gaurav S. Sukhatme

Inferring parameters of macro-kinetic growth models, typically represented by Ordinary Differential Equations (ODE), from the experimental data is a crucial step in bioprocess engineering. Conventionally, estimates of the parameters are…

Machine Learning · Computer Science 2023-12-07 Maxim Borisyak , Stefan Born , Peter Neubauer , Mariano Nicolas Cruz-Bournazou