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Effective forces -- derived from experimental or {\it in silico} molecular dynamics time traces -- are critical in developing reduced and computationally efficient descriptions of otherwise complex dynamical problems. Thus, designing…

Biological Physics · Physics 2019-08-29 J Shepard Bryan , Ioannis Sgouralis , Steve Pressé

The Bayesian approach to Inverse Problems relies predominantly on Markov Chain Monte Carlo methods for posterior inference. The typical nonlinear concentration of posterior measure observed in many such Inverse Problems presents severe…

Computation · Statistics 2016-02-17 Shiwei Lan , Tan Bui-Thanh , Mike Christie , Mark Girolami

We introduce a Bayesian Gaussian process latent variable model that explicitly captures spatial correlations in data using a parameterized spatial kernel and leveraging structure-exploiting algebra on the model covariance matrices for…

Machine Learning · Statistics 2018-05-23 Steven Atkinson , Nicholas Zabaras

Adaptive or dynamic signal sampling in sensing systems can adapt subsequent sampling strategies based on acquired signals, thereby potentially improving image quality and speed. This paper proposes a Bayesian method for adaptive sampling…

Signal Processing · Electrical Eng. & Systems 2023-02-28 Guanhua Wang , Douglas C. Noll , Jeffrey A. Fessler

We consider the Bayesian approach to the linear Gaussian inference problem of inferring the initial condition of a linear dynamical system from noisy output measurements taken after the initial time. In practical applications, the large…

Systems and Control · Electrical Eng. & Systems 2021-11-29 Elizabeth Qian , Jemima M. Tabeart , Christopher Beattie , Serkan Gugercin , Jiahua Jiang , Peter R. Kramer , Akil Narayan

Bayesian estimation is a powerful theoretical paradigm for the operation of quantum sensors. However, the Bayesian method for statistical inference generally suffers from demanding calibration requirements that have so far restricted its…

Quantum Physics · Physics 2021-09-22 Samuel P. Nolan , Augusto Smerzi , Luca Pezzè

Intensive longitudinal studies are becoming progressively more prevalent across many social science areas, especially in psychology. New technologies like smart-phones, fitness trackers, and the Internet of Things make it much easier than…

Methodology · Statistics 2019-06-17 Yunxiao Chen , Siliang Zhang

A variational inference-based framework for training a multi-output Gaussian process latent variable model, specifically tailored to the tails-up spatio-temporal stream network, is developed. Training, given a censored observational data…

Methodology · Statistics 2026-05-21 Marno Basson , Tobias M. Louw , Theresa R. Smith

We propose a novel Bayesian approach to modelling nonlinear alignments of time series based on latent shared information. We apply the method to the real-world problem of finding common structure in the sensor data of wind turbines…

Machine Learning · Statistics 2018-05-24 Markus Kaiser , Clemens Otte , Thomas Runkler , Carl Henrik Ek

We discuss the design of an invariant measure-preserving transformed dynamics for the numerical treatment of Langevin dynamics based on rescaling of time, with the goal of sampling from an invariant measure. Given an appropriate monitor…

Numerical Analysis · Mathematics 2024-08-30 Alix Leroy , Benedict Leimkuhler , Jonas Latz , Desmond J. Higham

Recent progress in machine learning methods, and the emerging availability of programmable interfaces for scanning probe microscopes (SPMs), have propelled automated and autonomous microscopies to the forefront of attention of the…

Materials Science · Physics 2022-08-22 Maxim Ziatdinov , Yongtao Liu , Kyle Kelley , Rama Vasudevan , Sergei V. Kalinin

Although linear regression models are fundamental tools in statistical science, the estimation results can be sensitive to outliers. While several robust methods have been proposed in frequentist frameworks, statistical inference is not…

Methodology · Statistics 2020-07-15 Shintaro Hashimoto , Shonosuke Sugasawa

Bayesian inference and the use of posterior or posterior predictive probabilities for decision making have become increasingly popular in clinical trials. The current practice in Bayesian clinical trials relies on a hybrid…

Methodology · Statistics 2024-04-30 Shirin Golchi , James Willard

Gaussian Process (GP) emulators are widely used to approximate complex computer model behaviour across the input space. Motivated by the problem of coupling computer models, recently progress has been made in the theory of the analysis of…

Applications · Statistics 2022-04-20 Victoria Volodina , Nikki Sonenberg , Peter Challenor , Jim Q. Smith

This work proposes a Bayesian inference method for the reduced-order modeling of time-dependent systems. Informed by the structure of the governing equations, the task of learning a reduced-order model from data is posed as a Bayesian…

Numerical Analysis · Mathematics 2023-01-18 Mengwu Guo , Shane A. McQuarrie , Karen E. Willcox

Bayesian shrinkage methods have generated a lot of recent interest as tools for high-dimensional regression and model selection. These methods naturally facilitate tractable uncertainty quantification and incorporation of prior information.…

Methodology · Statistics 2017-04-21 Bala Rajaratnam , Doug Sparks , Kshitij Khare , Liyuan Zhang

Statistical inference can be seen as information processing involving input information and output information that updates belief about some unknown parameters. We consider the Bayesian framework for making inferences about dynamical…

Statistics Theory · Mathematics 2022-01-17 Artur O. Lopes , Silvia R. C. Lopes , Paulo Varandas

Gaussian processes allow for flexible specification of prior assumptions of unknown dynamics in state space models. We present a procedure for efficient Bayesian learning in Gaussian process state space models, where the representation is…

Computation · Statistics 2016-04-18 Andreas Svensson , Arno Solin , Simo Särkkä , Thomas B. Schön

We propose an algorithm for the efficient and robust sampling of the posterior probability distribution in Bayesian inference problems. The algorithm combines the local search capabilities of the Manifold Metropolis Adjusted Langevin…

Gaussian graphical models are widely used to infer dependence structures. Bayesian methods are appealing to quantify uncertainty associated with structural learning, i.e., the plausibility of conditional independence statements given the…

Methodology · Statistics 2025-11-05 Deborah Sulem , Jack Jewson , David Rossell