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Dynamical system state estimation and parameter calibration problems are ubiquitous across science and engineering. Bayesian approaches to the problem are the gold standard as they allow for the quantification of uncertainties and enable…

Data Analysis, Statistics and Probability · Physics 2024-11-12 Kairui Hao , Ilias Bilionis

Ordinary differential equations (ODEs) can provide mechanistic models of temporally local changes of processes, where parameters are often informed by external knowledge. While ODEs are popular in systems modeling, they are less established…

Methodology · Statistics 2025-07-10 Maren Hackenberg , Astrid Pechmann , Clemens Kreutz , Janbernd Kirschner , Harald Binder

In this paper we describe simode: Separable Integral Matching for Ordinary Differential Equations. The statistical methodologies applied in the package focus on several minimization procedures of an integral-matching criterion function,…

Computation · Statistics 2018-10-09 Rami Yaari , Itai Dattner

Large-scale longitudinal molecular profiling is now firmly established in biomedical research, prompted by the need to uncover coordinated biomarker trajectories reflecting the dynamics of underlying biological mechanisms and characterise…

Methodology · Statistics 2026-03-24 Salima Jaoua , Daniel Temko , Hélène Ruffieux

The R package abn is designed to fit additive Bayesian models to observational datasets. It contains routines to score Bayesian networks based on Bayesian or information theoretic formulations of generalized linear models. It is equipped…

Machine Learning · Statistics 2019-11-21 Gilles Kratzer , Fraser Iain Lewis , Arianna Comin , Marta Pittavino , Reinhard Furrer

Graphical models provide powerful tools to uncover complicated patterns in multivariate data and are commonly used in Bayesian statistics and machine learning. In this paper, we introduce the R package BDgraph which performs Bayesian…

Machine Learning · Statistics 2019-05-14 Reza Mohammadi , Ernst C. Wit

Ordinary differential equations (ODEs) are used to model dynamic systems appearing in engineering, physics, biomedical sciences and many other fields. These equations contain unknown parameters, say $\bm\theta$ of physical significance…

Statistics Theory · Mathematics 2014-11-05 Prithwish Bhaumik , Subhashis Ghosal

We consider the problem of aggregating predictions or measurements from a set of human forecasters, models, sensors or other instruments which may be subject to bias or miscalibration and random heteroscedastic noise. We propose a Bayesian…

Statistical Finance · Quantitative Finance 2021-01-12 Chirag Nagpal , Robert E. Tillman , Prashant Reddy , Manuela Veloso

Cross-fitting is a key ingredient in many semiparametric estimation procedures, such as double/debiased machine learning (DML), enabling valid estimation of low-dimensional targets in the presence of high-dimensional nuisance functions by…

Computation · Statistics 2026-05-18 Etienne Peyrot , François Petit

In recent years, bankruptcy forecasting has gained lot of attention from researchers as well as practitioners in the field of financial risk management. For bankruptcy prediction, various approaches proposed in the past and currently in…

Statistical Finance · Quantitative Finance 2024-09-05 Amir Mukeri , Habibullah Shaikh , D. P. Gaikwad

Computer simulations have become an important tool across the biomedical sciences and beyond. For many important problems several different models or hypotheses exist and choosing which one best describes reality or observed data is not…

Quantitative Methods · Quantitative Biology 2010-01-20 Tina Toni , Michael P. H. Stumpf

Studies of the relationships between environmental exposures and adverse health outcomes often rely on a two-stage statistical modeling approach, where exposure is modeled/predicted in the first stage and used as input to a separately fit…

Methodology · Statistics 2022-04-01 Saskia Comess , Howard H. Chang , Joshua L. Warren

Ordinary Differential Equations (ODE) are used throughout science where the capture of rates of change in states is sought. While both pieces of commercial and open software exist to study such systems, their efficient and accurate usage…

Mathematical Software · Computer Science 2018-03-20 Edwin Tye , Tom Finnie , Ian Hall , Steve Leach

Exposure assessment models are deterministic models derived from physical-chemical laws. In real workplace settings, chemical concentration measurements can be noisy and indirectly measured. In addition, inference on important parameters…

Applications · Statistics 2018-07-09 Nada Abdalla , Sudipto Banerjee , Gurumurthy Ramachandran , Susan Arnold

The Family Planning Estimation Tool (FPET) is used in low- and middle-income countries to produce estimates and short-term forecasts of family planning indicators, such as modern contraceptive use and unmet need for contraceptives.…

We focus on the problem of uncertainty informed allocation of medical resources (vaccines) to heterogeneous populations for managing epidemic spread. We tackle two related questions: (1) For a compartmental ordinary differential equation…

Optimization and Control · Mathematics 2023-07-04 Samarth Gupta , Saurabh Amin

The R software package rSPDE contains methods for approximating Gaussian random fields based on fractional-order stochastic partial differential equations (SPDEs). A common example of such fields are Whittle-Mat\'ern fields on bounded…

Computation · Statistics 2025-02-28 David Bolin , Alexandre B. Simas

In this project, identifiability, observability and uncertainty properties of the deterministic and Chain Binomial stochastic SIR, SEIR and SEIAR epidemiological models are studied. Techniques for modeling overdispersion are investigated…

Applications · Statistics 2024-05-29 Jonas Hjulstad

We describe in detail how to perform health economic cost-effectiveness analyses (CEA) using the R package $\textbf{BCEA}$ (Bayesian Cost-Effectiveness Analysis). CEA consist of analytic approaches for combining costs and health…

Computation · Statistics 2022-03-21 Nathan Green , Anna Heath , Gianluca Baio

Objective prior distributions represent an important tool that allows one to have the advantages of using the Bayesian framework even when information about the parameters of a model is not available. The usual objective approaches work off…

Methodology · Statistics 2018-09-25 Fabrizio Leisen , Cristiano Villa , Stephen G. Walker