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Structural break identification methods are an important tool for evaluating the effectiveness of climate change mitigation policies. In this paper, we introduce a unified probabilistic framework for detecting structural breaks with unknown…

Econometrics · Economics 2026-03-06 Lucas D. Konrad , Lukas Vashold , Jesus Crespo Cuaresma

Bayesian Optimization is an iterative method, tailored to optimizing expensive black box objective functions. Surrogate models like Gaussian Processes, which are the gold standard in Bayesian Optimization, can be inefficient for inputs with…

Machine Learning · Computer Science 2026-05-22 Sofianos Panagiotis Fotias , Vassilis Gaganis

As helioseismology matures and turns into a precision science, modeling finite-frequency, geometric and systematical effects is becoming increasingly important. Here we introduce a general formulation for treating perturbations of arbitrary…

Solar and Stellar Astrophysics · Physics 2020-09-16 Jishnu Bhattacharya , Shravan M. Hanasoge , Katepalli R. Sreenivasan

We introduce a Bayesian approach to predictive density calibration and combination that accounts for parameter uncertainty and model set incompleteness through the use of random calibration functionals and random combination weights.…

Applications · Statistics 2016-10-26 Federico Bassetti , Roberto Casarin , Francesco Ravazzolo

The specification of a covariance function is of paramount importance when employing Gaussian process models, but the requirement of positive definiteness severely limits those used in practice. Designing flexible stationary covariance…

Computation · Statistics 2024-05-01 Paul G. Beckman , Christopher J. Geoga

We present a practical way of introducing convolutional structure into Gaussian processes, making them more suited to high-dimensional inputs like images. The main contribution of our work is the construction of an inter-domain inducing…

Machine Learning · Statistics 2017-09-07 Mark van der Wilk , Carl Edward Rasmussen , James Hensman

Some response surface functions in complex engineering systems are usually highly nonlinear, unformed, and expensive-to-evaluate. To tackle this challenge, Bayesian optimization, which conducts sequential design via a posterior distribution…

Machine Learning · Statistics 2021-09-23 Areej AlBahar , Inyoung Kim , Xiaowei Yue

Integrated sensing and communication is widely acknowledged as a foundational technology for next-generation mobile networks. Compared with monostatic sensing, multi-access point (AP) collaborative sensing endows mobile networks with…

Signal Processing · Electrical Eng. & Systems 2025-12-03 Shengheng Liu , Xingkang Li , Yongming Huang , Yuan Fang , Qingji Jiang , Dazhuan Xu , Ziguo Zhong , Dongming Wang , Xiaohu You

Accurate platform localization is an integral component of most robotic systems. As these robotic systems become more ubiquitous, it is necessary to develop robust state estimation algorithms that are able to withstand novel and…

Robotics · Computer Science 2019-10-15 Ryan M. Watson , Jason N. Gross , Clark N. Taylor , Robert C. Leishman

We discuss a general Bayesian framework on modeling multidimensional function-valued processes by using a Gaussian process or a heavy-tailed process as a prior, enabling us to handle nonseparable and/or nonstationary covariance structure.…

Methodology · Statistics 2020-07-29 Evandro Konzen , Jian Qing Shi , Zhanfeng Wang

Motivated by investigating spatio-temporal patterns of the distribution of continuous variables, we consider describing the conditional distribution function of the response variable incorporating spatio-temporal components given…

In this paper, we propose a Physics-Informed Neural Network framework for time-dependent simulations of pollution propagation originating from moving emission sources. We formulate a robust variational framework for the time-dependent…

Bayesian optimization with Gaussian processes (GP) is commonly used to optimize black-box functions. The Mat\'ern and the Radial Basis Function (RBF) covariance functions are used frequently, but they do not make any assumptions about the…

Machine Learning · Computer Science 2025-06-23 Huy Hoang Nguyen , Han Zhou , Matthew B. Blaschko , Aleksei Tiulpin

In the machine learning domain, active learning is an iterative data selection algorithm for maximizing information acquisition and improving model performance with limited training samples. It is very useful, especially for the industrial…

Machine Learning · Statistics 2020-04-24 Xiaowei Yue , Yuchen Wen , Jeffrey H. Hunt , Jianjun Shi

Quantifying uncertainty in future climate projections is hindered by the prohibitive computational cost of running physical climate models, which severely limits the availability of training data. We propose a data-efficient framework for…

Methodology · Statistics 2026-02-27 Johannes Brachem , Paul F. V. Wiemann , Matthias Katzfuss

We investigate spatio-temporal event analysis using point processes. Inferring the dynamics of event sequences spatiotemporally has many practical applications including crime prediction, social media analysis, and traffic forecasting. In…

Machine Learning · Computer Science 2021-02-17 Fatih Ilhan , Suleyman Serdar Kozat

Air pollution remains a major environmental risk factor that is often associated with adverse health outcomes. However, quantifying and evaluating its effects on human health is challenging due to the complex nature of exposure data. Recent…

Methodology · Statistics 2025-06-02 Soumyakanti Pan , Sudipto Banerjee

Optimization problems with uncertain black-box constraints, modeled by warped Gaussian processes, have recently been considered in the Bayesian optimization setting. This work introduces a new class of constraints in which the same…

Optimization and Control · Mathematics 2020-06-16 Johannes Wiebe , Inês Cecílio , Jonathan Dunlop , Ruth Misener

Industrial dynamical systems often exhibit multi-scale response due to material heterogeneities, operation conditions and complex environmental loadings. In such problems, it is the case that the smallest length-scale of the systems…

Computational Physics · Physics 2020-08-18 Waad Subber , Sayan Ghosh , Piyush Pandita , Yiming Zhang , Liping Wang

Data-driven discovery of "hidden physics" -- i.e., machine learning of differential equation models underlying observed data -- has recently been approached by embedding the discovery problem into a Gaussian Process regression of spatial…

Machine Learning · Computer Science 2019-08-05 Mamikon Gulian , Maziar Raissi , Paris Perdikaris , George Karniadakis