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The level set approach has proven widely successful in the study of inverse problems for interfaces, since its systematic development in the 1990s. Recently it has been employed in the context of Bayesian inversion, allowing for the…

Probability · Mathematics 2016-09-13 Matthew M. Dunlop , Marco A. Iglesias , Andrew M. Stuart

We have developed a sophisticated statistical model for predicting the hitting performance of Major League baseball players. The Bayesian paradigm provides a principled method for balancing past performance with crucial covariates, such as…

Applications · Statistics 2021-07-21 Shane T. Jensen , Blake McShane , Abraham J. Wyner

Trust is a crucial factor affecting the adoption of machine learning (ML) models. Qualitative studies have revealed that end-users, particularly in the medical domain, need models that can express their uncertainty in decision-making…

Machine Learning · Computer Science 2023-04-21 Andrew Houston , Georgina Cosma

Spatial maps of extreme precipitation are crucial in flood protection. With the aim of producing maps of precipitation return levels, we propose a novel approach to model a collection of spatially distributed time series where the…

Methodology · Statistics 2023-04-27 Federica Stolf , Antonio Canale

A Bayesian analytics framework that precisely quantifies uncertainty offers a significant advance for financial risk management. We develop an integrated approach that consistently enhances the handling of risk in market volatility…

Risk Management · Quantitative Finance 2025-12-19 Sharif Al Mamun , Rakib Hossain , Md. Jobayer Rahman , Malay Kumar Devnath , Farhana Afroz , Lisan Al Amin

There is a limitation in the literature of data-driven analyses for the ex-post evaluation of community risk and resilience, particularly using features related to the performance of coupled human-infrastructure systems. To address this…

Computers and Society · Computer Science 2025-01-22 Xiangpeng Li , Ali Mostafavi

Physics simulation results of natural processes usually do not fully capture the real world. This is caused for instance by limits in what physical processes are simulated and to what accuracy. In this work we propose and analyze the use of…

Machine Learning · Computer Science 2024-03-11 Stefanos Giaremis , Noujoud Nader , Clint Dawson , Hartmut Kaiser , Carola Kaiser , Efstratios Nikidis

The Mantel-Haenszel (MH) risk difference estimator, commonly used in randomized clinical trials for binary outcomes, calculates a weighted average of stratum-specific risk difference estimators. Traditionally, this method requires the…

Methodology · Statistics 2025-05-12 Xiaoyu Qiu , Yuhan Qian , Jaehwan Yi , Jinqiu Wang , Yu Du , Yanyao Yi , Ting Ye

Bayesian phylogenetic methods are generating noticeable enthusiasm in the field of molecular systematics. Many phylogenetic models are often at stake and different approaches are used to compare them within a Bayesian framework. The Bayes…

Computation · Statistics 2010-06-22 Serena Arima , Luca Tardella

Discrete-time hazard models are widely used when event times are measured in intervals or are not precisely observed. While these models can be estimated using standard generalized linear model techniques, they rely on extensive data…

Methodology · Statistics 2025-07-14 Benjamin Müller , Nikolaus Umlauf , Johannes Seiler , Kenneth Harttgen , Stefan Lang

This position paper summarizes a recently developed research program focused on inference in the context of data centric science and engineering applications, and forecasts its trajectory forward over the next decade. Often one endeavours…

Computation · Statistics 2021-12-06 Ajay Jasra , Kody J. H. Law , Alexander Tarakanov , Fangyuan Yu

Multi-horizon time-series forecasting involves simultaneously making predictions for a consecutive sequence of subsequent time steps. This task arises in many application domains, such as healthcare and finance, where mispredictions can…

Machine Learning · Computer Science 2026-02-05 Luca Stradiotti , Laurens Devos , Anna Monreale , Jesse Davis , Andrea Pugnana

Two of the most significant challenges in uncertainty quantification pertain to the high computational cost for simulating complex physical models and the high dimension of the random inputs. In applications of practical interest, both of…

Computational Engineering, Finance, and Science · Computer Science 2022-09-02 Jonas Nitzler , Jonas Biehler , Niklas Fehn , Phaedon-Stelios Koutsourelakis , Wolfgang A. Wall

Hierarchical time series forecasting plays a crucial role in decision-making in various domains while presenting significant challenges for modelling as they involve multiple levels of aggregation, constraints, and availability of…

Machine Learning · Computer Science 2024-11-12 Zhao Yingjie , Mahdi Abolghasemi

Failure probabilities for grid components are often estimated using parametric models which can capitalize on operational grid data. This work formulates a Bayesian hierarchical framework designed to integrate data and domain expertise to…

Systems and Control · Electrical Eng. & Systems 2020-01-22 Laurel N. Dunn , Ioanna Kavvada , Mathilde Badoual , Scott J. Moura

We present a theoretical framework of probabilistic learning derived by Maximum Probability (MP) Theorem shown in the current paper. In this probabilistic framework, a model is defined as an event in the probability space, and a model or…

Machine Learning · Computer Science 2021-06-15 Amir Emad Marvasti , Ehsan Emad Marvasti , Ulas Bagci , Hassan Foroosh

The Neo-Deterministic Seismic Hazard Assessment (NDSHA) method reliably and realistically simulates the suite of earthquake ground motions that may impact civil populations as well as their heritage buildings. The modeling technique is…

Geophysics · Physics 2017-09-12 Giuliano F. Panza

Robust decision making involves making decisions in the presence of uncertainty and is often used in critical domains such as healthcare, supply chains, and finance. Causality plays a crucial role in decision-making as it predicts the…

Methodology · Statistics 2025-07-23 Saideep Nannapaneni , Joseph Sakaya , Kyle Caron , Pedro HM Albuquerque , Zaid Tashman

We propose Bayesian Hierarchical Invariant Prediction (BHIP) reframing Invariant Causal Prediction (ICP) through the lens of Hierarchical Bayes. We leverage the hierarchical structure to explicitly test invariance of causal mechanisms under…

To enable integrating social equity considerations in infrastructure resilience assessments, this study created a new computational multi-agent simulation model which enables integrated assessment of hazard, infrastructure system, and…

Computational Engineering, Finance, and Science · Computer Science 2021-06-09 Amir Esmalian , Wanqiu Wang , Ali Mostafavi