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We develop a method for the evaluation of extreme event statistics associated with nonlinear dynamical systems, using a small number of samples. From an initial dataset of design points, we formulate a sequential strategy that provides the…
Bayesian optimization is an effective methodology for the global optimization of functions with expensive evaluations. It relies on querying a distribution over functions defined by a relatively cheap surrogate model. An accurate model for…
The ability to use inexpensive, noninvasive sensors to accurately classify flying insects would have significant implications for entomological research, and allow for the development of many useful applications in vector control for both…
We consider Bayesian inference for large scale inverse problems, where computational challenges arise from the need for repeated evaluations of an expensive forward model. This renders most Markov chain Monte Carlo approaches infeasible,…
State estimation for nonlinear systems, especially in high dimensions, is a generally intractable problem, despite the ever-increasing computing power. Efficient algorithms usually apply a finite-dimensional model for approximating the…
Coherent wide parameter-space searches for continuous gravitational waves are typically limited in sensitivity by their prohibitive computing cost. Therefore semi-coherent methods (such as StackSlide) can often achieve a better sensitivity.…
We consider the utilization of a computational model to guide the optimal acquisition of experimental data to inform the stochastic description of model input parameters. Our formulation is based on the recently developed consistent…
Estimating the parameters of mathematical models is a common problem in almost all branches of science. However, this problem can prove notably difficult when processes and model descriptions become increasingly complex and an explicit…
We consider two active binary-classification problems with atypical objectives. In the first, active search, our goal is to actively uncover as many members of a given class as possible. In the second, active surveying, our goal is to…
Pursuing a drifting target in a turbulent flow is an extremely difficult task whenever the searcher has limited propulsion and maneuvering capabilities. Even in the case when the relative distance between pursuer and target stays below the…
This paper reports on a dynamic semantic mapping framework that incorporates 3D scene flow measurements into a closed-form Bayesian inference model. Existence of dynamic objects in the environment can cause artifacts and traces in current…
In complex large-scale systems such as climate, important effects are caused by a combination of confounding processes that are not fully observable. The identification of sources from observations of system state is vital for attribution…
Stochastic process discovery is concerned with deriving a model capable of reproducing the stochastic character of observed executions of a given process, stored in a log. This leads to an optimisation problem in which the model's parameter…
We consider non-local sensing of scalar signals with specific spatial dependence in the Bayesian regime. We design schemes that allow one to achieve optimal scaling and are immune to noise sources with a different spatial dependence than…
With continued advances in Geographic Information Systems and related computational technologies, statisticians are often required to analyze very large spatial datasets. This has generated substantial interest over the last decade, already…
Model Updating is frequently used in Structural Health Monitoring to determine structures' operating conditions and whether maintenance is required. Data collected by sensors are used to update the values of some initially unknown…
Surrogate models are necessary to optimize meaningful quantities in physical dynamics as their recursive numerical resolutions are often prohibitively expensive. It is mainly the case for fluid dynamics and the resolution of Navier-Stokes…
Autonomous odor source localization remains a challenging problem for aerial robots due to turbulent airflow, sparse and delayed sensory signals, and strict payload and compute constraints. While prior unmanned aerial vehicle (UAV)-based…
Computer experiments are often performed to allow modeling of a response surface of a physical experiment that can be too costly or difficult to run except using a simulator. Running the experiment over a dense grid can be prohibitively…
A Bayesian approach is developed for the inference of an eddy-diffusivity field from Lagrangian trajectory data. The motion of Lagrangian particles is modelled by a stochastic differential equation associated with the advection-diffusion…