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We propose an algorithm for Bayesian functional optimisation - that is, finding the function to optimise a process - guided by experimenter beliefs and intuitions regarding the expected characteristics (length-scale, smoothness, cyclicity…

Machine Learning · Computer Science 2020-09-09 Alistair Shilton , Sunil Gupta , Santu Rana , Svetha Venkatesh

Simulating long-term, fully dynamic sequences of earthquakes and aseismic slip (SEAS) on geometrically complex fault networks remains computationally demanding due to the cost of resolving elastodynamic interactions. Although…

Geophysics · Physics 2026-03-03 Federico Ciardo , Pierre Romanet

Simulation and control of the transient flow in natural gas networks involve solving partial differential equations (PDEs). This paper proposes a semi-analytical solutions (SAS) approach for fast and accurate simulation of the natural gas…

Dynamical Systems · Mathematics 2022-10-10 Xin Xu , Rui Yao , Kai Sun , Feng Qiu

This paper develops a test scenario specification procedure using crash sequence analysis and Bayesian network modeling. Intersection two-vehicle crash data was obtained from the 2016 to 2018 National Highway Traffic Safety Administration…

Applications · Statistics 2022-08-25 Yu Song , Madhav V. Chitturi , David A. Noyce

When the output of an atomistic simulation (such as the Gillespie stochastic simulation algorithm, SSA) can be approximated as a diffusion process, we may be interested in the dynamic features of the deterministic (drift) component of this…

Statistical Mechanics · Physics 2007-05-23 C. P. Calderon , G. A. Tsekouras , A. Provata , I. G. Kevrekidis

We introduce a two-stage probabilistic framework for statistical downscaling using unpaired data. Statistical downscaling seeks a probabilistic map to transform low-resolution data from a biased coarse-grained numerical scheme to…

Machine Learning · Computer Science 2023-11-01 Zhong Yi Wan , Ricardo Baptista , Yi-fan Chen , John Anderson , Anudhyan Boral , Fei Sha , Leonardo Zepeda-Núñez

The spatial lag model (SLM) has been widely studied in the literature for spatialised data modeling in various disciplines such as geography, economics, demography, regional sciences, etc. This is an extension of the classical linear model…

Methodology · Statistics 2019-08-08 Alassane Aw , Emmanuel Nicolas Cabral

Statistical models are often defined by a generative process for simulating synthetic data, but this can lead to intractable likelihoods. Likelihood free inference (LFI) methods enable Bayesian inference to be performed in this case.…

Methodology · Statistics 2025-06-05 David Chen , Xinwei Li , Eui-Jin Kim , Prateek Bansal , David Nott

The core aspects and latest developments of Manoeuvre Intelligence for Space Safety (MISS), a new software tool for collision avoidance analysis and design, are presented. The tool leverages analytical and semi-analytical methods for the…

Instrumentation and Methods for Astrophysics · Physics 2020-10-19 Juan Luis Gonzalo , Camilla Colombo , Pierluigi Di Lizia

We propose a technique called Optimal Analysis-Specific Importance Sampling (OASIS) to reduce the number of simulated events required for a high-energy experimental analysis to reach a target sensitivity. We provide recipes to obtain the…

High Energy Physics - Phenomenology · Physics 2021-02-17 Konstantin T. Matchev , Prasanth Shyamsundar

Enforcing safety is a key aspect of many problems pertaining to sequential decision making under uncertainty, which require the decisions made at every step to be both informative of the optimal decision and also safe. For example, we value…

Machine Learning · Computer Science 2020-01-28 Yanan Sui , Vincent Zhuang , Joel W. Burdick , Yisong Yue

Fitting statistical models to spatiotemporal data requires finding the right balance between imposing smoothness and following the data. In the context of p-splines, we propose a Bayesian framework for choosing the smoothing parameter which…

Applications · Statistics 2013-10-30 A. W. Bowman , L. Evers , D. Molinari , W. R. Jones , M. J. Spence

This paper investigates the applicability of a recently-proposed nonlinear sparse Bayesian learning (NSBL) algorithm to identify and estimate the complex aerodynamics of limit cycle oscillations. NSBL provides a semi-analytical framework…

Computational Engineering, Finance, and Science · Computer Science 2022-10-24 Rimple Sandhu , Brandon Robinson , Mohammad Khalil , Chris L. Pettit , Dominique Poirel , Abhijit Sarkar

Bayesian Optimization is a very effective tool for optimizing expensive black-box functions. Inspired by applications developing and characterizing reaction chemistry using droplet microfluidic reactors, we consider a novel setting where…

Machine Learning · Computer Science 2023-01-12 Jose Pablo Folch , Shiqiang Zhang , Robert M Lee , Behrang Shafei , David Walz , Calvin Tsay , Mark van der Wilk , Ruth Misener

In robotics, simulation has the potential to reduce design time and costs, and lead to a more robust engineered solution and a safer development process. However, the use of simulators is predicated on the availability of good models. This…

Robotics · Computer Science 2023-05-12 Huzaifa Mustafa Unjhawala , Ruochun Zhang , Wei Hu , Jinlong Wu , Radu Serban , Dan Negrut

The risk of oil spills in the Alaskan Arctic has become an urgent environmental and logistical concern as maritime traffic increases under climate driven sea ice retreat. Traditional deterministic response planning models fail to represent…

Optimization and Control · Mathematics 2025-12-01 Md Ashiqur Rahman , Mustofa Tanbir Kuhel , Clara Novoa

Parameter estimation is crucial for modeling, tracking, and control of complex dynamical systems. However, parameter uncertainties can compromise system performance under a controller relying on nominal parameter values. Typically,…

Robotics · Computer Science 2020-02-20 Mouhyemen Khan , Abhijit Chatterjee

This study presents a comprehensive approach to optimizing inventory management under stochastic demand by leveraging Monte Carlo Simulation (MCS) with grid search and Bayesian optimization. By using a business case of historical demand…

Optimization and Control · Mathematics 2024-07-01 Sarit Maitra

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…

Machine Learning · Statistics 2024-02-09 Stefan T. Radev , Ulf K. Mertens , Andreas Voss , Lynton Ardizzone , Ullrich Köthe

Particle-in-cell simulations are among the most essential tools for the modeling and optimization of laser-plasma accelerators, since they reproduce the physics from first principles. However, the high computational cost associated with…