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Stochastic differential equations (SDEs) provide a natural framework for modelling intrinsic stochasticity inherent in many continuous-time physical processes. When such processes are observed in multiple individuals or experimental units,…

Computation · Statistics 2016-05-19 Gavin A. Whitaker , Andrew Golightly , Richard J. Boys , Chris Sherlock

We present a novel approach for the analysis of multivariate case-control georeferenced data using Bayesian inference in the context of disease mapping, where the spatial distribution of different types of cancers is analyzed. Extending…

Multilevel compositional data, such as data sampled over time that are non-negative and sum to a constant value, are common in various fields. However, there is currently no software specifically built to model compositional data in a…

Methodology · Statistics 2025-09-23 Flora Le , Dorothea Dumuid , Tyman E. Stanford , Joshua F. Wiley

Current causal discovery approaches require restrictive model assumptions in the absence of interventional data to ensure structure identifiability. These assumptions often do not hold in real-world applications leading to a loss of…

Machine Learning · Statistics 2025-06-25 Anish Dhir , Ruby Sedgwick , Avinash Kori , Ben Glocker , Mark van der Wilk

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

Precipitation exceedance probabilities are widely used in engineering design, risk assessment, and floodplain management. While common approaches like NOAA Atlas 14 assume that extreme precipitation characteristics are stationary over time,…

Applications · Statistics 2025-02-05 Yuchen Lu , Ben Seiyon Lee , James Doss-Gollin

We introduce a novel Bayesian approach for both covariate selection and sparse precision matrix estimation in the context of high-dimensional Gaussian graphical models involving multiple responses. Our approach provides a sparse estimation…

Methodology · Statistics 2024-09-25 Anwesha Chakravarti , Naveen N. Narishetty , Feng Liang

Microbiome `omics approaches can reveal intriguing relationships between the human microbiome and certain disease states. Along with the identification of specific bacteria taxa associated with diseases, recent scientific advancements…

Applications · Statistics 2019-10-07 Shuang Jiang , Guanghua Xiao , Andrew Y. Koh , Qiwei Li , Xiaowei Zhan

Multivariate functional data arise in a wide range of applications. One fundamental task is to understand the causal relationships among these functional objects of interest, which has not yet been fully explored. In this article, we…

Methodology · Statistics 2022-10-25 Fangting Zhou , Kejun He , Kunbo Wang , Yanxun Xu , Yang Ni

In this work we present full Bayesian inference for a new flexible nonseparable class of cross-covariance functions for multivariate spatial data. A Bayesian test is proposed for separability of covariance functions which is much more…

Methodology · Statistics 2017-07-24 Rafael S. Erbisti , Thais C. O. Fonseca , Mariane B. Alves

A methodology is developed for the adjustment of the covariance matrices underlying a multivariate constant time series dynamic linear model. The covariance matrices are embedded in a distribution-free inner-product space of matrix objects…

bayes-an · Physics 2008-02-03 Darren J Wilkinson , Michael Goldstein

In recent years, more attention has been paid prominently to accelerated degradation testing in order to characterize accurate estimation of reliability properties for systems that are designed to work properly for years of even decades.…

Applications · Statistics 2021-09-23 Helmi Shat

Car-following behavior modeling is critical for understanding traffic flow dynamics and developing high-fidelity microscopic simulation models. Most existing impulse-response car-following models prioritize computational efficiency and…

Applications · Statistics 2025-04-09 Chengyuan Zhang , Wenshuo Wang , Lijun Sun

Calibration or parameter identification is used with computational mechanics models related to observed data of the modeled process to find model parameters such that good similarity between model prediction and observation is achieved. We…

Computational Engineering, Finance, and Science · Computer Science 2022-12-26 Harald Willmann , Jonas Nitzler , Sebastian Brandstaeter , Wolfgang A. Wall

Accelerated degradation tests are used to provide accurate estimation of lifetime characteristics of highly reliable products within a relatively short testing time. Data from particular tests at high levels of stress (e.g., temperature,…

Applications · Statistics 2021-06-07 Helmi Shat , Rainer Schwabe

For tasks where the dynamics of multiple agents are physically coupled, e.g., in cooperative manipulation, the coordination between the individual agents becomes crucial, which requires exact knowledge of the interaction dynamics. This…

Robotics · Computer Science 2022-06-29 Pablo Budde gen. Dohmann , Armin Lederer , Marcel Dißemond , Sandra Hirche

In this paper, we leverage Koopman mode decomposition to analyze the nonlinear and high-dimensional climate systems acting on the observed data space. The dynamics of atmospheric systems are assumed to be equation-free, with the linear…

Systems and Control · Electrical Eng. & Systems 2025-07-10 Zhicheng Zhang , Yoshihiko Susuki , Atsushi Okazaki

Existing methods for anomaly detection often fall short due to their inability to handle the complexity, heterogeneity, and high dimensionality inherent in real-world mobility data. In this paper, we propose DeepBayesic, a novel framework…

Machine Learning · Computer Science 2024-10-07 Minxuan Duan , Yinlong Qian , Lingyi Zhao , Zihao Zhou , Zeeshan Rasheed , Rose Yu , Khurram Shafique

With the current trend of increasing complexity of industrial systems, the construction and monitoring of health indicators becomes even more challenging. Given that health indicators are commonly employed to predict the end of life, a…

Systems and Control · Electrical Eng. & Systems 2023-08-04 Sergei Garmaev , Olga Fink

Both the level of conservativeness and the computational burden in robust optimization are critically influenced by uncertainty set design. However, contextual side information is rarely exploited in robust dispatch of power systems…

Optimization and Control · Mathematics 2026-05-11 Zhaojun Ruan , Yulin Liu , Le Fu , Libao Shi