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Non-Gaussian state-space models arise in several applications, and within this framework the binary time series setting provides a relevant example. However, unlike for Gaussian state-space models - where filtering, predictive and smoothing…

Methodology · Statistics 2022-11-29 Augusto Fasano , Giovanni Rebaudo , Daniele Durante , Sonia Petrone

An analytical model for the streamwise velocity space-time correlations in turbulent flows is derived and applied to the special case of velocity fluctuations in large wind farms. The model is based on the Kraichnan-Tennekes random sweeping…

Fluid Dynamics · Physics 2023-05-18 Laura J. Lukassen , Richard J. A. M. Stevens , Charles Meneveau , Michael Wilczek

Wind power, as a green energy resource, is growing rapidly worldwide, along with energy storage systems (ESSs) to mitigate its volatility. Sizing of wind power generation and ESSs has become an important problem to be addressed. Wake effect…

Systems and Control · Electrical Eng. & Systems 2023-06-13 Rui Xie , Wei Wei , Yue Chen

The distribution of fracture network is crucial to characterize the behaviors of flow field and solute transport, especially for enhanced geothermal systems, as fractures provide preferential flow paths. However, estimating the parameters…

Geophysics · Physics 2023-02-08 Guodong Chen , Xin Luo , Jiu Jimmy Jiao , Chuanyin Jiang

Motivated by the modeling of the spatial structure of the velocity field of three-dimensional turbulent flows, and the phenomenology of cascade phenomena, a linear dynamics has been recently proposed able to generate high velocity gradients…

In this work, we propose a novel methodology for robustly estimating particle size distributions from optical scattering measurements using constrained Gaussian process regression. The estimation of particle size distributions is commonly…

Machine Learning · Statistics 2025-07-08 Fahime Seyedheydari , Mahdi Nasiri , Marcin Mińkowski , Simo Särkkä

The discretization of velocity space plays a crucial role in the accuracy and efficiency of multiscale Boltzmann solvers. Conventional velocity space discretization methods suffer from uneven node distribution and mismatch issues, limiting…

Numerical Analysis · Mathematics 2025-11-04 Shanshan Dong , Lu Wang , Xiangxiang Chen , Guanqing Wang

This paper develops an analytical method of truncating inequality constrained Gaussian distributed variables where the constraints are themselves described by Gaussian distributions. Existing truncation methods either assume hard…

Systems and Control · Computer Science 2016-06-08 Andrew W. Palmer , Andrew J. Hill , Steven J. Scheding

We present an analytical closed form expression, which gives a good approximate propagator for diffusion on the sphere. Our formula is the spherical counterpart of the Gaussian propagator for diffusion on the plane. While the analytical…

Statistical Mechanics · Physics 2016-10-05 Abhijit Ghosh , Joseph Samuel , Supurna Sinha

We propose a generative model for the spatio-temporal distribution of high dimensional categorical observations. These are commonly produced by robots equipped with an imaging sensor such as a camera, paired with an image classifier,…

Machine Learning · Statistics 2020-03-30 John E. San Soucie , Heidi M. Sosik , Yogesh Girdhar

Gaussian process state-space models (GPSSMs) provide a principled and flexible approach to modeling the dynamics of a latent state, which is observed at discrete-time points via a likelihood model. However, inference in GPSSMs is…

Machine Learning · Computer Science 2023-07-18 Xuhui Fan , Edwin V. Bonilla , Terence J. O'Kane , Scott A. Sisson

With the development of new remote sensing technology, large or even massive spatial datasets covering the globe become available. Statistical analysis of such data is challenging. This article proposes a semiparametric approach to model…

Methodology · Statistics 2019-10-24 Pulong Ma , Emily L. Kang

Accurate subgrid-scale turbulence models are needed to perform realistic numerical magnetohydrodynamic (MHD) simulations of the subsurface flows of the Sun. To perform large-eddy simulations (LES) of turbulent MHD flows, three unknown terms…

Solar and Stellar Astrophysics · Physics 2010-10-28 G. Balarac , A. G. Kosovichev , O. Brugière , A. A. Wray , N. N. Mansour

This paper presents a robust version of the stratified sampling method when multiple uncertain input models are considered for stochastic simulation. Various variance reduction techniques have demonstrated their superior performance in…

Optimization and Control · Mathematics 2023-06-16 Seung Min Baik , Eunshin Byon , Young Myoung Ko

As climate change intensifies, the shift to cleaner energy sources becomes increasingly urgent. With wind energy production set to accelerate, reliable wind probabilistic forecasts are essential to ensure its efficient use. However, since…

Machine Learning · Computer Science 2024-10-08 Jean-Sébastien Giroux , Simon-Philippe Breton , Julie Carreau

The linear classifier is widely used in various image classification tasks. It works by optimizing the distance between a sample and its corresponding class center. However, in real-world data, one class can contain several local clusters,…

Computer Vision and Pattern Recognition · Computer Science 2024-01-30 Zhemin Zhang , Xun Gong

Schrodinger Bridges (SBs) are diffusion processes that steer, in finite time, a given initial distribution to another final one while minimizing a suitable cost functional. Although various methods for computing SBs have recently been…

Machine Learning · Computer Science 2025-10-15 George Rapakoulias , Ali Reza Pedram , Fengjiao Liu , Lingjiong Zhu , Panagiotis Tsiotras

Gaussian variational approximation is a popular methodology to approximate posterior distributions in Bayesian inference especially in high dimensional and large data settings. To control the computational cost while being able to capture…

Machine Learning · Computer Science 2021-04-07 Bingxin Zhou , Junbin Gao , Minh-Ngoc Tran , Richard Gerlach

Obtaining a reduced description with particle and momentum flux densities outgoing from the microscopic equations of motion of the particles requires approximations. The usual method, we refer to as truncation method, is to zero Fourier…

Statistical Mechanics · Physics 2017-01-04 Hamid Seyed-Allaei , Lutz Schimansky-Geier , Mohammad Reza Ejtehadi

Many problems arising in applications result in the need to probe a probability distribution for functions. Examples include Bayesian nonparametric statistics and conditioned diffusion processes. Standard MCMC algorithms typically become…

Computation · Statistics 2015-03-20 S. L. Cotter , G. O. Roberts , A. M. Stuart , D. White