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We consider the Bayesian approach to the linear Gaussian inference problem of inferring the initial condition of a linear dynamical system from noisy output measurements taken after the initial time. In practical applications, the large…

Systems and Control · Electrical Eng. & Systems 2021-11-29 Elizabeth Qian , Jemima M. Tabeart , Christopher Beattie , Serkan Gugercin , Jiahua Jiang , Peter R. Kramer , Akil Narayan

The Tsallis $q$-Gaussian distribution is a powerful generalization of the standard Gaussian distribution and is commonly used in various fields, including non-extensive statistical mechanics, financial markets and image processing. It…

Computation · Statistics 2023-05-19 Viktor Witkovský

Geophysical methods offer several key advantages over conventional subsurface measurement approaches, yet their use for hydrologic interpretation is often problematic. Here, we introduce theory and concepts of a novel Bayesian approach for…

Geophysics · Physics 2017-01-09 N. Linde , J. A. Vrugt

Knowledge of the global magnetic field distribution and its evolution on the Sun's surface is crucial for modeling the coronal magnetic field, understanding solar wind dynamics, computing the heliospheric open flux distribution and…

Solar and Stellar Astrophysics · Physics 2024-09-24 Soumyaranjan Dash , Marc L. DeRosa , Mausumi Dikpati , Xudong Sun , Sushant S. Mahajan , Yang Liu , J. Todd Hoeksema

We develop an efficient sampling approach for handling complex missing data patterns and a large number of missing observations in conditionally Gaussian state space models. Two important examples are dynamic factor models with unbalanced…

Econometrics · Economics 2023-02-08 Joshua C. C. Chan , Aubrey Poon , Dan Zhu

Many problems in the geophysical sciences demand the ability to calibrate the parameters and predict the time evolution of complex dynamical models using sequentially-collected data. Here we introduce a general methodology for the joint…

Computation · Statistics 2018-12-12 Sara Pérez-Vieites , Inés P. Mariño , Joaquín Míguez

Accurate short-term wind speed forecasting is needed for the rapid development and efficient operation of wind energy resources. This is, however, a very challenging problem. Although on the large scale, the wind speed is related to…

Applications · Statistics 2014-12-08 Xinxin Zhu , Kenneth P. Bowman , Marc G. Genton

Atmospheric near surface wind speed and wind direction play an important role in many applications, ranging from air quality modeling, building design, wind turbine placement to climate change research. It is therefore crucial to accurately…

Applications · Statistics 2024-11-28 Eva Murphy , Whitney Huang , Julie Bessac , Jiali Wang , Rao Kotamarthi

The tree-based ensembles are known for their outstanding performance in classification and regression problems characterized by feature vectors represented by mixed-type variables from various ranges and domains. However, considering…

Machine Learning · Computer Science 2025-12-16 Patryk Wielopolski , Maciej Zięba

We propose flexible Gaussian representations for conditional cumulative distribution functions and give a concave likelihood criterion for their estimation. Optimal representations satisfy the monotonicity property of conditional cumulative…

Econometrics · Economics 2025-04-22 Richard Spady , Sami Stouli

The time-space evolution of the field is described by the transport equation for the 2-dimensional wave energy spectrum density, S(x,t), spread in the space, x, and time, t. This equation has the forcing named the source function, F,…

Atmospheric and Oceanic Physics · Physics 2015-05-20 Vladislav Polnikov

Physics simulation is paramount for modeling and utilizing 3D scenes in various real-world applications. However, integrating with state-of-the-art 3D scene rendering techniques such as Gaussian Splatting (GS) remains challenging. Existing…

Computer Vision and Pattern Recognition · Computer Science 2025-11-03 Piotr Borycki , Weronika Smolak , Joanna Waczyńska , Marcin Mazur , Sławomir Tadeja , Przemysław Spurek

We introduce a gradient-free data-driven framework for optimizing the power output of a wind farm based on a Bayesian approach and large-eddy simulations. In contrast with conventional wind farm layout optimization strategies, which make…

Fluid Dynamics · Physics 2023-02-03 Nikolaos Bempedelis , Luca Magri

Background. This paper study statistical data gathered from wind turbines located on the territory of the Republic of Poland. The research is aimed to construct the stochastic model that predicts the change of wind speed with time. Purpose.…

Computational Engineering, Finance, and Science · Computer Science 2017-11-15 M. N. Gevorkyan , A. V. Demidova , Robert A. Sobolewski , I. S. Zaryadov , A. V. Korolkova , D. S. Kulyabov , L. A. Sevastianov

Fisheries scientists use regression models to estimate population quantities, such as biomass or abundance, for use in climate, habitat, stock, and ecosystem assessments. However, these models are sensitive to the chosen probability…

Methodology · Statistics 2025-01-13 Jillian C. Dunic , Jason Conner , Sean C. Anderson , James T. Thorson

A method is presented to solve a stochastic, nonlinear optimal control problem representative of spacecraft trajectory design under uncertainty. The problem is reformulated as a chance constrained nonlinear program, or what is known as a…

Optimization and Control · Mathematics 2024-01-05 William Fife , Pradipto Ghosh , Kyle DeMars

A multivariate distribution can be described by a triangular transport map from the target distribution to a simple reference distribution. We propose Bayesian nonparametric inference on the transport map by modeling its components using…

Methodology · Statistics 2023-01-18 Matthias Katzfuss , Florian Schäfer

A distributed inference scheme which uses bounded transmission functions over a Gaussian multiple access channel is considered. When the sensor measurements are decreasingly reliable as a function of the sensor index, the conditions on the…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-06-16 Sivaraman Dasarathan , Cihan Tepedelenlioglu

Continuous-time trajectory estimation is an attractive alternative to discrete-time batch estimation due to the ability to incorporate high-frequency measurements from asynchronous sensors while keeping the number of optimization parameters…

Robotics · Computer Science 2024-02-02 Jacob Johnson , Joshua Mangelson , Timothy Barfoot , Randal Beard

Urban wind flow modeling and simulation play an important role in air quality assessment and sustainable city planning. A key challenge for modeling and simulation is handling the complex geometries of the urban landscape. Low order models…

Machine Learning · Computer Science 2025-12-18 Francisco Giral , Álvaro Manzano , Ignacio Gómez , Petros Koumoutsakos , Soledad Le Clainche