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Efficient assessment of convolved hidden Markov models is discussed. The bottom-layer is defined as an unobservable categorical first-order Markov chain, while the middle-layer is assumed to be a Gaussian spatial variable conditional on the…

Geophysics · Physics 2017-10-19 Torstein Fjeldstad , Henning Omre

Multi-fidelity models are becoming more prevalent in engineering, particularly in aerospace, as they combine both the computational efficiency of low-fidelity models with the high accuracy of higher-fidelity simulations. Various…

Computational Engineering, Finance, and Science · Computer Science 2024-07-09 Andrea Vaiuso , Gabriele Immordino , Marcello Righi , Andrea Da Ronch

In this work, the author developed a multiple scattering model for heterogeneous elastic continua with strong property fluctuation and obtained the exact solution to the dispersion equation derived from the Dyson equation under the…

Geophysics · Physics 2017-06-29 Huijing He

In this paper, we address the fusion problem in wireless sensor networks, where the cross-correlation between the estimates is unknown. To solve the problem within the Bayesian framework, we assume that the covariance matrix has a prior…

Information Theory · Computer Science 2015-09-14 Zhiyuan Weng , Petar Djuric

Spatial processes with nonstationary and anisotropic covariance structure are often used when modelling, analysing and predicting complex environmental phenomena. Such processes may often be expressed as ones that have stationary and…

Methodology · Statistics 2020-04-06 Andrew Zammit-Mangion , Tin Lok James Ng , Quan Vu , Maurizio Filippone

Geophysical inversion attempts to estimate the distribution of physical properties in the Earth's interior from observations collected at or above the surface. Inverse problems are commonly posed as least-squares optimization problems in…

Geophysics · Physics 2019-05-22 Vladimir Puzyrev

Multivariate spatially-oriented data sets are prevalent in the environmental and physical sciences. Scientists seek to jointly model multiple variables, each indexed by a spatial location, to capture any underlying spatial association for…

Methodology · Statistics 2021-08-19 Lu Zhang , Sudipto Banerjee

Classically, anisotropic surface wave tomography is treated as an optimisation problem where it proceeds through a linearised two-step approach. It involves the construction of 2D group or phase velocity maps for each considered period,…

Geophysics · Physics 2020-12-08 John Keith Magali

Multicategory lattice data arise in a wide variety of disciplines such as image analysis, biology, and forestry. We consider modeling such data with the automultinomial model, which can be viewed as a natural extension of the autologistic…

Other Statistics · Statistics 2026-02-13 Maria Paula Duenas-Herrera , Stephen Berg , Murali Haran

The rigorous quantification of uncertainty in geophysical inversions is a challenging problem. Inversions are often ill-posed and the likelihood surface may be multi-modal; properties of any single mode become inadequate uncertainty…

This work deals with an inverse two-dimensional nonlinear heat conduction problem to determine the top and lateral surface transfer coefficients. For this, the \textsc{B}ayesian framework with the \textsc{M}arkov Chain \textsc{M}onte…

Computational Engineering, Finance, and Science · Computer Science 2022-06-20 Julien Berger , Clemence Legros

Multi-dimensional data frequently occur in many different fields, including risk management, insurance, biology, environmental sciences, and many more. In analyzing multivariate data, it is imperative that the underlying modelling…

Methodology · Statistics 2025-06-23 Orla A. Murphy , Juliana Schulz

Multivariate spatial-statistical models are often used when modeling environmental and socio-demographic processes. The most commonly used models for multivariate spatial covariances assume both stationarity and symmetry for the…

Methodology · Statistics 2021-05-11 Quan Vu , Andrew Zammit-Mangion , Noel Cressie

We consider monotonic, multiple regression for a set of contiguous regions (lattice data). The regression functions permissibly vary between regions and exhibit geographical structure. We develop new Bayesian non-parametric methodology…

Methodology · Statistics 2019-04-16 Christian Rohrbeck , Deborah Costain , Arnoldo Frigessi

Bayesian approaches are one of the primary methodologies to tackle an inverse problem in high dimensions. Such an inverse problem arises in hydrology to infer the permeability field given flow data in a porous media. It is common practice…

Methodology · Statistics 2023-10-02 Navid Shervani-Tabar

We discuss a general Bayesian framework on modeling multidimensional function-valued processes by using a Gaussian process or a heavy-tailed process as a prior, enabling us to handle nonseparable and/or nonstationary covariance structure.…

Methodology · Statistics 2020-07-29 Evandro Konzen , Jian Qing Shi , Zhanfeng Wang

This article focuses on covariance estimation for multi-view data. Popular approaches rely on factor-analytic decompositions that have shared and view-specific latent factors. Posterior computation is conducted via expensive and brittle…

Methodology · Statistics 2026-04-20 Lorenzo Mauri , David B. Dunson

We present a parameter estimation procedure based on a Bayesian framework by applying a Markov Chain Monte Carlo algorithm to the calibration of the dynamical parameters of a space based gravitational wave detector. The method is based on…

General Relativity and Quantum Cosmology · Physics 2012-12-03 Luigi Ferraioli , Edward K. Porter , Eric Plagnol

This paper is concerned with the numerical solution of model-based, Bayesian inverse problems. We are particularly interested in cases where the cost of each likelihood evaluation (forward-model call) is expensive and the number of un-…

Computation · Statistics 2016-07-25 Isabell M. Franck , P. S. Koutsourelakis

This paper presents a multi-dimensional computational method to predict the spatial variation data inside and across multiple dies of a wafer. This technique is based on tensor computation. A tensor is a high-dimensional generalization of a…

Machine Learning · Computer Science 2019-01-04 Jiali Luan , Zheng Zhang