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Through the Bayesian lens of data assimilation, uncertainty on model parameters is traditionally quantified through the posterior covariance matrix. However, in modern settings involving high-dimensional and computationally expensive…

Computation · Statistics 2023-11-16 Michael Stanley , Mikael Kuusela , Brendan Byrne , Junjie Liu

A Bayesian approach is developed to analyze change points in multivariate time series and space-time data. The methodology is used to assess the impact of extended inundation on the ecosystem of the Gulf Plains bioregion in northern…

Methodology · Statistics 2013-06-21 Chris Strickland , Robert Burdett , Robert Denham , Robert Kohn , Kerrie Mengersen

The Van Allen radiation belts in the magnetosphere have been extensively studied using models based on radial diffusion theory, which is based on a quasi-linear approach with prescribed inner and outer boundary conditions. The 1-d diffusion…

This paper addresses the problem of quantification and propagation of uncertainties associated with dependence modeling when data for characterizing probability models are limited. Practically, the system inputs are often assumed to be…

Computation · Statistics 2020-04-14 Jiaxin Zhang , Michael D. Shields

We interpret uncertainty in a model for seismic wave propagation by treating the model parameters as random variables, and apply the Multilevel Monte Carlo (MLMC) method to reduce the cost of approximating expected values of selected,…

Numerical Analysis · Mathematics 2019-09-06 Marco Ballesio , Joakim Beck , Anamika Pandey , Laura Parisi , Erik von Schwerin , Raul Tempone

Smith microfacet models are widely used in computer graphics to represent materials. Traditional microfacet models do not consider the multiple bounces on microgeometries, leading to visible energy missing, especially on rough surfaces.…

Graphics · Computer Science 2023-09-06 Yuang Cui , Gaole Pan , Jian Yang , Lei Zhang , Ling-qi Yan , Beibei Wang

When analyzing empirical data, we often find that global linear models overestimate the number of parameters required. In such cases, we may ask whether the data lies on or near a manifold or a set of manifolds (a so-called multi-manifold)…

Machine Learning · Statistics 2018-07-03 F. Patricia Medina , Linda Ness , Melanie Weber , Karamatou Yacoubou Djima

Solving inverse problems involving measurement noise and modeling errors requires regularization in order to avoid data overfit. Geophysical inverse problems, in which the Earth's highly heterogeneous structure is unknown, present a…

Geophysics · Physics 2022-03-31 Ali Siahkoohi , Rafael Orozco , Gabrio Rizzuti , Felix J. Herrmann

In many temporal datasets, the parameters of the underlying distribution may change abruptly at unknown times. Detecting such changepoints is crucial for numerous applications. Although such a problem has been extensively studied for linear…

Methodology · Statistics 2026-03-10 Surojit Biswas , Buddhananda Banerjee , Arnab Kumar Laha

Aircraft-based surveying to collect airborne electromagnetic data is a key method to image large swaths of the Earth's surface in pursuit of better knowledge of aquifer systems. Despite many years of advancements, 3D inversion still poses…

The three and five-dimensional convex sets of two-level complex and quaternionic quantum systems are studied in the Bayesian thermostatistical framework introduced by Lavenda. Associated with a given parameterization of each such set is a…

Quantum Physics · Physics 2007-05-23 Paul B. Slater

The inference of deep hierarchical models is problematic due to strong dependencies between the hierarchies. We investigate a specific transformation of the model parameters based on the multivariate distributional transform. This…

Machine Learning · Statistics 2018-12-12 Jakob Knollmüller , Torsten A. Enßlin

Single crystal inelastic neutron scattering data contain rich information about the structure and dynamics of a material. Yet the challenge of matching sophisticated theoretical models with large data volumes is compounded by computational…

High-dimensional data must be highly structured to be learnable. Although the compositional and hierarchical nature of data is often put forward to explain learnability, quantitative measurements establishing these properties are scarce.…

Machine Learning · Statistics 2025-03-04 Antonio Sclocchi , Alessandro Favero , Noam Itzhak Levi , Matthieu Wyart

Bayesian inference in function space has gained attention due to its robustness against overparameterization in neural networks. However, approximating the infinite-dimensional function space introduces several challenges. In this work, we…

Machine Learning · Computer Science 2024-12-23 Sophie Steger , Christian Knoll , Bernhard Klein , Holger Fröning , Franz Pernkopf

We present a novel Bayesian method for the joint reconstruction of cosmological matter density fields, peculiar velocities and power-spectra in the quasi-nonlinear regime. We study its applicability to the Ly-alpha forest based on multiple…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-20 Francisco-Shu Kitaura , Simona Gallerani , Andrea Ferrara

Accurate and precise covariance matrices will be important in enabling planned cosmological surveys to detect new physics. Standard methods imply either the need for many N-body simulations in order to obtain an accurate estimate, or a…

Cosmology and Nongalactic Astrophysics · Physics 2018-12-13 Alex Hall , Andy Taylor

We present a novel Bayesian inference tool that uses a neural network to parameterise efficient Markov Chain Monte-Carlo (MCMC) proposals. The target distribution is first transformed into a diagonal, unit variance Gaussian by a series of…

Cosmology and Nongalactic Astrophysics · Physics 2020-06-03 Adam Moss

Neural networks make accurate predictions but often fail to provide reliable uncertainty estimates, especially under covariate distribution shifts between training and testing. To address this problem, we propose a Bayesian framework for…

Machine Learning · Statistics 2025-12-22 Yuli Slavutsky , David M. Blei

This article focuses on estimating distribution elements over a high-dimensional binary hypercube from multivariate binary data. A popular approach to this problem, optimizing Walsh basis coefficients, is made more interpretable by an…

Methodology · Statistics 2023-04-12 Arthur C. Campello
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