English
Related papers

Related papers: Accelerating Bayesian Inference via Multi-Fidelity…

200 papers

Due to the importance of uncertainty quantification (UQ), Bayesian approach to inverse problems has recently gained popularity in applied mathematics, physics, and engineering. However, traditional Bayesian inference methods based on Markov…

Computation · Statistics 2022-04-26 Shiwei Lan , Shuyi Li , Babak Shahbaba

Most applications of Bayesian Inference for parameter estimation and model selection in astrophysics involve the use of Monte Carlo techniques such as Markov Chain Monte Carlo (MCMC) and nested sampling. However, these techniques are time…

Instrumentation and Methods for Astrophysics · Physics 2022-01-26 Geetakrishnasai Gunapati , Anirudh Jain , P. K. Srijith , Shantanu Desai

Multimodal foundation models offer promising advancements for enhancing driving perception systems, but their high computational and financial costs pose challenges. We develop a method that leverages foundation models to refine predictions…

Computer Vision and Pattern Recognition · Computer Science 2024-10-03 Yunhao Yang , Yuxin Hu , Mao Ye , Zaiwei Zhang , Zhichao Lu , Yi Xu , Ufuk Topcu , Ben Snyder

Turbulent flows play an important role in many scientific and technological design problems. Both Sub-Grid Scale (SGS) models in Large Eddy Simulations (LES) and Reynolds Averaged Navier Stokes (RANS) based modeling will require turbulence…

Fluid Dynamics · Physics 2024-07-16 Minghan Chu

Although Reynolds-Averaged Navier-Stokes (RANS) equations are still the dominant tool for engineering design and analysis applications involving turbulent flows, standard RANS models are known to be unreliable in many flows of engineering…

Computational Physics · Physics 2018-09-11 Jin-Long Wu , Jian-Xun Wang , Heng Xiao , Julia Ling

High-throughput characterization often requires estimating parameters and model dimension from experimental data of limited quantity and quality. Such data may result in an ill-posed inverse problem, where multiple sets of parameters and…

Quantum Physics · Physics 2026-04-08 Abigail N. Poteshman , Jiwon Yun , Tim H. Taminiau , Giulia Galli

Mathematical models are essential for understanding and making predictions about systems arising in nature and engineering. Yet, mathematical models are a simplification of true phenomena, thus making predictions subject to uncertainty.…

Numerical Analysis · Mathematics 2023-03-03 Mark Hobbs , Hussein Rappel , Tim Dodwell

Inferring the infinitesimal rates of continuous-time Markov chains (CTMCs) is a central challenge in many scientific domains. This task is hindered by three factors: quadratic growth in the number of rates as the CTMC state space expands,…

Methodology · Statistics 2026-02-09 Filippo Monti , Xiang Ji , Marc A. Suchard

In the following article we consider approximate Bayesian parameter inference for observation driven time series models. Such statistical models appear in a wide variety of applications, including econometrics and applied mathematics. This…

Computation · Statistics 2013-04-01 Ajay Jasra , Nikolas Kantas , Elena Ehrlich

In this study, we propose a novel method that integrates Nonlinear Model Predictive Contour Control (NMPCC) with an Exponentially Stabilizing Control Lyapunov Function (ES-CLF) and Exponential Higher-Order Control Barrier Functions to…

Systems and Control · Electrical Eng. & Systems 2024-11-04 Bryan S. Guevara , Viviana Moya , Luis F. Recalde , David Pozo-Espin , Daniel C. Gandolfo , Juan M. Toibero

We present a novel Bayesian framework for quantifying uncertainty in portfolio temperature alignment models, leveraging the X-Degree Compatibility (XDC) approach with the scientifically validated Finite Amplitude Impulse Response (FaIR)…

Portfolio Management · Quantitative Finance 2024-12-20 Hendrik Weichel , Aleksandr Zinovev , Heikki Haario , Martin Simon

The authors present a Polynomial Chaos (PC)-based Bayesian inference method for quantifying the uncertainties of the K-Profile Parametrization (KPP) within the MIT General Circulation Model (MITgcm) of the tropical pacific. The inference of…

Methodology · Statistics 2016-12-21 Ihab Sraj , Sarah E. Zedler , Omar M. Knio , Charles S. Jackson , Ibrahim Hoteit

Autonomous navigation through unknown environments is a challenging task that entails real-time localization, perception, planning, and control. UAVs with this capability have begun to emerge in the literature with advances in lightweight…

Robotics · Computer Science 2019-06-18 Jesus Tordesillas , Brett T. Lopez , John Carter , John Ware , Jonathan P. How

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

Sample-based Bayesian inference provides a route to uncertainty quantification in the geosciences, and inverse problems in general, though is very computationally demanding in the naive form that requires simulating an accurate computer…

Computation · Statistics 2019-04-12 Tiangang Cui , Colin Fox , Michael J O'Sullivan

This paper is on Bayesian inference for parametric statistical models that are defined by a stochastic simulator which specifies how data is generated. Exact sampling is then possible but evaluating the likelihood function is typically…

Machine Learning · Statistics 2020-03-02 Borislav Ikonomov , Michael U. Gutmann

In recent studies on model-based reinforcement learning (MBRL), incorporating uncertainty in forward dynamics is a state-of-the-art strategy to enhance learning performance, making MBRLs competitive to cutting-edge model free methods,…

Machine Learning · Computer Science 2019-10-08 Masashi Okada , Tadahiro Taniguchi

In the field of modeling, the word validation refers to simple comparisons between model outputs and experimental data. Usually, this comparison constitutes plotting the model results against data on the same axes to provide a visual…

Applications · Statistics 2021-06-11 Farid Mohammadi

Crash prediction is a critical component of road safety analyses. A widely adopted approach to crash prediction is application of regression based techniques. The underlying calibration process is often time-consuming, requiring significant…

Machine Learning · Computer Science 2018-12-20 Guangyuan Pan , Liping Fu , Lalita Thakali , Matthew Muresan , Ming Yu

A multi-fidelity regression model is proposed for combining multiple datasets with different fidelities, particularly abundant low-fidelity data and scarce high-fidelity observations. The model builds upon recent multi-fidelity frameworks…

Fluid Dynamics · Physics 2023-11-21 Mohammad Hossein Saadat