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This work develops a measurement-driven and model-based formal verification approach, applicable to systems with partly unknown dynamics. We provide a principled method, grounded on reachability analysis and on Bayesian inference, to…

Systems and Control · Computer Science 2015-09-14 Sofie Haesaert , Paul M. J. Van den Hof , Alessandro Abate

Causal discovery from observational and interventional data is challenging due to limited data and non-identifiability: factors that introduce uncertainty in estimating the underlying structural causal model (SCM). Selecting experiments…

Machine Learning · Computer Science 2022-10-24 Panagiotis Tigas , Yashas Annadani , Andrew Jesson , Bernhard Schölkopf , Yarin Gal , Stefan Bauer

A computationally efficient method for online joint state inference and dynamical model learning is presented. The dynamical model combines an a priori known, physically derived, state-space model with a radial basis function expansion…

Systems and Control · Electrical Eng. & Systems 2021-07-12 Anton Kullberg , Isaac Skog , Gustaf Hendeby

In many problems of data-driven modeling for dynamical systems, the governing equations are not known a priori and must be selected phenomenologically from a large set of candidate interactions and basis functions. In such situations, point…

Applications · Statistics 2026-04-14 Shuhei Kashiwamura , Yusuke Kato , Hiroshi Kori , Masato Okada

Spatial regression of random fields based on potentially biased sensing information is proposed in this paper. One major concern in such applications is that since it is not known a-priori what the accuracy of the collected data from each…

Signal Processing · Electrical Eng. & Systems 2020-09-04 Qikun Xiang , Ido Nevat , Gareth W. Peters

Models defined by stochastic differential equations (SDEs) allow for the representation of random variability in dynamical systems. The relevance of this class of models is growing in many applied research areas and is already a standard…

Methodology · Statistics 2014-08-06 Umberto Picchini

Real-time nonlinear Bayesian filtering algorithms are overwhelmed by data volume, velocity and increasing complexity of computational models. In this paper, we propose a novel ensemble based nonlinear Bayesian filtering approach which only…

Computation · Statistics 2019-06-05 Xiao Lin , Gabriel Terejanu

A systematic Bayesian framework is developed for physics constrained parameter inference ofstochastic differential equations (SDE) from partial observations. The physical constraints arederived for stochastic climate models but are…

Data Analysis, Statistics and Probability · Physics 2016-11-25 Daniel Peavoy , Christian L. E. Franzke , Gareth O. Roberts

Model-based geostatistical design involves the selection of locations to collect data to minimise an expected loss function over a set of all possible locations. The loss function is specified to reflect the aim of data collection, which,…

Computation · Statistics 2021-12-03 S. G. Jagath Senarathne , Werner G. Müller , James M. McGree

Computing expected information gain (EIG) from prior to posterior (equivalently, mutual information between candidate observations and model parameters or other quantities of interest) is a fundamental challenge in Bayesian optimal…

Methodology · Statistics 2026-01-30 Fengyi Li , Ricardo Baptista , Youssef Marzouk

Computer simulations have become an important tool across the biomedical sciences and beyond. For many important problems several different models or hypotheses exist and choosing which one best describes reality or observed data is not…

Quantitative Methods · Quantitative Biology 2010-01-20 Tina Toni , Michael P. H. Stumpf

Computer experiments can emulate the physical systems, help computational investigations, and yield analytic solutions. They have been widely employed with many engineering applications (e.g., aerospace, automotive, energy systems.…

Methodology · Statistics 2022-08-23 Yan Wang , Meng Wang , Areej AlBahar , Xiaowei Yue

One of the possible objectives when designing experiments is to build or formulate a model for predicting future observations. When the primary objective is prediction, some typical approaches in the planning phase are to use…

Methodology · Statistics 2021-10-04 Trent Lemkus , Philip Ramsey , Christopher Gotwalt , Maria Weese

We consider online prediction of a latent dynamic spatiotemporal process and estimation of the associated model parameters based on noisy data. The problem is motivated by the analysis of spatial data arriving in real-time and the current…

Computation · Statistics 2017-08-14 Evangelos Evangelou , Vasileios Maroulas

Nonlinear dynamics are ubiquitous in science and engineering applications, but the physics of most complex systems is far from being fully understood. Discovering interpretable governing equations from measurement data can help us…

Machine Learning · Computer Science 2022-10-18 Luning Sun , Daniel Zhengyu Huang , Hao Sun , Jian-Xun Wang

The challenge of optimal design of experiments (DOE) pervades materials science, physics, chemistry, and biology. Bayesian optimization has been used to address this challenge in vast sample spaces, although it requires framing experimental…

Exposure assessment models are deterministic models derived from physical-chemical laws. In real workplace settings, chemical concentration measurements can be noisy and indirectly measured. In addition, inference on important parameters…

Applications · Statistics 2018-07-09 Nada Abdalla , Sudipto Banerjee , Gurumurthy Ramachandran , Susan Arnold

Online learning via Bayes' theorem allows new data to be continuously integrated into an agent's current beliefs. However, a naive application of Bayesian methods in non stationary environments leads to slow adaptation and results in state…

Machine Learning · Computer Science 2022-02-09 Josue Nassar , Jennifer Brennan , Ben Evans , Kendall Lowrey

An increasing number of applications require real-time reasoning under uncertainty with streaming input. The temporal (dynamic) Bayes net formalism provides a powerful representational framework for such applications. However, existing…

Artificial Intelligence · Computer Science 2013-01-07 Masami Takikawa , Bruce D'Ambrosio , Ed Wright

This paper proposes and experimentally validates a Bayesian network model of a range finder adapted to dynamic environments. All modeling assumptions are rigorously explained, and all model parameters have a physical interpretation. This…

Artificial Intelligence · Computer Science 2014-01-16 Tinne De Laet , Joris De Schutter , Herman Bruyninckx