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Inverse problems are prevalent in numerous scientific and engineering disciplines, where the objective is to determine unknown parameters within a physical system using indirect measurements or observations. The inherent challenge lies in…

Computational Physics · Physics 2025-02-06 Georgios E. Pavlou , Vasiliki Pavlidou , Vagelis Harmandaris

This work is focussed on the inversion task of inferring the distribution over parameters of interest leading to multiple sets of observations. The potential to solve such distributional inversion problems is driven by increasing…

Machine Learning · Statistics 2026-05-06 Arnaud Vadeboncoeur , Mark Girolami , Andrew M. Stuart

The last decade has seen the success of stochastic parameterizations in short-term, medium-range and seasonal forecasts: operational weather centers now routinely use stochastic parameterization schemes to better represent model inadequacy…

Inverse problems involve making inference about unknown parameters of a physical process using observational data. This paper investigates an important class of inverse problems -- the estimation of the initial condition of a…

Methodology · Statistics 2023-02-09 Xiao Liu , Kyongmin Yeo

We review opportunities for stochastic geometric mechanics to incorporate observed data into variational principles, in order to derive data-driven nonlinear dynamical models of effects on the variability of computationally resolvable…

Chaotic Dynamics · Physics 2018-06-28 François Gay-Balmaz , Darryl D. Holm

Populations of heterogeneous cells play an important role in many biological systems. In this paper we consider systems where each cell can be modelled by an ordinary differential equation. To account for heterogeneity, parameter values are…

Quantitative Methods · Quantitative Biology 2009-09-27 Steffen Waldherr , Jan Hasenauer , Frank Allgöwer

Scientists use imaging to identify objects of interest and infer properties of these objects. The locations of these objects are often measured with error, which when ignored leads to biased parameter estimates and inflated variance.…

We model non-stationary volume-price distributions with a log-normal distribution and collect the time series of its two parameters. The time series of the two parameters are shown to be stationary and Markov-like and consequently can be…

Statistical Finance · Quantitative Finance 2017-05-04 Joana Estevens , Paulo Rocha , Joao Boto , Pedro Lind

Heterogeneity in gene expression across isogenic cell populations can give rise to phenotypic diversity, even when cells are in homogenous environments. This diversity arises from the discrete, stochastic nature of biochemical reactions,…

Quantitative Methods · Quantitative Biology 2017-08-31 Zachary Fox , Brian Munsky

A stochastic deformation of a thermodynamic symplectic structure is studied. The stochastic deformation procedure is analogous to the deformation of an algebra of observables like deformation quantization, but for an imaginary deformation…

Statistical Mechanics · Physics 2009-01-08 P. O. Kazinski

Stochastic parameterizations are increasingly being used to represent the uncertainty associated with model errors in ensemble forecasting and data assimilation. One of the challenges associated with the use of these parameterizations is…

Computation · Statistics 2019-10-23 Guillermo Scheffler , Juan Ruiz , Manuel Pulido

The use of factor stochastic volatility models requires choosing the number of latent factors used to describe the dynamics of the financial returns process; however, empirical evidence suggests that the number and makeup of pertinent…

Applications · Statistics 2019-03-06 Taylor R. Brown

This paper continues earlier work and is concerned with the inverse problem of parameter identification in variational inequalities of the second kind that does not only treat the parameter linked to a bilinear form, but importantly also…

Optimization and Control · Mathematics 2021-01-01 Joachim Gwinner

In a broad and fundamental type of ''inverse problems'' in science, one infers a spatially distributed physical attribute based on observations of processes that are controlled by the spatial attribute in question. The data-generating field…

Methodology · Statistics 2014-09-09 Zepu Zhang

In this work the LHC inverse problem is quantified in the Bayesian context by clarifying the relation between the mapping from the theory parameter space to experimental signature space and the inverse map. We demonstrate that, after…

High Energy Physics - Phenomenology · Physics 2015-05-13 Csaba Balázs , Dilani Kahawala

To comprehend complex systems with multiple states, it is imperative to reveal the identity of these states by system outputs. Nevertheless, the mathematical models describing these systems often exhibit nonlinearity so that render the…

Machine Learning · Computer Science 2023-07-04 Guangtao Zhang , Yiting Duan , Guanyu Pan , Qijing Chen , Huiyu Yang , Zhikun Zhang

Data-driven control strategies for dynamical systems with unknown parameters are popular in theory and applications. An essential problem is to prevent stochastic linear systems becoming destabilized, due to the uncertainty of the…

Systems and Control · Computer Science 2019-05-20 Mohamad Kazem Shirani Faradonbeh , Ambuj Tewari , George Michailidis

Machine learning (ML) has emerged as a powerful tool for tackling complex regression and classification tasks, yet its success often hinges on the quality of training data. This study introduces an ML paradigm inspired by domain knowledge…

Machine Learning · Computer Science 2025-01-10 Mohsen Rashki

We consider the problem of constructing an adaptive bridge regression modeling, which is a penalized procedure by imposing different weights to different coefficients in the bridge penalty term. A crucial issue in the modeling process is…

Methodology · Statistics 2013-02-15 Shuichi Kawano

The article considers parameter estimation constructing such as quasi-maximum likelyhood estimation and one step estimation in statistical models generated by solution of stochastic differential equation. It has been developed a software…

Statistics Theory · Mathematics 2021-03-12 Dmytro Ivanenko , Rostyslav Pogorielov