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Bayesian inference provides a principled way of estimating the parameters of a stochastic process that is observed discretely in time. The overdamped Brownian motion of a particle confined in an optical trap is generally modelled by the…

Data Analysis, Statistics and Probability · Physics 2017-02-01 Sudipta Bera , Shuvojit Paul , Rajesh Singh , Dipanjan Ghosh , Avijit Kundu , Ayan Banerjee , R. Adhikari

I introduce a general, Bayesian method for modelling univariate time series data assumed to be drawn from a continuous, stochastic process. The method accommodates arbitrary temporal sampling, and takes into account measurement…

Instrumentation and Methods for Astrophysics · Physics 2012-10-24 C. A. L. Bailer-Jones

This work aims at identifying and quantifying uncertainties related to elastic and viscoelastic parameters, which characterize the arterial wall behavior, in one-dimensional modeling of the human arterial hemodynamics. The chosen uncertain…

Fluid Dynamics · Physics 2021-02-12 Giulia Bertaglia , Valerio Caleffi , Lorenzo Pareschi , Alessandro Valiani

Bayesian hypothesis tests leverage posterior probabilities, Bayes factors, or credible intervals to inform data-driven decision making. We propose a framework for power curve approximation with such hypothesis tests. We present a fast…

Methodology · Statistics 2024-10-08 Luke Hagar , Nathaniel T. Stevens

Aeroengine performance is determined by temperature and pressure profiles along various axial stations within an engine. Given limited sensor measurements both along and between axial stations, we require a statistically principled approach…

Computational Engineering, Finance, and Science · Computer Science 2021-12-21 Pranay Seshadri , Andrew Duncan , George Thorne , Geoffrey Parks , Raul Vazquez Diaz , Mark Girolami

We describe the Bayesian Analysis of Nuclear Dynamics (BAND) framework, a cyberinfrastructure that we are developing which will unify the treatment of nuclear models, experimental data, and associated uncertainties. We overview the…

This study presents a Bayesian framework for (inverse) uncertainty quantification and parameter estimation in a two-step Chemical Vapor Deposition coating process using production data. We develop an XGBoost surrogate model that maps…

In the presence of modeling errors, the mainstream Bayesian methods seldom give a realistic account of uncertainties as they commonly underestimate the inherent variability of parameters. This problem is not due to any misconception in the…

Applications · Statistics 2020-05-19 Omid Sedehi , Costas Papadimitriou , Lambros S. Katafygiotis

Bayesian analysis has become an indispensable tool across many different cosmological fields including the study of gravitational waves, the Cosmic Microwave Background and the 21-cm signal from the Cosmic Dawn among other phenomena. The…

Instrumentation and Methods for Astrophysics · Physics 2023-12-19 Harry T. J. Bevins , William J. Handley , Pablo Lemos , Peter H. Sims , Eloy de Lera Acedo , Anastasia Fialkov , Justin Alsing

We present a multivariate Gaussian process regression approach for parameter field reconstruction based on the field's measurements collected at two different scales, the coarse and fine scales. The proposed approach treats the parameter…

Methodology · Statistics 2018-04-19 David A. Barajas-Solano , Alexandre M. Tartakovsky

Model-form uncertainties in complex mechanics systems are a major obstacle for predictive simulations. Reducing these uncertainties is critical for stake-holders to make risk-informed decisions based on numerical simulations. For example,…

Fluid Dynamics · Physics 2018-09-11 J. -L. Wu , J. -X. Wang , H. Xiao

One major impediment to the wider use of deep learning for clinical decision making is the difficulty of assigning a level of confidence to model predictions. Currently, deep Bayesian neural networks and sparse Gaussian processes are the…

The design of an experiment can be always be considered at least implicitly Bayesian, with prior knowledge used informally to aid decisions such as the variables to be studied and the choice of a plausible relationship between the…

Methodology · Statistics 2017-01-03 David C. Woods , Antony M. Overstall , Maria Adamou , Timothy W. Waite

This paper addresses the Bayesian calibration of dynamic models with parametric and structural uncertainties, in particular where the uncertain parameters are unknown/poorly known spatio-temporally varying subsystem models. Independent…

Computation · Statistics 2012-11-02 Piyush Tagade , Han-Lim Choi

The acceleration and energy dissipation terms due to the shear viscosity have been implemented and tested in GodunovSPH. The double summation method has been employed to avoid the well known numerical noise of the second derivative in…

Fluid Dynamics · Physics 2016-03-09 Seung-Hoon Cha , Matt A. Wood

High-dimensional data can be useful for causal inference by providing many confounders that may bolster the plausibility of the ignorability assumption. Propensity score methods are powerful tools for causal inference, are popular in health…

Methodology · Statistics 2017-10-10 Jacob Spertus , Sharon-Lise Normand

Bayesian inference is useful to obtain a predictive distribution with a small generalization error. However, since posterior distributions are rarely evaluated analytically, we employ the variational Bayesian inference or sampling method to…

Machine Learning · Computer Science 2025-09-03 Yohei Saito , Shun Kimura , Koujin Takeda

This paper presents a hierarchical Bayesian modeling framework for the uncertainty quantification in modal identification of linear dynamical systems using multiple vibration data sets. This novel framework integrates the state-of-the-art…

Methodology · Statistics 2020-05-19 Omid Sedehi , Lambros S. Katafygiotis , Costas Papadimitriou

A major bottleneck in nanoparticle measurements is the lack of comparability. Comparability of measurement results is obtained by metrological traceability, which is obtained by calibration. In the present work the calibration of…

Applications · Statistics 2018-12-24 J. Pétry , B. De Boeck , N. Sebaihi , M. Coenegrachts , T. Caebergs , M. Dobre

Background: The most widely used approach to joint modelling of repeated measurement and time to event data is to combine a linear Gaussian random effects model for the repeated measurements with a log-Gaussian frailty model for the…

Methodology · Statistics 2016-09-12 Elisabeth Waldmann , David Taylor-Robinson
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