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This paper presents a fast algorithm for estimating hidden states of Bayesian state space models. The algorithm is a variation of amortized simulation-based inference algorithms, where a large number of artificial datasets are generated at…

Econometrics · Economics 2022-10-14 Ramis Khabibullin , Sergei Seleznev

Bayesian statistics is an integral part of contemporary applied science. bayesics provides a single framework, unified in syntax and output, for performing the most commonly used statistical procedures, ranging from one- and two-sample…

Methodology · Statistics 2026-02-18 Daniel K. Sewell , Alan T. Arakkal

Stochastic differential equations (SDEs) are established tools to model physical phenomena whose dynamics are affected by random noise. By estimating parameters of an SDE intrinsic randomness of a system around its drift can be identified…

Computation · Statistics 2012-05-03 Umberto Picchini , Susanne Ditlevsen

In the era of AI, neural networks have become increasingly popular for modeling, inference, and prediction, largely due to their potential for universal approximation. With the proliferation of such deep learning models, a question arises:…

Computation · Statistics 2026-04-06 Skyler Wu , Shihao Yang , S. C. Kou

Background. Health economic evaluations of interventions against infectious diseases are commonly based on the predictions of ordinary differential equation (ODE) systems or Markov models (MMs). Standard MMs are static, whereas ODE systems…

Methodology · Statistics 2018-09-05 Katrin Haeussler , Ardo van den Hout , Gianluca Baio

The use of numerical simulation for prediction of characteristics of chaotic dynamical systems inherently involves unpredictable processes. In this work, we develop a model for the expected error in the simulation of ergodic, chaotic ODE…

Dynamical Systems · Mathematics 2022-10-17 Cory Frontin , David Darmofal

A representation of the cause-effect mechanism is needed to enable artificial intelligence to represent how the world works. Bayesian Networks (BNs) have proven to be an effective and versatile tool for this task. BNs require constructing a…

Artificial Intelligence · Computer Science 2026-03-18 Joverlyn Gaudillo , Nicole Astrologo , Fabio Stella , Enzo Acerbi , Francesco Canonaco

BAYES-LIN is an extension of the LISP-STAT object-oriented statistical computing environment, which adds to LISP-STAT some object prototypes appropriate for carrying out local computation via message-passing between clique-tree nodes of…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Darren J Wilkinson

We guide the reader on a journey through mathematical modeling and numerical analysis, emphasizing the crucial interplay of both disciplines. Targeting undergraduate students with basic knowledge in dynamical systems and numerical methods…

History and Overview · Mathematics 2025-08-12 Cordula Reisch , Hendrik Ranocha

For an observed response that is composed by a set - or vector - of positive values that sum up to 1, the Dirichlet distribution (Bol'shev, 2018) is a helpful mathematical construction for the quantification of the data-generating mechanics…

Methodology · Statistics 2018-08-21 Holger Sennhenn-Reulen

Fitting a simplifying model with several parameters to real data of complex objects is a highly nontrivial task, but enables the possibility to get insights into the objects physics. Here, we present a method to infer the parameters of the…

Data Analysis, Statistics and Probability · Physics 2018-12-21 Johannes Oberpriller , T. A. Enßlin

We present a Bayesian approach to machine learning with probabilistic programs. In our approach, training on available data is implemented as inference on a hierarchical model. The posterior distribution of model parameters is then used to…

Machine Learning · Computer Science 2022-01-19 David Tolpin

Within the past two decades, Gaussian process regression has been increasingly used for modeling dynamical systems due to some beneficial properties such as the bias variance trade-off and the strong connection to Bayesian mathematics. As…

Systems and Control · Electrical Eng. & Systems 2021-02-11 Thomas Beckers

Stein's method compares probability distributions through the study of a class of linear operators called Stein operators. While mainly studied in probability and used to underpin theoretical statistics, Stein's method has led to…

Bayesian networks are a versatile and powerful tool to model complex phenomena and the interplay of their components in a probabilistically principled way. Moving beyond the comparatively simple case of completely observed, static data,…

Methodology · Statistics 2020-11-04 Marco Scutari

Parameter estimation for ordinary differential equations (ODEs) plays a fundamental role in the analysis of dynamical systems. Generally lacking closed-form solutions, ODEs are traditionally approximated using deterministic solvers.…

Computation · Statistics 2025-06-30 Mohan Wu , Martin Lysy

Equation learning methods present a promising tool to aid scientists in the modeling process for biological data. Previous equation learning studies have demonstrated that these methods can infer models from rich datasets, however, the…

Addressing the challenges of irregularity and concept drift in streaming time series is crucial for real-world predictive modelling. Previous studies in time series continual learning often propose models that require buffering long…

Machine Learning · Computer Science 2025-04-10 Futoon M. Abushaqra , Hao Xue , Yongli Ren , Flora D. Salim

Biological systems are often modeled as a system of ordinary differential equations (ODEs) with time-invariant parameters. However, cell signaling events or pharmacological interventions may alter the cellular state and induce multi-mode…

Quantitative Methods · Quantitative Biology 2020-04-28 Bing Liu

The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…

Machine Learning · Statistics 2012-12-04 Xun Huan , Youssef M. Marzouk