相关论文: Recursive Bayesian Filters for Data Assimilation

In my PhD thesis, we elaborate upon Bayesian changepoint analysis, whereby our focus is on three big topics: approximate sampling via MCMC, exact inference and uncertainty quantification. Besides, modeling matters are discussed in an…

For wideband spectrum sensing, compressive sensing has been proposed as a solution to speed up the high dimensional signals sensing and reduce the computational complexity. Compressive sensing consists of acquiring the essential information…

In this note, we shortly survey some recent approaches on the approximation of the Bayes factor used in Bayesian hypothesis testing and in Bayesian model choice. In particular, we reassess importance sampling, harmonic mean sampling, and…

A quality-Bayesian approach, combining the direct sampling method and the Bayesian inversion, is proposed to reconstruct the locations and intensities of the unknown acoustic sources using partial data. First, we extend the direct sampling…

We introduce a data assimilation method to estimate model parameters with observations of passive tracers by directly assimilating Lagrangian Coherent Structures. Our approach differs from the usual Lagrangian Data Assimilation approach,…

This paper presents the probability hypothesis density (PHD) filter for sets of trajectories: the trajectory probability density (TPHD) filter. The TPHD filter is capable of estimating trajectories in a principled way without requiring to…

In this paper, we consider the problem of recovering compressively sensed ultrasound images. We build on prior work, and consider a number of existing approaches that we consider to be the state-of-the-art. The methods we consider take…

We address the problem of providing inference from a Bayesian perspective for parameters selected after viewing the data. We present a Bayesian framework for providing inference for selected parameters, based on the observation that…

In this study, we analyzed a continuous data assimilation scheme applied on a double-diffusive natural convection model. The algorithm is introduced with a first order backward Euler time scheme along with a finite element discretization in…

We propose a novel approach to approximate Bayesian computation (ABC) that seeks to cater for possible misspecification of the assumed model. This new approach can be equally applied to rejection-based ABC and to popular regression…

Data assimilation algorithms integrate prior information from numerical model simulations with observed data. Ensemble-based filters, regarded as state-of-the-art, are widely employed for large-scale estimation tasks in disciplines such as…

We consider the problem of conditioning a geological process-based computer simulation, which produces basin models by simulating transport and deposition of sediments, to data. Emphasising uncertainty quantification, we frame this as a…

We demonstrate the use of automatic Bayesian inference for the analysis of LISA data sets. In particular we describe a new automatic Reversible Jump Markov Chain Monte Carlo method to evaluate the posterior probability density functions of…

When constructing a Bayesian Machine Learning model, we might be faced with multiple different prior distributions and thus are required to properly consider them in a sensible manner in our model. While this situation is reasonably well…

Assimilation of continuously streamed monitored data is an essential component of a digital twin; the assimilated data are used to ensure the digital twin is a true representation of the monitored system. One way this is achieved is by…

This paper proposes an extension to the classical 3D variational data assimilation approach by explicitly incorporating as a prior information, the transform-domain sparsity observed in a large class of geophysical signals. In particular,…

In this paper, a Bayesian method for piecewise regression is adapted to handle counting processes data distributed as Poisson. A numerical code in Mathematica is developed and tested analyzing simulated data. The resulting method is…

Approximate Bayesian computation performs approximate inference for models where likelihood computations are expensive or impossible. Instead simulations from the model are performed for various parameter values and accepted if they are…

A brief survey of the author and collaborators' work in compressive sensing applications to continuous imaging models.

It is shown that a simple Dirichlet process mixture of multivariate normals offers Bayesian density estimation with adaptive posterior convergence rates. Toward this, a novel sieve for non-parametric mixture densities is explored, and its…