相关论文: Polynomial Chaos Expansion for general multivariat…

Bayesian analysis enables combining prior knowledge with measurement data to learn model parameters. Commonly, one resorts to computing the maximum a posteriori (MAP) estimate, when only a point estimate of the parameters is of interest. We…

In this paper, we further consider the symmetry-based method for seeking nonlocally related systems for partial differential equations. In particular, we show that the symmetry-based method for partial differential equations is the natural…

In this paper we consider a variety of procedures for numerical statistical inference in the family of univariate and multivariate stable distributions. In connection with univariate distributions (i) we provide approximations by finite…

Design and analysis of cluster randomized trials must take into account correlation among outcomes from the same clusters. When applying standard generalized estimating equations (GEE), the first-order (e.g. treatment) effects can be…

As a rigorous statistical approach, statistical Taylor expansion extends the conventional Taylor expansion by replacing precise input variables with random variables of known distributions and sample counts to compute the mean, the…

In this paper we introduce the data from mineral water probe with errors in both variables. For this case we apply our orthonormal polynomial expansion(OPEM) method to describe the data in the new error corridor. It receives the…

We propose a novel method for establishing the sparsity of the coefficients of the Laguerre generalized polynomial chaos expansion of solutions to parametric elliptic PDEs with log-gamma inputs on $\mathbb{R}_+^\infty$. The established…

Simulation of stochastic spatially-extended systems is a challenging problem. The fundamental quantities in these models are individual entities such as molecules, cells, or animals, which move and react in a random manner. In big systems,…

A novel probabilistic numerical method for quantifying the uncertainty induced by the time integration of ordinary differential equations (ODEs) is introduced. Departing from the classical strategy to randomize ODE solvers by adding a…

Estimation of permutation entropy (PE) using Bayesian statistical methods is presented for systems where the ordinal pattern sampling follows an independent, multinomial distribution. It is demonstrated that the PE posterior distribution is…

We propose the Variation Calibration Error (VCE) metric for assessing the calibration of machine learning classifiers. The metric can be viewed as an extension of the well-known Expected Calibration Error (ECE) which assesses the…

Machine learning interatomic potentials are revolutionizing large-scale, accurate atomistic modelling in material science and chemistry. Many potentials use atomic cluster expansion or equivariant message passing frameworks. Such frameworks…

Gaussian empirical Bayes methods usually maintain a precision independence assumption: The unknown parameters of interest are independent from the known standard errors of the estimates. This assumption is often theoretically questionable…

Multivariate count data are commonly encountered through high-throughput sequencing technologies in bioinformatics, text mining, or in sports analytics. Although the Poisson distribution seems a natural fit to these count data, its…

We propose a variational autoencoder (VAE) approach for parameter estimation in nonlinear mixed-effects models based on ordinary differential equations (NLME-ODEs) using longitudinal data from multiple subjects. In moderate dimensions,…

We give a highly efficient "semi-agnostic" algorithm for learning univariate probability distributions that are well approximated by piecewise polynomial density functions. Let $p$ be an arbitrary distribution over an interval $I$ which is…

This paper addresses model dimensionality reduction for Bayesian inference based on prior Gaussian fields with uncertainty in the covariance function hyper-parameters. The dimensionality reduction is traditionally achieved using the…

Spatial reaction-diffusion models have been employed to describe many emergent phenomena in biological systems. The modelling technique most commonly adopted in the literature implements systems of partial differential equations (PDEs),…

This work proposes and analyzes a generalized acceleration technique for decreasing the computational complexity of using stochastic collocation (SC) methods to solve partial differential equations (PDEs) with random input data. The SC…

In this paper, we combine deterministic splitting methods with a polynomial chaos expansion method for solving stochastic parabolic evolution problems. The stochastic differential equation is reduced to a system of deterministic equations…