相关论文: Error control in the numerical posterior distribut…
While Bayesian inference provides a principled framework for reasoning under uncertainty, its widespread adoption is limited by the intractability of exact posterior computation, necessitating the use of approximate inference. However,…
There has been much recent interest in modifying Bayesian inference for misspecified models so that it is useful for specific purposes. One popular modified Bayesian inference method is "cutting feedback" which can be used when the model…
In this paper we present a new and efficient analytical solutions for evolving the QED$\otimes$QCD DGLAP evolution equations in mellin space and obtain the parton distribution functions (PDFs) in perturbative QCD including the QED…
Partial differential equations (PDEs) are fundamental for theoretically describing numerous physical processes that are based on some input fields in spatial configurations. Understanding the physical process, in general, requires…
Bayesian inference for inverse problems hinges critically on the choice of priors. In the absence of specific prior information, population-level distributions can serve as effective priors for parameters of interest. With the advent of…
This paper studies a problem of Bayesian parameter estimation for a sequence of scaled counting processes whose weak limit is a Brownian motion with an unknown drift. The main result of the paper is that the limit of the posterior…
In the field of inverse estimation for systems modeled by partial differential equations (PDEs), challenges arise when estimating high- (or even infinite-) dimensional parameters. Typically, the ill-posed nature of such problems…
Finite-time linear-quadratic control of partial differential-algebraic equations (PDAEs) is considered. The discussion is restricted to those that are radial with index $0$; this corresponds to a nilpotency degree of 1. We establish the…
This paper develops a Bayesian control chart for the percentiles of the Weibull distribution, when both its in-control and out-of-control parameters are unknown. The Bayesian approach enhances parameter estimates for small sample sizes that…
In real applications, the construction of prior and acceleration of sampling for posterior are usually two key points of Bayesian inversion algorithm for engineers. In this paper, q-analogy of Gaussian distribution, q-Gaussian distribution,…
This paper considers a Bayesian approach for inclusion detection in nonlinear inverse problems using two known and popular push-forward prior distributions: the star-shaped and level set prior distributions. We analyze the convergence of…
We propose a new method for the numerical solution of backward stochastic differential equations (BSDEs) which finds its roots in Fourier analysis. The method consists of an Euler time discretization of the BSDE with certain conditional…
We consider second-order PDE problems set in unbounded domains and discretized by Lagrange finite elements on a finite mesh, thus introducing an artificial boundary in the discretization. Specifically, we consider the reaction diffusion…
Ill-posed linear inverse problems arise frequently in various applications, from computational photography to medical imaging. A recent line of research exploits Bayesian inference with informative priors to handle the ill-posedness of such…
Bayesian modeling helps applied researchers articulate assumptions about their data and develop models tailored for specific applications. Thanks to good methods for approximate posterior inference, researchers can now easily build, use,…
We describe the N=1 supersymmetric evolution of the parton distributions with coupled gluinos and scalar quarks (Exact Supersymmetric Altarelli Parisi or ESAP). Superymmetric distributions are generated radiatively and studied as a function…
Large-scale optimization problems that involve thousands of decision variables have extensively arisen from various industrial areas. As a powerful optimization tool for many real-world applications, evolutionary algorithms (EAs) fail to…
We consider optimal experimental design (OED) for nonlinear inverse problems within the Bayesian framework. Optimizing the data acquisition process for large-scale nonlinear Bayesian inverse problems is a computationally challenging task…
Among many evolutionary algorithms, differential evolution (DE) has received much attention over the last two decades. DE is a simple yet powerful evolutionary algorithm that has been used successfully to optimize various real-world…
Fluctuations of the glacier calving front have an important influence over the ice flow of whole glacier systems. It is therefore important to precisely monitor the position of the calving front. However, the manual delineation of SAR…