相关论文: Bayesian equation selection on sparse data for dis…

Living systems have time-evolving interactions that, until recently, could not be identified accurately from recorded time series in the presence of noise. Stankovski et al. (Phys. Rev. Lett. 109 024101, 2012) introduced a method based on…

High-throughput data acquisition in synthetic biology leads to an abundance of data that need to be processed and aggregated into useful biological models. Building dynamical models based on this wealth of data is of paramount importance to…

We present a Bayesian methodology for infinite as well as finite dimensional parameter identification for partial differential equation models. The Bayesian framework provides a rigorous mathematical framework for incorporating prior…

Bayesian networks are now being used in enormous fields, for example, diagnosis of a system, data mining, clustering and so on. In spite of their wide range of applications, the statistical properties have not yet been clarified, because…

Constructing accurate, flexible, and efficient parametrizations is one of the great challenges in the numerical modelling of geophysical fluids. We consider here the simple yet paradigmatic case of a Lorenz 84 model forced by a Lorenz 63…

Statistical (machine learning) tools for equation discovery require large amounts of data that are typically computer generated rather than experimentally observed. Multiscale modeling and stochastic simulations are two areas where learning…

Many complex dynamical phenomena can be effectively modeled by a system that switches among a set of conditionally linear dynamical modes. We consider two such models: the switching linear dynamical system (SLDS) and the switching vector…

Hysteresis is a nonlinear phenomenon with memory effects, where a system's output depends on both its current state and past states. It is prevalent in various physical and mechanical systems, such as yielding structures under seismic…

Stochastic processes have found numerous applications in science, as they are broadly used to model a variety of natural phenomena. Due to their intrinsic randomness and uncertainty, they are, however, difficult to characterize. Here, we…

This paper presents a machine learning framework (GP-NODE) for Bayesian systems identification from partial, noisy and irregular observations of nonlinear dynamical systems. The proposed method takes advantage of recent developments in…

Stochastic dynamics on sparse graphs and disordered systems often lead to complex behaviors characterized by heterogeneity in time and spatial scales, slow relaxation, localization, and aging phenomena. The mathematical tools and…

We consider the problem of forecasting complex, nonlinear space-time processes when observations provide only partial information of on the system's state. We propose a natural data-driven framework, where the system's dynamics are modelled…

We analyze the dynamics of an algorithm for approximate inference with large Gaussian latent variable models in a student-teacher scenario. To model nontrivial dependencies between the latent variables, we assume random covariance matrices…

In this article, we primarily propose a novel Bayesian characterization of stationary and nonstationary stochastic processes. In practice, this theory aims to distinguish between global stationarity and nonstationarity for both parametric…

Bayesian inference methods are applied within a Bayesian hierarchical modelling framework to the problems of joint state and parameter estimation, and of state forecasting. We explore and demonstrate the ideas in the context of a simple…

An algorithm for automated construction of a sparse Bayesian network given an unstructured probabilistic model and causal domain information from an expert has been developed and implemented. The goal is to obtain a network that explicitly…

For modelling geophysical systems, large-scale processes are described through a set of coarse-grained dynamical equations while small-scale processes are represented via parameterizations. This work proposes a method for identifying the…

Multi-scale problems, where variables of interest evolve in different time-scales and live in different state-spaces, can be found in many fields of science. Here, we introduce a new recursive methodology for Bayesian inference that aims at…

Bayesian graphical models are powerful tools to infer complex relationships in high dimension, yet are often fraught with computational and statistical challenges. If exploited in a principled way, the increasing information collected…

Learning identifiable representations and models from low-level observations is helpful for an intelligent spacecraft to complete downstream tasks reliably. For temporal observations, to ensure that the data generating process is provably…