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Bayesian model averaging (BMA) is the state of the art approach for overcoming model uncertainty. Yet, especially on small data sets, the results yielded by BMA might be sensitive to the prior over the models. Credal Model Averaging (CMA)…

统计方法学 · 统计学 2014-05-15 Giorgio Corani , Andrea Mignatti

The logistic linear mixed model (LLMM) is one of the most widely used statistical models. Generally, Markov chain Monte Carlo algorithms are used to explore the posterior densities associated with the Bayesian LLMMs. Polson, Scott and…

统计方法学 · 统计学 2021-12-20 Yalin Rao , Vivekananda Roy

Bayesian model updating facilitates the calibration of analytical models based on observations and the quantification of uncertainties in model parameters such as stiffness and mass. This process significantly enhances damage assessment and…

应用统计 · 统计学 2024-08-06 Taro Yaoyama , Tatsuya Itoi , Jun Iyama

Weather forecasting is mostly based on the outputs of deterministic numerical weather forecasting models. Multiple runs of these models with different initial conditions result in forecast ensembles which is are used for estimating the…

应用统计 · 统计学 2015-07-21 Sándor Baran , András Horányi , Dóra Nemoda

While there is an increasing amount of literature about Bayesian time series analysis, only a few Bayesian nonparametric approaches to multivariate time series exist. Most methods rely on Whittle's Likelihood, involving the second order…

统计方法学 · 统计学 2018-11-27 Alexander Meier , Claudia Kirch , Renate Meyer

A reasonable description of the degradation process is essential for credible reliability assessment in accelerated degradation testing. Existing methods usually use Markovian stochastic processes to describe the degradation process.…

应用统计 · 统计学 2025-06-12 Shi-Shun Chen , Xiao-Yang Li , Wenrui Xie

Prediction of various weather quantities is mostly based on deterministic numerical weather forecasting models. Multiple runs of these models with different initial conditions result ensembles of forecasts which are applied for estimating…

应用统计 · 统计学 2014-04-09 Sándor Baran , Dóra Nemoda , András Horányi

In this paper authors present a general methodology for age dependent reliability analysis of degrading or ageing systems, structures and components.The methodology is based on Bayesian methods and inference, its ability to incorporate…

应用统计 · 统计学 2012-10-19 Robertas Alzbutas , Tomas Iešmantas

Random field Monte Carlo (MC) reliability analysis is a robust stochastic method to determine the probability of failure. This method, however, requires a large number of numerical simulations demanding high computational costs. This paper…

机器学习 · 计算机科学 2022-04-14 Mohammad Aminpour , Reza Alaie , Navid Kardani , Sara Moridpour , Majidreza Nazem

We propose a model-based lifelong reinforcement-learning approach that estimates a hierarchical Bayesian posterior distilling the common structure shared across different tasks. The learned posterior combined with a sample-based Bayesian…

机器学习 · 计算机科学 2022-10-24 Haotian Fu , Shangqun Yu , Michael Littman , George Konidaris

Numerical modeling of morphodynamics presents significant challenges in engineering due to uncertainties arising from inaccurate inputs, model errors, and limited computing resources. Accurate results are essential for optimizing strategies…

统计计算 · 统计学 2026-01-07 Cédric Goeury , Fabien Souillé

In several modern applications, data are generated continuously over time, such as data generated from smartwatches. We assume data are collected and analyzed sequentially, in batches. Since traditional or offline methods can be extremely…

统计方法学 · 统计学 2025-01-22 Payel Ghosal , Shamriddha De , Joyee Ghosh

We demonstrate that the multi-phase Shan-Chen lattice Boltzmann method (LBM) yields a curvature dependent surface tension $\sigma$ as computed from three-dimensional hydrostatic droplets/bubbles simulations. Such curvature dependence is…

统计力学 · 物理学 2022-01-12 Matteo Lulli , Luca Biferale , Giacomo Falcucci , Mauro Sbragaglia , Xiaowen Shan

This paper presents a methodology for building daily profiles of wind generation and load for different seasons to assess their impacts on voltage violations. The measurement-based wind models showed very high accuracy when validated…

系统与控制 · 计算机科学 2017-07-07 Malhar Padhee , Anamitra Pal , Katelynn A. Vance

For many decades now, Bayesian Model Averaging (BMA) has been a popular framework to systematically account for model uncertainty that arises in situations when multiple competing models are available to describe the same or similar…

统计计算 · 统计学 2022-03-29 Vojtech Kejzlar , Shrijita Bhattacharya , Mookyong Son , Tapabrata Maiti

Joint models for a wide class of response variables and longitudinal measurements consist on a mixed-effects model to fit longitudinal trajectories whose random effects enter as covariates in a generalized linear model for the primary…

统计方法学 · 统计学 2014-07-03 Rolando De la Cruz , Cristian Meza , Ana Arribas-Gil , Raymond J. Carroll

The double/debiased machine learning (DML) framework has become a cornerstone of modern causal inference, allowing researchers to utilise flexible machine learning models for the estimation of nuisance functions without introducing…

计量经济学 · 经济学 2025-06-19 Charles Shaw

Optimised lightweight structures, such as shallow domes and slender towers, are prone to sudden buckling failure because geometric uncertainties/imperfections can lead to a drastic reduction in their buckling loads. We introduce a framework…

数值分析 · 数学 2025-10-28 Tianyi Liu , Xiao Xiao , Fehmi Cirak

In ergonomics and biomechanics, muscle fatigue models based on maximum endurance time (MET) models are often used to integrate fatigue effect into ergonomic and biomechanical application. However, due to the empirical principle of those MET…

机器人学 · 计算机科学 2011-04-08 Liang Ma , Damien Chablat , Fouad Bennis , Wei Zhang , Bo Hu , François Guillaume

The joint modeling of longitudinal and time-to-event data is an active area of statistics research that has received a lot of attention in the recent years. More recently, a new and attractive application of this type of models has been to…