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Stochastic process models for spatiotemporal data underlying random fields find substantial utility in a range of scientific disciplines. Subsequent to predictive inference on the values of the random field (or spatial surface indexed…

统计方法学 · 统计学 2024-07-26 Aritra Halder , Didong Li , Sudipto Banerjee

This paper proposes a probabilistic Bayesian formulation for system identification (ID) and estimation of nonseparable Hamiltonian systems using stochastic dynamic models. Nonseparable Hamiltonian systems arise in models from diverse…

动力系统 · 数学 2022-09-19 Harsh Sharma , Nicholas Galioto , Alex A. Gorodetsky , Boris Kramer

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…

数据分析、统计与概率 · 物理学 2013-01-14 Andrea Duggento , Tomislav Stankovski , Peter V. E. McClintock , Aneta Stefanovska

Rapid developments in streaming data technologies have enabled real-time monitoring of human activity that can deliver high-resolution data on health variables over trajectories or paths carved out by subjects as they conduct their daily…

统计方法学 · 统计学 2024-09-11 Tomoya Wakayama , Sudipto Banerjee

In this article, we propose a novel method for sampling potential functions based on noisy observation data of a finite number of observables in quantum canonical ensembles, which leads to the accurate sampling of a wide class of test…

数值分析 · 数学 2020-04-08 Ziheng Chen , Zhennan Zhou

We compare the accuracy, precision and reliability of different methods for estimating key system parameters for two-level systems subject to Hamiltonian evolution and decoherence. It is demonstrated that the use of Bayesian modelling and…

量子物理 · 物理学 2019-10-15 Sophie Schirmer , Frank Langbein

A new method is introduced for analysis of interactions between time-dependent coupled oscillators, based on the signals they generate. It distinguishes unsynchronized dynamics from noise-induced phase slips, and enables the evolution of…

数据分析、统计与概率 · 物理学 2012-08-09 Tomislav Stankovski , Andrea Duggento , Peter V. E. McClintock , Aneta Stefanovska

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…

应用统计 · 统计学 2012-11-09 John Parslow , Noel Cressie , Edward P. Campbell , Emlyn Jones , Lawrence Murray

A series of experiments in stationary and moving passenger rail cars were conducted to measure removal rates of particles in the size ranges of SARS-CoV-2 viral aerosols, and the air changes per hour provided by existing and modified air…

统计方法学 · 统计学 2024-06-28 Soumyakanti Pan , Darpan Das , Gurumurthy Ramachandran , Sudipto Banerjee

Once upon a time, predictions for the accuracy of inference on gravitational-wave signals relied on computationally inexpensive but often inaccurate techniques. Recently, the approach has shifted to actual inference on noisy signals with…

天体物理仪器与方法 · 物理学 2015-12-09 Carl-Johan Haster , Ilya Mandel , Will M. Farr

State-space models are successfully used in many areas of science, engineering and economics to model time series and dynamical systems. We present a fully Bayesian approach to inference \emph{and learning} (i.e. state estimation and system…

机器学习 · 统计学 2013-12-18 Roger Frigola , Fredrik Lindsten , Thomas B. Schön , Carl E. Rasmussen

The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…

机器学习 · 统计学 2012-12-04 Xun Huan , Youssef M. Marzouk

Stochastic differential equations (SDEs) are of utmost importance in various scientific and industrial areas. They are the natural description of dynamical processes whose precise equations of motion are either not known or too expensive to…

统计方法学 · 统计学 2017-11-08 Philipp Frank , Theo Steininger , Torsten A. Enßlin

Optical levitation of nanoscale particles has emerged as a platform for precision measurement. Extremely low damping, together with optical interferometric position detection, makes possible exquisite force measurement and promises…

量子物理 · 物理学 2019-05-24 Chris Dawson , James Bateman

A system's internal dynamics and its interaction with the environment can be determined by tracking how external perturbations affect its transition rates between states. Quantitative measurements of these rates are crucial for optimizing…

Control barrier functions are widely used to synthesize safety-critical controls. However, the presence of Gaussian-type noise in dynamical systems can generate unbounded signals and potentially result in severe consequences. Although…

系统与控制 · 电气工程与系统科学 2023-12-21 Chuanzheng Wang , Yiming Meng , Jun Liu , Stephen Smith

In classical mechanics, a natural way to simplify a many-body problem is to ``replace'' some of the elements of the composite system with surrogate \textit{force fields}. In the realm of quantum mechanics, however, such a description is…

量子物理 · 物理学 2021-08-06 Piotr Szańkowski

Bayesian inference provides a principled way of estimating the parameters of a stochastic process that is observed discretely in time. The overdamped Brownian motion of a particle confined in an optical trap is generally modelled by the…

数据分析、统计与概率 · 物理学 2017-02-01 Sudipta Bera , Shuvojit Paul , Rajesh Singh , Dipanjan Ghosh , Avijit Kundu , Ayan Banerjee , R. Adhikari

We study long-range interacting systems driven by external stochastic forces that act collectively on all the particles constituting the system. Such a scenario is frequently encountered in the context of plasmas, self-gravitating systems,…

统计力学 · 物理学 2013-12-03 Cesare Nardini , Shamik Gupta , Stefano Ruffo , Thierry Dauxois , Freddy Bouchet

We develop an approach for Bayesian learning of spatiotemporal dynamical mechanistic models. Such learning consists of statistical emulation of the mechanistic system that can efficiently interpolate the output of the system from arbitrary…

统计方法学 · 统计学 2025-07-11 Sudipto Banerjee , Xiang Chen , Ian Frankenburg , Daniel Zhou