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We develop a fast and scalable computational framework to solve large-scale and high-dimensional Bayesian optimal experimental design problems. In particular, we consider the problem of optimal observation sensor placement for Bayesian…

数值分析 · 数学 2020-11-09 Keyi Wu , Peng Chen , Omar Ghattas

Airborne particulate matter (PM2.5) is a major public health concern in urban environments, where population density and emission sources exacerbate exposure risks. We present a novel Bayesian spatiotemporal fusion model to estimate monthly…

This paper proposes a hierarchical, multi-resolution framework for the identification of model parameters and their spatially variability from noisy measurements of the response or output. Such parameters are frequently encountered in…

数学物理 · 物理学 2015-05-13 P. S. Koutsourelakis

This paper introduces Bayesian supervised and unsupervised segmentation algorithms aimed at oceanic segmentation of SAR images. The data term, \emph{i.e}., the density of the observed backscattered signal given the region, is modeled by a…

应用统计 · 统计学 2010-07-29 Sónia Pelizzari , José M. Bioucas-Dias

The paper studies a finite element method for computing transport and diffusion along evolving surfaces. The method does not require a parametrization of a surface or an extension of a PDE from a surface into a bulk outer domain. The…

数值分析 · 数学 2014-03-04 Joerg Grande , Maxim Olshanskii , Arnold Reusken

A hydrogeological model for the spread of pollution in an aquifer is considered. The model consists in a convection-diffusion-reaction equation involving the dispersion tensor which depends nonlinearly of the fluid velocity. We introduce an…

数值分析 · 数学 2020-06-05 Éloïse Comte

The Finite Element Method (FEM) is the gold standard for spatial discretization in numerical simulations for a wide spectrum of real-world engineering problems. Prototypical areas of interest include linear heat transfer and linear…

数值分析 · 数学 2022-01-10 Marcelo Forets , Daniel Freire Caporale , Jorge M. Pérez Zerpa

A well-established approach for inferring full displacement and stress fields from possibly sparse data is to calibrate the parameter of a given constitutive model using a Bayesian update. After calibration, a (stochastic) forward…

计算工程、金融与科学 · 计算机科学 2023-08-09 Vahab B. Narouie , Henning Wessels , Ulrich Römer

We present an approach for synthesising observational data with elastodynamic finite element models by extending the statistical finite element method (statFEM) framework. The proposed formulation adopts a Bayesian filtering approach to…

数值分析 · 数学 2026-04-15 Igor Kavrakov , Yaswanth Sai Jetti , Ahmet Oguzhan Yuksel , Fehmi Cirak

The increased availability of observation data from engineering systems in operation poses the question of how to incorporate this data into finite element models. To this end, we propose a novel statistical construction of the finite…

统计方法学 · 统计学 2021-01-25 Mark Girolami , Eky Febrianto , Ge Yin , Fehmi Cirak

Stochastic differential equations (SDEs) provide a natural framework for modelling intrinsic stochasticity inherent in many continuous-time physical processes. When such processes are observed in multiple individuals or experimental units,…

统计计算 · 统计学 2016-05-19 Gavin A. Whitaker , Andrew Golightly , Richard J. Boys , Chris Sherlock

In this paper, an online multiscale model reduction method is presented for stochastic partial differential equations (SPDEs) with multiplicative noise, where the diffusion coefficient is spatially multiscale and the noise perturbation…

数值分析 · 数学 2022-04-26 Lijian Jiang , Mengnan Li , Meng Zhao

The abundance of observed data in recent years has increased the number of statistical augmentations to complex models across science and engineering. By augmentation we mean coherent statistical methods that incorporate measurements upon…

数据分析、统计与概率 · 物理学 2023-07-12 Connor Duffin , Paul Branson , Matt Rayson , Mark Girolami , Edward Cripps , Thomas Stemler

Scientific machine learning has been successfully applied to inverse problems and PDE discovery in computational physics. One caveat concerning current methods is the need for large amounts of ("clean") data, in order to characterize the…

数值分析 · 数学 2021-11-30 Christophe Bonneville , Christopher J. Earls

Fine-grained air pollution forecasting is crucial for urban management and the development of healthy buildings. Deploying portable sensors on mobile platforms such as cars and buses offers a low-cost, easy-to-maintain, and wide-coverage…

机器学习 · 计算机科学 2025-12-05 Nan Zhou , Weijie Hong , Huandong Wang , Jianfeng Zheng , Qiuhua Wang , Yali Song , Xiao-Ping Zhang , Yong Li , Xinlei Chen

In the task of predicting spatio-temporal fields in environmental science using statistical methods, introducing statistical models inspired by the physics of the underlying phenomena that are numerically efficient is of growing interest.…

统计方法学 · 统计学 2024-07-23 Lucia Clarotto , Denis Allard , Thomas Romary , Nicolas Desassis

This paper introduces a spatio-temporal resonator model and an inference method for detection and estimation of nearly periodic temporal phenomena in spatio-temporal data. The model is derived as a spatial extension of a stochastic harmonic…

统计计算 · 统计学 2013-12-23 Arno Solin , Simo Särkkä

Fitting statistical models to spatiotemporal data requires finding the right balance between imposing smoothness and following the data. In the context of p-splines, we propose a Bayesian framework for choosing the smoothing parameter which…

应用统计 · 统计学 2013-10-30 A. W. Bowman , L. Evers , D. Molinari , W. R. Jones , M. J. Spence

Many real-world systems modeled using partial differential equations (PDEs) involve unknown parameters that must be estimated from limited, noisy system observations. While typically assumed to be constants, some of these unobserved…

统计方法学 · 统计学 2025-08-19 Andrea Arnold

1. Understanding the mechanisms underlying biological systems, and ultimately, predicting their behaviours in a changing environment requires overcoming the gap between mathematical models and experimental or observational data.…

定量方法 · 定量生物学 2017-04-19 Philipp H Boersch-Supan , Sadie J Ryan , Leah R Johnson
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