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Hierarchical Bayesian models are increasingly used in large, inhomogeneous complex network dynamical systems by modeling parameters as draws from a hyperparameter-governed distribution. However, theoretical guarantees for these estimates as…

统计理论 · 数学 2026-01-23 Yi Yu , Yubo Hou , Yinchong Wang , Nan Zhang , Jianfeng Feng , Wenlian Lu

When analyzing real-world data it is common to work with event ensembles, which comprise sets of observations that collectively constrain the parameters of an underlying model of interest. Such models often have a hierarchical structure,…

机器学习 · 统计学 2024-02-22 Lukas Heinrich , Siddharth Mishra-Sharma , Chris Pollard , Philipp Windischhofer

Inverse Uncertainty Quantification (IUQ) method has been widely used to quantify the uncertainty of Physical Model Parameters (PMPs) in nuclear Thermal Hydraulics (TH) systems. This paper introduces a novel hierarchical Bayesian model which…

统计计算 · 统计学 2024-03-27 Chen Wang , Xu Wu , Tomasz Kozlowski

Modeling incompatible spatial data, i.e., data with different spatial resolutions, is a pervasive challenge in remote sensing data analysis. Typical approaches to addressing this challenge aggregate information to a common coarse…

统计方法学 · 统计学 2024-08-19 Lu Zhang , Andrew O. Finley , Arne Nothdurft , Sudipto Banerjee

Computer models are used to model complex processes in various disciplines. Often, a key source of uncertainty in the behavior of complex computer models is uncertainty due to unknown model input parameters. Statistical computer model…

统计方法学 · 统计学 2013-08-02 Won Chang , Murali Haran , Roman Olson , Klaus Keller

Bayesian inverse problems use observed data to update a prior probability distribution for an unknown state or parameter of a scientific system to a posterior distribution conditioned on the data. In many applications, the unknown parameter…

数值分析 · 数学 2026-05-12 Josie König , Elizabeth Qian , Melina A. Freitag

We propose an iterative method to safely learn the unmodeled dynamics of a nonlinear system using Bayesian Gaussian process (GP) models with polynomial kernel functions. The method maintains safety by ensuring that the system state stays…

系统与控制 · 电气工程与系统科学 2020-04-03 Alex Devonport , He Yin , Murat Arcak

Time-to-event models are commonly used to study associations between risk factors and disease outcomes in the setting of electronic health records (EHR). In recent years, focus has intensified on social determinants of health, highlighting…

应用统计 · 统计学 2025-11-26 Yueming Shen , Christian Pean , David Dunson , Samuel Berchuck

3D microscopy is key in the investigation of diverse biological systems, and the ever increasing availability of large datasets demands automatic cell identification methods that not only are accurate, but also can imply the uncertainty in…

计算机视觉与模式识别 · 计算机科学 2021-02-24 Alvaro Gomariz , Tiziano Portenier , César Nombela-Arrieta , Orcun Goksel

Inferring the parameters of a stochastic model based on experimental observations is central to the scientific method. A particularly challenging setting is when the model is strongly indeterminate, i.e. when distinct sets of parameters…

机器学习 · 统计学 2021-11-10 Pedro L. C. Rodrigues , Thomas Moreau , Gilles Louppe , Alexandre Gramfort

Statistical methods for inference on spatial extremes of large datasets are yet to be developed. Motivated by standard dimension reduction techniques used in spatial statistics, we propose an approach based on empirical basis functions to…

统计方法学 · 统计学 2018-08-02 Samuel A. Morris , Brian J. Reich , Emeric Thibaud

Berger et al. (2001) and Ren et al. (2012) derived noninformative priors for Gaussian process models of spatially correlated data using the reference prior approach (Berger, Bernardo, 1991). The priors have good statistical properties and…

统计方法学 · 统计学 2023-07-19 Ryan Burn

Understanding the spatial extent of extreme precipitation is necessary for determining flood risk and adequately designing infrastructure (e.g., stormwater pipes) to withstand such hazards. While environmental phenomena typically exhibit…

应用统计 · 统计学 2020-03-25 Gregory P. Bopp , Benjamin A. Shaby , Raphaël Huser

Marginalization of latent variables or nuisance parameters is a fundamental aspect of Bayesian inference and uncertainty quantification. In this work, we focus on scalable marginalization of latent variables in modeling correlated data,…

统计计算 · 统计学 2025-02-13 Mengyang Gu , Xubo Liu , Xinyi Fang , Sui Tang

Very unhealthy air quality is consistently connected with numerous diseases. Appropriate extreme analysis and accurate predictions are in rising demand for exploring potential linked causes and for providing suggestions for the…

应用统计 · 统计学 2023-08-25 Kai Wang , Chengxiu Ling , Ying Chen , Zhengjun Zhang

We present a Bayesian machine learning architecture that combines a physically motivated parametrization and an analytic error model for the likelihood with a deep generative model providing a powerful data-driven prior for complex signals.…

天体物理仪器与方法 · 物理学 2019-12-10 Francois Lanusse , Peter Melchior , Fred Moolekamp

Multivariate spatially-oriented data sets are prevalent in the environmental and physical sciences. Scientists seek to jointly model multiple variables, each indexed by a spatial location, to capture any underlying spatial association for…

统计方法学 · 统计学 2021-08-19 Lu Zhang , Sudipto Banerjee

Fine particulate matter (PM$_{2.5}$) has become a great concern worldwide due to its adverse health effects. PM$_{2.5}$ concentrations typically exhibit complex spatio-temporal variations. Both the mean and the spatio-temporal dependence…

统计方法学 · 统计学 2022-02-25 Ghulam A. Qadir , Ying Sun

We investigate solution methods for large-scale inverse problems governed by partial differential equations (PDEs) via Bayesian inference. The Bayesian framework provides a statistical setting to infer uncertain parameters from noisy…

应用统计 · 统计学 2023-02-08 Mina Karimi , Mehrdad Massoudi , Kaushik Dayal , Matteo Pozzi

Environmental and climate processes are often distributed over large space-time domains. Their complexity and the amount of available data make modelling and analysis a challenging task. Statistical modelling of environment and climate data…

统计方法学 · 统计学 2019-10-02 Behnaz Pirzamanbein