Concept

Maximum a posteriori estimation

Related publications (31)

Perturbation theory models for LSST-era galaxy clustering: Tests with subpercent mock catalog measurements in Fourier and configuration space

We analyze the clustering of galaxies using the z = 1.006 snapshot of the CosmoDC2 simulation, a high-fidelity synthetic galaxy catalog designed to validate analysis methods for the Vera C. Rubin Observatory Legacy Survey of Space and Time (LSST). We prese ...

American Physical Society2022

An Efficient Sampling Algorithm for Non-smooth Composite Potentials

Nicolas Henri Bernard Flammarion

We consider the problem of sampling from a density of the form p(x) ? exp(-f (x) - g(x)), where f : Rd-+ R is a smooth function and g : R-d-+ R is a convex and Lipschitz function. We propose a new algorithm based on the Metropolis-Hastings framework. Under ...

Microtome Publishing2022

A probabilistic finite element method based on random meshes: A posteriori error estimators and Bayesian inverse problems

Assyr Abdulle, Giacomo Garegnani

We present a novel probabilistic finite element method (FEM) for the solution and uncertainty quantification of elliptic partial differential equations based on random meshes, which we call random mesh FEM (RM-FEM). Our methodology allows to introduce a pr ...

ELSEVIER SCIENCE SA2021

Bayesian Methods for the Identification of Distribution Networks

Giancarlo Ferrari Trecate, Pulkit Nahata, Jean-Sébastien Hubert Brouillon

The increasing integration of intermittent renewable generation, especially at the distribution level, necessitates advanced planning and optimisation methodologies contingent on the knowledge of the admittance matrix, capturing the topology and line param ...

IEEE2021

Model order reduction based on functional rational approximants for parametric PDEs with meromorphic structure

Davide Pradovera

Many engineering fields rely on frequency-domain dynamical systems for the mathematical modeling of physical (electrical/mechanical/etc.) structures. With the growing need for more accurate and reliable results, the computational burden incurred by frequen ...

EPFL2021

On Randomized Trace Estimates for Indefinite Matrices with an Application to Determinants

Daniel Kressner, Alice Cortinovis

Randomized trace estimation is a popular and well-studied technique that approximates the trace of a large-scale matrix B by computing the average of x(T) Bx for many samples of a random vector X. Often, B is symmetric positive definite (SPD) but a number ...

2022

Probabilistic and Bayesian methods for uncertainty quantification of deterministic and stochastic differential equations

Giacomo Garegnani

In this thesis we explore uncertainty quantification of forward and inverse problems involving differential equations. Differential equations are widely employed for modeling natural and social phenomena, with applications in engineering, chemistry, meteor ...

EPFL2021

Context-Aware Learning for Generative Models

José del Rocio Millán Ruiz, Ricardo Andres Chavarriaga Lozano, Robert Leeb, Serafeim Perdikis

This work studies the class of algorithms for learning with side-information that emerges by extending generative models with embedded context-related variables. Using finite mixture models (FMMs) as the prototypical Bayesian network, we show that maximum- ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2021

A power-balance model of the density limit in fusion plasmas: application to the L-mode tokamak

Olivier Sauter, Ambrogio Fasoli, Basil Duval, Martinus Adela Maria Gijs, Richard Pitts, Stefano Coda, Henri Weisen, Yves Martin, Yann Camenen, Jan Horacek, Patrick Blanchard, Javier García Hernández, Duccio Testa, Marco Wischmeier, Nicola Vianello, Mikhail Maslov, Alessandro Pau, Davide Galassi, Antonio José Pereira de Figueiredo, Liang Yao, Dalziel Joseph Wilson, Cristian Sommariva, Jonathan Graves, Federico Nespoli, Hamish William Patten, Samuel Lanthaler, David Pfefferlé, Jonathan Marc Philippe Faustin

A power-balance model, with radiation losses from impurities and neutrals, gives a unified description of the density limit (DL) of the stellarator, the L-mode tokamak, and the reversed field pinch (RFP). The model predicts a Sudo-like scaling for the stel ...

IOP Publishing Ltd2019

A Space-Time Adaptive Algorithm to Illustrate the Lack of Collision of a Rigid Disk Falling in an Incompressible Fluid

Marco Picasso, Samuel Dubuis, Peter Wittwer

A space-time adaptive algorithm to solve the motion of a rigid disk in an incompressible Newtonian fluid is presented, which allows collision or quasi-collision processes to be computed with high accuracy. In particular, we recover the theoretical result p ...

WALTER DE GRUYTER GMBH2021

Constrained expectation-maximization algorithm for stochastic inertial error modeling: study of feasibility

Jan Skaloud, Stéphane Guerrier, Yannick Stebler

Stochastic modeling is a challenging task for low-cost sensors whose errors can have complex spectral structures. This makes the tuning process of the INS/GNSS Kalman filter often sensitive and difficult. For example, first-order Gauss–Markov processes are ...

IOP Publishing2011