Multi-frequency and Doppler spectral radars are valuable tools for retrieving information on the microphysics of precipitation, particularly snowfall. However, estimating microphysical properties from radar measurements is an ill-posed problem, i.e., diffe ...
Derived from the Karush–Kuhn–Tucker (KKT) optimality conditions of utility maximization, the multiple discrete–continuous extreme value (MDCEV) models are extensively used in the field of time use. This is because they are grounded in a framework that maxi ...
Is it possible to detect if the sample paths of a stochastic process almost surely admit a finite expansion with respect to some/any basis? The determination is to be made on the basis of a finite collection of discretely/noisily observed sample paths. We ...
This work aims to study the effects of wind uncertainties in civil engineering structural design. Optimising the design of a structure for safety or operability without factoring in these uncertainties can result in a design that is not robust to these per ...
The quantification of uncertainties can be particularly challenging for problems requiring long-time integration as the structure of the random solution might considerably change over time. In this respect, dynamical low-rank approximation (DLRA) is very a ...
We study the problem of learning unknown parameters of stochastic dynamical models from data. Often, these models are high dimensional and contain several scales and complex structures. One is then interested in obtaining a reduced, coarse-grained descript ...
This study describes and evaluates a new downscaling scheme that specifically addresses the need for hillslope-scale atmospheric-forcing time series for modelling the local impact of regional climate change projections on the land surface in complex terrai ...
Efficient sampling of complex high-dimensional probability distributions is a central task in computational science. Machine learning methods like autoregressive neural networks, used with Markov chain Monte Carlo sampling, provide good approximations to s ...
Variational Bayes (VB) methods have emerged as a fast and computationally-efficient alternative to Markov chain Monte Carlo (MCMC) methods for scalable Bayesian estimation of mixed multinomial logit (MMNL) models. It has been established that VB is substan ...
A feedback control design is proposed for stochastic systems with finite second moment which aims at maximising the region of attraction of the equilibrium point. Polynomial Chaos (PC) expansions are employed to represent the stochastic closed loop system ...
A general framework to describe a vast majority of biology-inspired systems is to model them as stochastic processes in which multiple couplings are in play at the same time. Molecular motors, chemical reaction networks, catalytic enzymes, and particles ex ...
In this thesis we consider inverse problems involving multiscale elliptic partial differential equations. The name multiscale indicates that these models are characterized by the presence of parameters which vary on different spatial scales (macroscopic, m ...
Developments in data assimilation theory allow to adjust integral parameters and cross sections with stochastic sampling. This work investigates how two stochastic methods, MOCABA and BMC, perform relative to a sensitivity-based methodology called GLLS. St ...
