activity
20152026
most citedBayesian updating and model class selection with Subset Simulation

98 citations · 101 across the 9 of their papers we have counts for

collaborators

9 papers

cs.LG2026

Deep Variational Inference Symbolic Regression

James Butterworth, Gevik Grigorian, Alejandro DiazDelaO

Symbolic regression discovers explicit, interpretable equations without assuming a functional form in advance. A Bayesian approach strengthens this through probability distribution…

stat.CO2026

Niching Importance Sampling for Multi-modal Rare-event Simulation

Hugh J. Kinnear, F. A. DiazDelaO

This paper proposes niching importance sampling, a framework that combines concepts from reliability analysis, e.g. Markov chains, importance sampling, and relative cross entropy m…

stat.AP2025

Integrative Analysis and Imputation of Multiple Data Streams via Deep Gaussian Processes

Ali Akbar Septiandri, Deyu Ming, F. Alejandro DiazDelaO +2

Healthcare data, particularly in critical care settings, presents three key challenges for analysis. First, physiological measurements come from different sources but are inherentl…

stat.CO2022

Niching Subset Simulation

Hugh J. Kinnear, F. A. DiazDelaO

Subset Simulation is a Markov chain Monte Carlo method used to compute small failure probabilities in structural reliability problems. This is done by iteratively sampling from nes…

math.NA2022

Adaptive multilevel subset simulation with selective refinement

Daniel Elfverson, Robert Scheichl, Simon Weissmann +1

In this work we propose an adaptive multilevel version of subset simulation to estimate the probability of rare events for complex physical systems. Given a sequence of nested fail…

stat.CO2020

History matching with probabilistic emulators and active learning

Alfredo Garbuno-Inigo, F. Alejandro DiazDelaO, Konstantin M. Zuev

The scientific understanding of real-world processes has dramatically improved over the years through computer simulations. Such simulators represent complex mathematical models th…

stat.CO2019

Contributed Discussion of "A Bayesian Conjugate Gradient Method"

Francois-Xavier Briol, Francisco A. Diaz De la O, Peter O. Hristov

We would like to congratulate the authors of "A Bayesian Conjugate Gradient Method" on their insightful paper, and welcome this publication which we firmly believe will become a fu…

stat.CO2015★ 98 cited

Bayesian updating and model class selection with Subset Simulation

F. A. DiazDelaO, A. Garbuno-Inigo, S. K. Au +1

Identifying the parameters of a model and rating competitive models based on measured data has been among the most important but challenging topics in modern science and engineerin…

stat.CO2015★ 3 cited

Transitional annealed adaptive slice sampling for Gaussian process hyper-parameter estimation

A. Garbuno-Inigo, F. A. DiazDelaO, K. M. Zuev

Surrogate models have become ubiquitous in science and engineering for their capability of emulating expensive computer codes, necessary to model and investigate complex phenomena.…