80 citations · 114 across the 8 of their papers we have counts for
10 papers
Continuous calibration of a digital twin: comparison of particle filter and Bayesian calibration approaches
Rebecca Ward, Ruchi Choudhary, Alastair Gregory +2
Assimilation of continuously streamed monitored data is an essential component of a digital twin; the assimilated data are used to ensure the digital twin is a true representation…
The statistical finite element method (statFEM) for coherent synthesis of observation data and model predictions
Mark Girolami, Eky Febrianto, Ge Yin +1
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…
A streaming feature-based compression method for data from instrumented infrastructure
Alastair Gregory, Din-Houn Lau, Alex Tessier +1
An increasing amount of civil engineering applications are utilising data acquired from infrastructure instrumented with sensing devices. This data has an important role in monitor…
Space-efficient estimation of empirical tail dependence coefficients for bivariate data streams
Alastair Gregory, Kaushik Jana
This article proposes a space-efficient approximation to empirical tail dependence coefficients of an indefinite bivariate stream of data. The approximation, which has stream-lengt…
The synthesis of data from instrumented structures and physics-based models via Gaussian processes
Alastair Gregory, Din-Houn Lau, Mark Girolami +2
A recent development which is poised to disrupt current structural engineering practice is the use of data obtained from physical structures such as bridges, viaducts and buildings…
A streaming algorithm for bivariate empirical copulas
Alastair Gregory
Empirical copula functions can be used to model the dependence structure of multivariate data. The Greenwald and Khanna algorithm is adapted in order to provide a space-memory effi…
A Quantile-Based Approach to Modelling Recovery Time in Structural Health Monitoring
Alastair Gregory, F. Din-Houn Lau, Liam Butler
Statistical techniques play a large role in the structural health monitoring of instrumented infrastructure, such as a railway bridge constructed with an integrated network of fibr…
A Seamless Multilevel Ensemble Transform Particle Filter
Alastair Gregory, Colin Cotter
This paper presents a seamless algorithm for the application of the multilevel Monte Carlo (MLMC) method to the ensemble transform particle filter (ETPF). The algorithm uses a comb…
On the Calibration of Multilevel Monte Carlo Ensemble Forecasts
Alastair Gregory, Colin Cotter
Multilevel Monte Carlo can efficiently compute statistical estimates of discretized random variables, for a given error tolerance. Traditionally, only a certain statistic is comput…
Multilevel Ensemble Transform Particle Filtering
Alastair Gregory, Colin Cotter, Sebastian Reich
This paper extends the Multilevel Monte Carlo variance reduction technique to nonlinear filtering. In particular, Multilevel Monte Carlo is applied to a certain variant of the part…