3 papers
stat.ME2026
Bayesian inference of sparsity in stable vector autoregressive processes
Sarah E. Heaps, Ian H. Jermyn, Yujiang Wang +1
Advances in sensing technology have made it possible to collect large volumes of high-dimensional time-series data. In fields like genetics and neuroscience, key questions concern…
stat.CO2025
Nested ensemble Kalman filter for static parameter inference in nonlinear state-space models
Andrew Golightly, Sarah E. Heaps, Chris Sherlock +2
The ensemble Kalman filter (EnKF) is a popular technique for performing inference in state-space models (SSMs), particularly when the dynamic process is high-dimensional. Unlike re…
stat.AP2024
Bayesian Emulation of Geotechnical Deterioration Curves Using Quadratic and B-Spline Hierarchical Models
Jordan L. Oakley, Aleksandra Svalova, Peter Helm +4
The stability of geotechnical infrastructure assets, such as cuttings and embankments, is crucial to the safe and efficient delivery of transport services. The successful emulation…