1 code implementation • 3 Aug 2020 • Alex Gorodetsky, John D. Jakeman, Gianluca Geraci
We present an approach for constructing a surrogate from ensembles of information sources of varying cost and accuracy.
no code implementations • 8 Jun 2020 • Saibal De, Hadi Salehi, Alex Gorodetsky
This choice of prior leads to simple implementations; however it also causes symmetries in the posterior distribution that can severely reduce the efficiency of Markov-chain Monte-Carlo (MCMC) sampling approaches.
no code implementations • 4 Mar 2020 • Nicholas Galioto, Alex Gorodetsky
We evaluate the robustness of a probabilistic formulation of system identification (ID) to sparse, noisy, and indirect data.