Search Results for author: Andrew Duncan

Found 10 papers, 6 papers with code

Robust and Conjugate Spatio-Temporal Gaussian Processes

1 code implementation4 Feb 2025 William Laplante, Matias Altamirano, Andrew Duncan, Jeremias Knoblauch, François-Xavier Briol

State-space formulations allow for Gaussian process (GP) regression with linear-in-time computational cost in spatio-temporal settings, but performance typically suffers in the presence of outliers.

Gaussian Processes Uncertainty Quantification +1

Deep Optimal Sensor Placement for Black Box Stochastic Simulations

no code implementations15 Oct 2024 Paula Cordero-Encinar, Tobias Schröder, Peter Yatsyshin, Andrew Duncan

Selecting cost-effective optimal sensor configurations for subsequent inference of parameters in black-box stochastic systems faces significant computational barriers.

Modelling Global Trade with Optimal Transport

1 code implementation10 Sep 2024 Thomas Gaskin, Marie-Therese Wolfram, Andrew Duncan, Guven Demirel

Global trade is shaped by a complex mix of factors beyond supply and demand, including tangible variables like transport costs and tariffs, as well as less quantifiable influences such as political and economic relations.

Uncertainty Quantification

Towards Multilevel Modelling of Train Passing Events on the Staffordshire Bridge

no code implementations26 Mar 2024 Lawrence A. Bull, Chiho Jeon, Mark Girolami, Andrew Duncan, Jennifer Schooling, Miguel Bravo Haro

We formulate a combined model from simple units, representing strain envelopes (of each train passing) for two types of commuter train.

Meta-models for transfer learning in source localisation

no code implementations15 May 2023 Lawrence A. Bull, Matthew R. Jones, Elizabeth J. Cross, Andrew Duncan, Mark Girolami

In practice, non-destructive testing (NDT) procedures tend to consider experiments (and their respective models) as distinct, conducted in isolation and associated with independent data.

Gaussian Processes Transfer Learning

Grassmann Stein Variational Gradient Descent

1 code implementation7 Feb 2022 Xing Liu, Harrison Zhu, Jean-François Ton, George Wynne, Andrew Duncan

Stein variational gradient descent (SVGD) is a deterministic particle inference algorithm that provides an efficient alternative to Markov chain Monte Carlo.

Dimensionality Reduction

Energy-Based Models for Functional Data using Path Measure Tilting

1 code implementation4 Feb 2022 Jen Ning Lim, Sebastian Vollmer, Lorenz Wolf, Andrew Duncan

Their ability to incorporate domain-specific choices and constraints into the structure of the model through composition make EBMs an appealing candidate for applications in physics, biology and computer vision and various other fields.

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