arXiv subjects

Jana de Wiljes

Publications and source records attributed to Jana de Wiljes.

At least 19 recordsLinked to original sources

arXiv2026

Inferring Relative Consequences of Mechanical Ventilation from Observational Data Using Game-Based Comparisons

Identifying the effects of mechanical ventilation (MV) protocols in critical care requires analyzing data from heterogeneous patient-ventilator systems in the clinical decision-making environment. Multiscale interactions among these coupled components generate a high-dimensional state space that remains sparsely sampled despite extensive data collection. Analysis of existing data is essential for understanding current respiratory management practices and generating testable hypotheses about improvement. The scale and complexity of available data motivate the use of reinforcement learning (RL) to explore data-consistent counterfactual trajectories. However, formulating RL in practical applications requires a spatiotemporally dependent reward process that defines state-to-consequence relationships, their context dependence, and the delays over which consequences emerge. These poorly understood elements are not known \emph{a priori} and inferred from data via hypotheses. To that end, categorized observed states are contrasted according to their relative consequences by solving a game-based inverse problem that identifies a comparison model required for downstream probabilistic and stochastic methods such as reinforcement learning for seeking MV optimization and personalization. The inverted-game inference is validated on synthetic data to reveal potential caveats before proceeding to real-world ICU data applications that expose complexities of the data-generating process. Clinical data applications revealed that both breath-type consequences and their relative ordering are inherently context- and time-dependent, varying across patient subgroups, time, and comparison quantities, and effect timescale. The discussion includes potential developments toward a state transition model for simulating the effects of MV management actions using empirical data and game-inferred comparisons.

q-bio.QM↗

arXiv2026

Identifiability and amortized inference limitations in Kuramoto models

Bayesian inference is a powerful tool for parameter estimation and uncertainty quantification in dynamical systems. However, for nonlinear oscillator networks such as Kuramoto models, widely used to study synchronization phenomena in physics, biology, and engineering, inference is often computationally prohibitive due to high-dimensional state spaces and intractable likelihood functions. We present an amortized Bayesian inference approach that learns a neural approximation of the posterior from simulated phase dynamics, enabling fast, scalable inference without repeated sampling or optimization. Applied to synthetic Kuramoto networks, the method shows promising results in approximating posterior distributions and capturing uncertainty, with computational savings compared to traditional Bayesian techniques. These findings suggest that amortized inference is a practical and flexible framework for uncertainty-aware analysis of oscillator networks.

stat.AP↗

arXiv2025

Partially stochastic deep learning with uncertainty quantification for model predictive heating control

Making the control of building heating systems more energy efficient is crucial for reducing global energy consumption and greenhouse gas emissions. Traditional rule-based control methods use a static, outdoor temperature-dependent heating curve to regulate heat input. This open-loop approach fails to account for both the current state of the system (indoor temperature) and free heat gains, such as solar radiation, often resulting in poor thermal comfort and overheating. Model Predictive Control (MPC) addresses these drawbacks by using predictive modeling to optimize heating based on a building's learned thermal behavior, current system state, and weather forecasts. However, current industrial MPC solutions often employ simplified physics-inspired indoor temperature models, sacrificing accuracy for robustness and interpretability. While purely data-driven models offer superior predictive performance and therefore more accurate control, they face challenges such as a lack of transparency. To bridge this gap, we propose a partially stochastic deep learning (DL) architecture, dubbed LSTM+BNN, for building-specific indoor temperature modeling. Unlike most studies that evaluate model performance through simulations or limited test buildings, our experiments across a comprehensive dataset of 100 real-world buildings, under various weather conditions, demonstrate that LSTM+BNN outperforms an industry-proven reference model, reducing the average prediction error measured as RMSE by more than 40% for the 48-hour prediction horizon of interest. Unlike deterministic DL approaches, LSTM+BNN offers a critical advantage by enabling pre-assessment of model competency for control optimization through uncertainty quantification. Thus, the proposed model shows significant potential to improve thermal comfort and energy efficiency achieved with heating MPC solutions.

stat.AP↗

arXiv2025

Filtering with Randomised Observations: Sequential Learning of Relevant Subspace Properties and Accuracy Analysis

State estimation that combines observational data with mathematical models is central to many applications and is commonly addressed through filtering methods, such as ensemble Kalman filters. In this article, we examine the signal-tracking performance of a continuous ensemble Kalman filtering under fixed, randomised, and adaptively varying partial observations. Rigorous bounds are established for the expected signal-tracking error relative to the randomness of the observation operator. In addition, we propose a sequential learning scheme that adaptively determines the dimension of a state subspace sufficient to ensure bounded filtering error, by balancing observation complexity with estimation accuracy. Beyond error control, the adaptive scheme provides a systematic approach to identifying the appropriate size of the filter-relevant subspace of the underlying dynamics.

math.NA↗

arXiv2025

Data-Driven Performance Measures using Global Properties of Attractors for Black-Box Surrogate Models of Chaotic Systems

In climate systems, physiological models, optics, and many more, surrogate models are developed to reconstruct chaotic dynamical systems. We introduce four data-driven measures using global attractor properties to evaluate the quality of the reconstruction of a given surrogate time series. The measures are robust against the initial position of the chaotic system as they are based on empirical approximations of the correlation integral and the probability density function, both of which are global properties of the attractor. In contrast to previous methods, we do not need a manual fitting procedure, making the measures straightforward to evaluate. Using a hypothesis testing framework, we can systematically find and reject surrogate models whose reconstructions significantly differ from the true system. Further, we show that the measures can be used as a statistical ranking metric, which in practice allows for hyperparameter optimization. Applying our measures to reservoir computing with a low number of nodes, we demonstrate how the measures can be used to reject poor reconstructions and use them as a tool to find an optimal spectral radius for which considerably fewer solutions are rejected and the overall quality of the solution improves.

physics.comp-ph↗

arXiv2024

Adaptive tempering schedules with approximative intermediate measures for filtering problems

Data assimilation algorithms integrate prior information from numerical model simulations with observed data. Ensemble-based filters, regarded as state-of-the-art, are widely employed for large-scale estimation tasks in disciplines such as geoscience and meteorology. Despite their inability to produce the true posterior distribution for nonlinear systems, their robustness and capacity for state tracking are noteworthy. In contrast, Particle filters yield the correct distribution in the ensemble limit but require substantially larger ensemble sizes than ensemble-based filters to maintain stability in higher-dimensional spaces. It is essential to transcend traditional Gaussian assumptions to achieve realistic quantification of uncertainties. One approach involves the hybridisation of filters, facilitated by tempering, to harness the complementary strengths of different filters. A new adaptive tempering method is proposed to tune the underlying schedule, aiming to systematically surpass the performance previously achieved. Although promising numerical results for certain filter combinations in toy examples exist in the literature, the tuning of hyperparameters presents a considerable challenge. A deeper understanding of these interactions is crucial for practical applications.

math.NA↗

arXiv2023

A Bayesian Approach to Atmospheric Circulation Regime Assignment

The standard approach when studying atmospheric circulation regimes and their dynamics is to use a hard regime assignment, where each atmospheric state is assigned to the regime it is closest to in distance. However, this may not always be the most appropriate approach as the regime assignment may be affected by small deviations in the distance to the regimes due to noise. To mitigate this we develop a sequential probabilistic regime assignment using Bayes Theorem, which can be applied to previously defined regimes and implemented in real time as new data become available. Bayes Theorem tells us that the probability of being in a regime given the data can be determined by combining climatological likelihood with prior information. The regime probabilities at time $t$ can be used to inform the prior probabilities at time $t+1$, which are then used to sequentially update the regime probabilities. We apply this approach to both reanalysis data and a seasonal hindcast ensemble incorporating knowledge of the transition probabilities between regimes. Furthermore, making use of the signal present within the ensemble to better inform the prior probabilities allows for identifying more pronounced interannual variability. The signal within the interannual variability of wintertime North Atlantic circulation regimes is assessed using both a categorical and regression approach, with the strongest signals found during very strong El Niño years.

physics.ao-ph↗

arXiv2021

Randomized maximum likelihood based posterior sampling

Minimization of a stochastic cost function is commonly used for approximate sampling in high-dimensional Bayesian inverse problems with Gaussian prior distributions and multimodal posterior distributions. The density of the samples generated by minimization is not the desired target density, unless the observation operator is linear, but the distribution of samples is useful as a proposal density for importance sampling or for Markov chain Monte Carlo methods. In this paper, we focus on applications to sampling from multimodal posterior distributions in high dimensions. We first show that sampling from multimodal distributions is improved by computing all critical points instead of only minimizers of the objective function. For applications to high-dimensional geoscience problems, we demonstrate an efficient approximate weighting that uses a low-rank Gauss-Newton approximation of the determinant of the Jacobian. The method is applied to two toy problems with known posterior distributions and a Darcy flow problem with multiple modes in the posterior.

math.NA↗

arXiv2021

A continued learning approach for model-informed precision dosing: updating models in clinical practice

Model-informed precision dosing (MIPD) is a quantitative dosing framework that combines prior knowledge on the drug-disease-patient system with patient data from therapeutic drug/ biomarker monitoring (TDM) to support individualized dosing in ongoing treatment.Structural models and prior parameter distributions used in MIPD approaches typically build on prior clinical trials that involve only a limited number of patients selected according to some exclusion/inclusion criteria. Compared to the prior clinical trial population, the patient population in clinical practice can be expected to include also altered behavior and/or increased interindividual variability, the extent of which, however, is typically unknown. Here, we address the question of how to adapt and refine models on the level of the model parameters to better reflect this real-world diversity. We propose an approach for continued learning across patients during MIPD using a sequential hierarchical Bayesian framework. The approach builds on two stages to separate the update of the individual patient parameters from updating the population parameters. Consequently, it enables continued learning across hospitals or study centers, since only summary patient data (on the level of model parameters) need to be shared, but no individual TDM data. We illustrate this continued learning approach with neutrophil-guided dosing of paclitaxel. The present study constitutes an important step towards building confidence in MIPD and eventually establishing MIPD increasingly in everyday therapeutic use.

math.OC↗

arXiv2020

Analysis of a localised nonlinear Ensemble Kalman Bucy Filter with complete and accurate observations

Concurrent observation technologies have made high-precision real-time data available in large quantities. Data assimilation (DA) is concerned with how to combine this data with physical models to produce accurate predictions. For spatial-temporal models, the Ensemble Kalman Filter with proper localization techniques is considered to be a state-of-the-art DA methodology. This article proposes and investigates a localized Ensemble Kalman Bucy Filter (l-EnKBF) for nonlinear models with short-range interactions. We derive dimension-independent and component-wise error bounds and show the long time path-wise error only has logarithmic dependence on the time range. The theoretical results are verified through some simple numerical tests.

math.NA↗

arXiv2020

Reconstructing regime-dependent causal relationships from observational time series

Inferring causal relations from observational time series data is a key problem across science and engineering whenever experimental interventions are infeasible or unethical. Increasing data availability over the past decades has spurred the development of a plethora of causal discovery methods, each addressing particular challenges of this difficult task. In this paper we focus on an important challenge that is at the core of time series causal discovery: regime-dependent causal relations. Often dynamical systems feature transitions depending on some, often persistent, unobserved background regime, and different regimes may exhibit different causal relations. Here, we assume a persistent and discrete regime variable leading to a finite number of regimes within which we may assume stationary causal relations. To detect regime-dependent causal relations, we combine the conditional independence-based PCMCI method with a regime learning optimisation approach. PCMCI allows for linear and nonlinear, high-dimensional time series causal discovery. Our method, Regime-PCMCI, is evaluated on a number of numerical experiments demonstrating that it can distinguish regimes with different causal directions, time lags, effects and sign of causal links, as well as changes in the variables' autocorrelation. Further, Regime-PCMCI is employed to observations of El Niño Southern Oscillation and Indian rainfall, demonstrating skill also in real-world datasets.

stat.ME↗

arXiv2020

Reinforcement learning and Bayesian data assimilation for model-informed precision dosing in oncology

Model-informed precision dosing (MIPD) using therapeutic drug/biomarker monitoring offers the opportunity to significantly improve the efficacy and safety of drug therapies. Current strategies comprise model-informed dosing tables or are based on maximum a-posteriori estimates. These approaches, however, lack a quantification of uncertainty and/or consider only part of the available patient-specific information. We propose three novel approaches for MIPD employing Bayesian data assimilation (DA) and/or reinforcement learning (RL) to control neutropenia, the major dose-limiting side effect in anticancer chemotherapy. These approaches have the potential to substantially reduce the incidence of life-threatening grade 4 and subtherapeutic grade 0 neutropenia compared to existing approaches. We further show that RL allows to gain further insights by identifying patient factors that drive dose decisions. Due to its flexibility, the proposed combined DA-RL approach can easily be extended to integrate multiple endpoints or patient-reported outcomes, thereby promising important benefits for future personalized therapies.

stat.ML↗

arXiv2020

Revisiting the Identification of Wintertime Atmospheric Circulation Regimes in the Euro-Atlantic Sector

Atmospheric circulation is often clustered in so-called circulation regimes, which are persistent and recurrent patterns. For the Euro-Atlantic sector in winter, most studies identify four regimes: the Atlantic Ridge, the Scandinavian Blocking and the two phases of the North Atlantic Oscillation. These results are obtained by applying k-means clustering to the first several empirical orthogonal functions (EOFs) of geopotential height data. Studying the observed circulation in reanalysis data, it is found that when the full field data is used for the k-means cluster analysis instead of the EOFs, the optimal number of clusters is no longer four but six. The two extra regimes that are found are the opposites of the Atlantic Ridge and Scandinavian Blocking, meaning they have a low-pressure area roughly where the original regimes have a high-pressure area. This introduces an appealing symmetry in the clustering result. Incorporating a weak persistence constraint in the clustering procedure is found to lead to a longer duration of regimes, extending beyond the synoptic timescale, without changing their occurrence rates. This is in contrast to the commonly-used application of a time-filter to the data before the clustering is executed, which, while increasing the persistence, changes the occurrence rates of the regimes. We conclude that applying a persistence constraint within the clustering procedure is a superior way of stabilizing the clustering results than low-pass filtering the data.

physics.ao-ph↗

arXiv2019

Ensemble transform algorithms for nonlinear smoothing problems

Several numerical tools designed to overcome the challenges of smoothing in a nonlinear and non-Gaussian setting are investigated for a class of particle smoothers. The considered family of smoothers is induced by the class of linear ensemble transform filters which contains classical filters such as the stochastic ensemble Kalman filter, the ensemble square root filter and the recently introduced nonlinear ensemble transform filter. Further the ensemble transform particle smoother is introduced and particularly highlighted as it is consistent in the particle limit and does not require assumptions with respect to the family of the posterior distribution. The linear update pattern of the considered class of linear ensemble transform smoothers allows one to implement important supplementary techniques such as adaptive spread corrections, hybrid formulations, and localization in order to facilitate their application to complex estimation problems. These additional features are derived and numerically investigated for a sequence of increasingly challenging test problems.

math.NA↗

arXiv2019

Bayesian data assimilation to support informed decision-making in individualised chemotherapy

An essential component of therapeutic drug/biomarker monitoring (TDM) is to combine patient data with prior knowledge for model-based predictions of therapy outcomes. Current Bayesian forecasting tools typically rely only on the most probable model parameters (maximum a-posteriori (MAP) estimate). This MAP-based approach, however, does neither necessarily predict the most probable outcome nor does it quantify the risks of treatment inefficacy or toxicity. Bayesian data assimilation (DA) methods overcome these limitations by providing a comprehensive uncertainty quantification. We compare DA methods with MAP-based approaches and show how probabilistic statements about key markers related to chemotherapy-induced neutropenia can be leveraged for more informative decision support in individualised chemotherapy. Sequential Bayesian DA proved to be most computational efficient for handling interoccasion variability and integrating TDM data. For new digital monitoring devices enabling more frequent data collection, these features will be of critical importance to improve patient care decisions in various therapeutic areas.

q-bio.QM↗

arXiv2017

Kalman Filter and its Modern Extensions for the Continuous-time Nonlinear Filtering Problem

This paper is concerned with the filtering problem in continuous-time. Three algorithmic solution approaches for this problem are reviewed: (i) the classical Kalman-Bucy filter which provides an exact solution for the linear Gaussian problem, (ii) the ensemble Kalman-Bucy filter (EnKBF) which is an approximate filter and represents an extension of the Kalman-Bucy filter to nonlinear problems, and (iii) the feedback particle filter (FPF) which represents an extension of the EnKBF and furthermore provides for an consistent solution in the general nonlinear, non-Gaussian case. The common feature of the three algorithms is the gain times error formula to implement the update step (to account for conditioning due to the observations) in the filter. In contrast to the commonly used sequential Monte Carlo methods, the EnKBF and FPF avoid the resampling of the particles in the importance sampling update step. Moreover, the feedback control structure provides for error correction potentially leading to smaller simulation variance and improved stability properties. The paper also discusses the issue of non-uniqueness of the filter update formula and formulates a novel approximation algorithm based on ideas from optimal transport and coupling of measures. Performance of this and other algorithms is illustrated for a numerical example.

math.OC↗

arXiv2017

Long-time stability and accuracy of the ensemble Kalman-Bucy filter for fully observed processes and small measurement noise

The ensemble Kalman filter has become a popular data assimilation technique in the geosciences. However, little is known theoretically about its long term stability and accuracy. In this paper, we investigate the behavior of an ensemble Kalman-Bucy filter applied to continuous-time filtering problems. We derive mean field limiting equations as the ensemble size goes to infinity as well as uniform-in-time accuracy and stability results for finite ensemble sizes. The later results require that the process is fully observed and that the measurement noise is small. We also demonstrate that our ensemble Kalman-Bucy filter is consistent with the classic Kalman-Bucy filter for linear systems and Gaussian processes. We finally verify our theoretical findings for the Lorenz-63 system.

math.DS↗

arXiv2017

Interacting particle filters for simultaneous state and parameter estimation

Simultaneous state and parameter estimation arises from various applicational areas but presents a major computational challenge. Most available Markov chain or sequential Monte Carlo techniques are applicable to relatively low dimensional problems only. Alternative methods, such as the ensemble Kalman filter or other ensemble transform filters have, on the other hand, been successfully applied to high dimensional state estimation problems. In this paper, we propose an extension of these techniques to high dimensional state space models which depend on a few unknown parameters. More specifically, we combine the ensemble Kalman-Bucy filter for the continuous-time filtering problem with a generalized ensemble transform particle filter for intermittent parameter updates. We demonstrate the performance of this two stage update filter for a wave equation with unknown wave velocity parameter.

math.NA↗