arXiv subjects

Jared Clark

Publications and source records attributed to Jared Clark.

3 recordsLinked to original sources

arXiv2026

Rational approximation and intrinsic Gaussian processes

Gaussian processes (GPs) defined through intrinsic random fields provide a flexible framework for modeling spatial phenomena, and have been advocated in a variety of applications over the past several decades. Nevertheless, their adoption has lagged behind traditional, covariance-based approaches, in part because the intrinsic formulation has lacked an accompanying toolkit of computational methods and dependence specifications that facilitate fitting and prediction. We develop here a systematic framework for modeling intrinsic GPs and introduce practical algorithms and dependence/variogram models for modeling, inference and computation that parallel those of traditional, stationary GPs. We explore a close connection between intrinsic GP models and rational approximation, which clarifies the underlying problem structure. Numerical examples illustrate how the new tools can be deployed in practice, highlighting the advantages of intrinsic-field modeling in terms of robustness, interpretability, and computational efficiency.

math.NA↗

arXiv2025

Bayesian Deep Gaussian Processes for Correlated Functional Data: A Case Study in Cosmological Matter Power Spectra

Understanding the structure of our universe and the distribution of matter is an area of active research. As cosmological surveys grow in complexity, the development of emulators to efficiently and effectively predict matter power spectra is essential. We are particularly motivated by the Mira-Titan Universe simulation suite that, for a specified cosmological parameterization (termed a "cosmology"), provides multiple response curves of various fidelities, including correlated functional realizations. Our objective is two-fold. First, we estimate the underlying matter power spectra, with appropriate uncertainty quantification (UQ), from all of the provided curves. To this end, we propose a novel Bayesian deep Gaussian process (DGP) hierarchical model which synthesizes all the simulation information to estimate the underlying matter power spectra while providing effective UQ. Our model extends previous work on Bayesian DGPs from scalar responses to correlated functional outputs. Second, we leverage our predicted power spectra from various cosmologies in order to accurately predict the entire matter power spectra for an unobserved cosmology. For this task, we use basis function representations of the functional spectra to train a separate Gaussian process emulator. Our method performs well in synthetic exercises and against the benchmark cosmological emulator (Cosmic Emu).

stat.AP↗

arXiv2024

Towards Improved Uncertainty Quantification of Stochastic Epidemic Models Using Sequential Monte Carlo

Sequential Monte Carlo (SMC) algorithms represent a suite of robust computational methodologies utilized for state estimation and parameter inference within dynamical systems, particularly in real-time or online environments where data arrives sequentially over time. In this research endeavor, we propose an integrated framework that combines a stochastic epidemic simulator with a sequential importance sampling (SIS) scheme to dynamically infer model parameters, which evolve due to social as well as biological processes throughout the progression of an epidemic outbreak and are also influenced by evolving data measurement bias. Through iterative updates of a set of weighted simulated trajectories based on observed data, this framework enables the estimation of posterior distributions for these parameters, thereby capturing their temporal variability and associated uncertainties. Through simulation studies, we showcase the efficacy of SMC in accurately tracking the evolving dynamics of epidemics while appropriately accounting for uncertainties. Moreover, we delve into practical considerations and challenges inherent in implementing SMC for parameter estimation within dynamic epidemiological settings, areas where the substantial computational capabilities of high-performance computing resources can be usefully brought to bear.

stat.AP↗