Two Localization Strategies for Sequential MCMC Data Assimilation with Applications to Nonlinear Non-Gaussian Geophysical Models

This paper introduces and evaluates two localization strategies for a sequential Markov Chain Monte Carlo data assimilation framework, demonstrating their ability to efficiently handle high-dimensional, nonlinear, and non-Gaussian geophysical models while avoiding weight degeneracy and outperforming traditional ensemble Kalman filters in scenarios with heavy-tailed observation noise.

Hamza Ruzayqat, Hristo G. Chipilski, Omar KnioMon, 09 Ma📊 stat

Computationally efficient multi-level Gaussian process regression for functional data observed under completely or partially regular sampling designs

This paper introduces a computationally efficient multi-level Gaussian process regression framework with exact analytic expressions for log-likelihood and posterior distributions under regular or partially regular sampling designs, enabling the analysis of large functional datasets that are otherwise intractable with standard implementations.

Adam Gorm Hoffmann, Claus Thorn Ekstrøm, Andreas Kryger Jensen2026-03-10📊 stat

MCMC using bouncy\textit{bouncy} Hamiltonian dynamics: A unifying framework for Hamiltonian Monte Carlo and piecewise deterministic Markov process samplers

This paper introduces a unifying framework based on bouncy Hamiltonian dynamics that rigorously connects Hamiltonian Monte Carlo and piecewise deterministic Markov process samplers, enabling the construction of rejection-free, competitive samplers that bridge the gap between these two major Bayesian inference paradigms.

Andrew Chin, Akihiko Nishimura2026-03-10📊 stat

Bias- and Variance-Aware Probabilistic Rounding Error Analysis for Floating-Point Arithmetic

This paper introduces a bias- and variance-aware probabilistic framework for rounding error analysis that explicitly calibrates confidence parameters and accommodates biased error models, demonstrating through theoretical derivation and CUDA experiments that such an approach yields sharper, more accurate error bounds than classical methods, particularly in low-precision arithmetic.

Sahil Bhola, Karthik Duraisamy2026-03-10📊 stat

Steady State Distribution and Stability Analysis of Random Differential Equations with Uncertainties and Superpositions: Application to a Predator Prey Model

This paper presents a Monte Carlo-based computational framework to analyze the steady-state distributions and stability of random differential equations with uncertain, multi-modal parameters, demonstrating its efficacy through a Rosenzweig-MacArthur predator-prey model that reveals complex, multi-modal equilibrium behaviors.

Wolfgang Hoegele2026-03-05🔢 math