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A key challenge across many disciplines is to extract meaningful information from data which is often obscured by noise. These datasets are typically represented as large matrices. Given the current trend of ever-increasing data volumes, with datasets grow ...
We introduce the elliptical Ornstein-Uhlenbeck (OU) process, which is a generalisation of the well-known univariate OU process to bivariate time series. This process maps out elliptical stochastic oscillations over time in the complex plane, which are obse ...
We study the problem of learning unknown parameters of stochastic dynamical models from data. Often, these models are high dimensional and contain several scales and complex structures. One is then interested in obtaining a reduced, coarse-grained descript ...
Many scientific systems are studied using computer codes that simulate the phenomena of interest. Computer simulation enables scientists to study a broad range of possible conditions, generating large quantities of data at a faster rate than the laboratory ...
This work aims to study the effects of wind uncertainties in civil engineering structural design. Optimising the design of a structure for safety or operability without factoring in these uncertainties can result in a design that is not robust to these per ...
Neuroscience incorporates knowledge from a range of scales, from single molecules to brain wide neural networks. Modeling is a valuable tool in understanding processes at a single scale or the interactions between two adjacent scales and researchers use a ...
We present a new approach for estimating the parameters of three-phase untransposed electrically short transmission lines using voltage/current synchrophasor measurements obtained from phasor measurement units. The parameters to be estimated are the entrie ...
Randomized trace estimation is a popular and well-studied technique that approximates the trace of a large-scale matrix B by computing the average of x(T) Bx for many samples of a random vector X. Often, B is symmetric positive definite (SPD) but a number ...
University chemical laboratories, contrary to common perception, are dangerous working environments. Unlike industry, where most processes are standardized, in academia, they are modified so frequently that in-depth and detailed risk assessment becomes unf ...
Satellite conjunctions involving "near misses" of space objects are becoming increasingly likely. One approach to risk analysis for them involves the computation of the collision probability, but this has been regarded as having some counterintuitive prope ...