Background: The coronavirus disease 2019 (COVID-19) pandemic has placed enormous strain on intensive care units (ICUs) in Europe. Ensuring access to care, irrespective of COVID-19 status, in winter 2020/21 is essential. Methods: An integrated model of hospital capacity planning and epidemiological projections of COVID-19 patients is used to estimat...
Structural Health Monitoring (SHM) often involves instrumenting structures with distributed sensor networks. These networks typically provide high frequency data describing the spatio-temporal behaviour of the assets. A main objective of SHM is to reason about changes in structures’ behaviour using sensor data. We construct a streaming anomaly dete...
This note corrects an error in the definition of the rate function in [Jacquier et al., Pathwise large deviations for the rough Bergomi model, J. Appl. Prob. 2018] and slightly simplifies some proofs.
Markov chain Monte Carlo (MCMC) has transformed Bayesian model inference over the past three decades: mainly because of this, Bayesian inference is now a workhorse of applied scientists. Under general conditions, MCMC sampling converges asymptotically to the posterior distribution, but this provides no guarantees about its performance in finite tim...
Queueing networks are stochastic systems formed by interconnected resources routing and serving jobs. They induce jump processes with distinctive properties, and find widespread use in inferential tasks. Here, service rates for jobs and potential bottlenecks in the routing mechanism must be estimated from a reduced set of observations. However, thi...
We study a mean-field spike and slab variational Bayes (VB) approximation to Bayesian model selection priors in sparse high-dimensional linear regression. Under compatibility conditions on the design matrix, oracle inequalities are derived for the mean-field VB approximation, implying that it converges to the sparse truth at the optimal rate and gi...
Background: Progress towards viral hepatitis elimination goals relies on accurate estimates of chronic hepatitis B virus (HBV) infection prevalence. We compared existing sources of the most recent country-level estimates from 2013-2017 to investigate the extent and underlying drivers of differences between them. Methods: The four commonly cited sou...
We prove a functional limit theorem for vector-valued functionals of the fractional Ornstein-Uhlenbeck process, providing the foundation for the fluctuation theory of slow/fast systems driven by both long and short range dependent noise. The limit process has both Gaussian and non-Gaussian components. The theorem holds for any L 2 functions, wherea...
