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Objective prior distributions represent an important tool that allows one to have the advantages of using the Bayesian framework even when information about the parameters of a model is not available. The usual objective approaches work off…

Methodology · Statistics 2018-09-25 Fabrizio Leisen , Cristiano Villa , Stephen G. Walker

A general Bayesian framework for model selection on random network models regarding their features is considered. The goal is to develop a principle Bayesian model selection approach to compare different fittable, not necessarily nested,…

Methodology · Statistics 2020-04-30 Papamichalis Marios

This paper focuses on the estimation of partially observed branching processes. First, the estimators from a frequentist perspective proposed in the literature are reviewed. The main objective of this paper is to present computational tools…

Computation · Statistics 2026-05-21 Miguel González , Inés M. del Puerto , Manuel Serrano-Pastor

By approximating posterior distributions with weighted samples, particle filters (PFs) provide an efficient mechanism for solving non-linear sequential state estimation problems. While the effectiveness of particle filters has been…

Machine Learning · Computer Science 2023-12-15 Xiongjie Chen , Yunpeng Li

In objective Bayesian model selection, no single criterion has emerged as dominant in defining objective prior distributions. Indeed, many criteria have been separately proposed and utilized to propose differing prior choices. We first…

Statistics Theory · Mathematics 2012-09-25 M. J. Bayarri , J. O. Berger , A. Forte , G. García-Donato

An initial screening experiment may lead to ambiguous conclusions regarding the factors which are active in explaining the variation of an outcome variable: thus adding follow-up runs becomes necessary. We propose a fully Bayes objective…

Methodology · Statistics 2014-05-13 Guido Consonni , Laura Deldossi

Bayesian inference is applied directly to the problem of unfolding. The outcome is a posterior probability density for the spectrum before smearing, defined in the multi-dimensional space of all possible spectra. Regularization consists in…

Data Analysis, Statistics and Probability · Physics 2012-06-01 Georgios Choudalakis

Bayesian filtering is a general framework for recursively estimating the state of a dynamical system. Classical solutions such that Kalman filter and Particle filter are introduced in this report. Gaussian processes have been introduced as…

Information Theory · Computer Science 2010-11-04 Mr. Chong Han , Dr. Ido Nevat , Dr. Gareth Peters , Prof. Jinhong Yuan

We introduce a new compositional framework for generalized variational inference, clarifying the different parts of a model, how they interact, and how they compose. We explain that both exact Bayesian inference and the loss functions…

Machine Learning · Statistics 2025-03-26 Toby St Clere Smithe , Marco Perin

We address the problem of providing inference from a Bayesian perspective for parameters selected after viewing the data. We present a Bayesian framework for providing inference for selected parameters, based on the observation that…

Computation · Statistics 2015-03-13 Daniel Yekutieli

Global optimization finds applications in a wide range of real world problems. The multi-start methods are a popular class of global optimization techniques, which are based on the ideas of conducting local searches at multiple starting…

Machine Learning · Statistics 2020-07-01 Yuzhou Gao , Tengchao Yu , Jinglai Li

Hierarchical models are versatile tools for joint modeling of data sets arising from different, but related, sources. Fully Bayesian inference may, however, become computationally prohibitive if the source-specific data models are complex,…

Computation · Statistics 2016-05-06 Ritabrata Dutta , Paul Blomstedt , Samuel Kaski

Bayesian optimization is an effective method to efficiently optimize unknown objective functions with high evaluation costs. Traditional Bayesian optimization algorithms select one point per iteration for single objective function, whereas…

Machine Learning · Statistics 2019-05-08 Takashi Wada , Hideitsu Hino

Bayesian filtering for high-dimensional nonlinear stochastic dynamical systems is a fundamental yet challenging problem in many fields of science and engineering. Existing methods face significant obstacles: Gaussian-based filters struggle…

Numerical Analysis · Mathematics 2025-03-06 Xintong Wang , Xiaofei Guan , Ling Guo , Hao Wu

State estimation of dynamical systems is crucial for providing new decision-making and system automation information in different applications. However, the assumptions on the standard computational models for sensor measurements can be…

Systems and Control · Electrical Eng. & Systems 2022-10-25 Aamir Hussain Chughtai , Arslan Majal , Muhammad Tahir , Momin Uppal

An algorithm for the estimation of multiple targets from partial and corrupted observations is introduced based on the concept of partially-distinguishable multi-target system. It combines the advantages of engineering solutions like MHT…

Probability · Mathematics 2017-12-05 J. Houssineau , D. E. Clark

This paper is part of a study whose goal is to show the effciency of using Bayes networks to carry out model based vision calculations. [Binford et al. 1987] Recognition proceeds by drawing up a network model from the object's geometric and…

Artificial Intelligence · Computer Science 2013-04-10 John Mark Agosta

Active perception systems maximizing information gain to support both monitoring and decision making have seen considerable application in recent work. In this paper, we propose and demonstrate a method of acquiring and extrapolating…

Robotics · Computer Science 2020-05-04 Martin A. Sehr , Wei Xi Xia , Prithvi Akella , Juan Aparicio Ojea , Eugen Solowjow

We introduce priors and algorithms to perform Bayesian inference in Gaussian models defined by acyclic directed mixed graphs. Such a class of graphs, composed of directed and bi-directed edges, is a representation of conditional…

Methodology · Statistics 2012-07-02 Ricardo Silva , Zoubin Ghahramani

In tracking multiple objects, it is often assumed that each observation (measurement) is originated from one and only one object. However, we may encounter a situation that each measurement may or may not be associated with multiple objects…

Machine Learning · Computer Science 2021-12-14 Bahman Moraffah