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Marginalization techniques are presented for the Bayesian filtering problem under the assumption of Gaussian priors and posteriors and a set of sequentially more constraining state space model assumptions. The techniques provide the…

Statistics Theory · Mathematics 2016-07-12 John-Olof Nilsson

When light from a distant source object, like a galaxy or a supernova, travels towards us, it is deflected by massive objects that lie on its path. When the mass density of the deflecting object exceeds a certain threshold, multiple, highly…

Cosmology and Nongalactic Astrophysics · Physics 2019-09-06 Jenny Wagner

We consider problems where multiple predictions can be considered correct, but only one of them is given as supervision. This setting differs from both the regression and class-conditional generative modelling settings: in the former, there…

Machine Learning · Computer Science 2020-12-02 Shichong Peng , Ke Li

The challenges in multi-object tracking mainly stem from the random variations in the cardinality and states of objects during the tracking process. Further, the information on locations where the objects appear, their detection…

Signal Processing · Electrical Eng. & Systems 2022-01-13 Cong-Thanh Do , Tran Thien Dat Nguyen , Diluka Moratuwage , Changbeom Shim , Yon Dohn Chung

Mutual independence is a key concept in statistics that characterizes the structural relationships between variables. Existing methods to investigate mutual independence rely on the definition of two competing models, one being nested into…

Machine Learning · Statistics 2023-08-09 Guillaume Marrelec , Alain Giron

A recommender system based on ranks is proposed, where an expert's ranking of a set of objects and a user's ranking of a subset of those objects are combined to make a prediction of the user's ranking of all objects. The rankings are…

Machine Learning · Statistics 2018-02-12 Simon Guillotte , François Perron , Johan Segers

This paper is concerned with sequential state filtering in the presence of nonlinearity, non-Gaussianity and model uncertainty. For this problem, the Bayesian model averaged particle filter (BMAPF) is perhaps one of the most efficient…

Computation · Statistics 2020-01-28 Bin Liu

This article discusses a partially adapted particle filter for estimating the likelihood of a nonlinear structural econometric state space models whose state transition density cannot be expressed in closed form. The filter generates the…

Methodology · Statistics 2012-09-05 Jamie Hall , Michael K. Pitt , Robert Kohn

We develop an iterative framework for Bayesian inference problems where the posterior distribution may involve computationally intensive models, intractable gradients, significant posterior concentration, and pronounced non-Gaussianity. Our…

Computation · Statistics 2026-03-16 Daniel Sharp , Bart van Bloemen Waanders , Youssef Marzouk

We consider inventory decisions with many items, each of which has Poisson demand. The rate of demand for individual items is estimated on the basis of observations of past demand. The problem is to determine the items to hold in stock and…

Methodology · Statistics 2025-08-06 Edward Anderson , Nam Ho-Nguyen , Peter Radchenko

This article addresses the problem of derivative-free (single- or multi-objective) optimization subject to multiple inequality constraints. Both the objective and constraint functions are assumed to be smooth, non-linear and expensive to…

Computation · Statistics 2017-07-28 Paul Feliot , Julien Bect , Emmanuel Vazquez

Garcia-Donato et al. (2025) present a methodology for handling missing data in a model selection problem using an objective Bayesian approach. The current comment discusses an alternative, existing objective Bayesian method for this…

Methodology · Statistics 2025-12-25 Joris Mulder

We derive a Bayesian framework for incorporating selection effects into population analyses. We allow for both measurement uncertainty in individual measurements and, crucially, for selection biases on the population of measurements, and…

Data Analysis, Statistics and Probability · Physics 2019-04-10 Ilya Mandel , Will M. Farr , Jonathan R. Gair

We provide a general theoretical framework to derive Bernstein-von Mises theorems for matrix functionals. The conditions on functionals and priors are explicit and easy to check. Results are obtained for various functionals including…

Statistics Theory · Mathematics 2014-12-02 Chao Gao , Harrison H. Zhou

In this paper we propose an extension of the notion of deviation-based aggregation function tailored to aggregate multidimensional data. Our objective is both to improve the results obtained by other methods that try to select the best…

In this tutorial we consider the non-linear Bayesian filtering of static parameters in a time-dependent model. We outline the theoretical background and discuss appropriate solvers. We focus on particle-based filters and present Sequential…

Computation · Statistics 2019-02-26 Matthieu Bulté , Jonas Latz , Elisabeth Ullmann

In recent work it is shown that importance sampling can be avoided in the particle filter through an innovation structure inspired by traditional nonlinear filtering combined with Mean-Field Game formalisms. The resulting feedback particle…

Numerical Analysis · Mathematics 2016-11-18 Tao Yang , Richard S. Laugesen , Prashant G. Mehta , Sean P. Meyn

This is a preliminary version of visual interpretation integrating multiple sensors in SUCCESSOR, an intelligent, model-based vision system. We pursue a thorough integration of hierarchical Bayesian inference with comprehensive physical…

Artificial Intelligence · Computer Science 2013-04-11 Thomas O. Binford , Tod S. Levitt , Wallace B. Mann

A method based on Bayesian neural networks and genetic algorithm is proposed to control the fermentation process. The relationship between input and output variables is modelled using Bayesian neural network that is trained using hybrid…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 Tshilidzi Marwala

Deep generative models (DGMs) and their conditional counterparts provide a powerful ability for general-purpose generative modeling of data distributions. However, it remains challenging for existing methods to address advanced conditional…

Computer Vision and Pattern Recognition · Computer Science 2023-05-24 Yuxiao Li , Santiago Mazuelas , Yuan Shen