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Dynamic Bayesian networks have been well explored in the literature as discrete-time models: however, their continuous-time extensions have seen comparatively little attention. In this paper, we propose the first constraint-based algorithm…

Artificial Intelligence · Computer Science 2021-06-04 Alessandro Bregoli , Marco Scutari , Fabio Stella

We introduce a simple time-triggered protocol to achieve communication-efficient non-Bayesian learning over a network. Specifically, we consider a scenario where a group of agents interact over a graph with the aim of discerning the true…

Systems and Control · Electrical Eng. & Systems 2019-09-05 Aritra Mitra , John A. Richards , Shreyas Sundaram

For tasks where the dynamics of multiple agents are physically coupled, e.g., in cooperative manipulation, the coordination between the individual agents becomes crucial, which requires exact knowledge of the interaction dynamics. This…

Robotics · Computer Science 2022-06-29 Pablo Budde gen. Dohmann , Armin Lederer , Marcel Dißemond , Sandra Hirche

A common problem in Machine Learning and statistics consists in detecting whether the current sample in a stream of data belongs to the same distribution as previous ones, is an isolated outlier or inaugurates a new distribution of data. We…

Machine Learning · Statistics 2018-05-16 Vincent Moens

Approximate Bayesian Computation has been successfully used in population genetics to bypass the calculation of the likelihood. These methods provide accurate estimates of the posterior distribution by comparing the observed dataset to a…

Approximate Bayesian computation performs approximate inference for models where likelihood computations are expensive or impossible. Instead simulations from the model are performed for various parameter values and accepted if they are…

Computation · Statistics 2015-12-16 Dennis Prangle

This paper presents new results for the (partial) maximum a posteriori (MAP) problem in Bayesian networks, which is the problem of querying the most probable state configuration of some of the network variables given evidence. First, it is…

Artificial Intelligence · Computer Science 2010-07-30 Cassio P. de Campos

To infer the parameters of mechanistic models with intractable likelihoods, techniques such as approximate Bayesian computation (ABC) are increasingly being adopted. One of the main disadvantages of ABC in practical situations, however, is…

Computation · Statistics 2018-08-03 Jonathan U Harrison , Ruth E Baker

In this paper we develop proximal methods for statistical learning. Proximal point algorithms are useful in statistics and machine learning for obtaining optimization solutions for composite functions. Our approach exploits closed-form…

Machine Learning · Statistics 2015-06-02 Nicholas G. Polson , James G. Scott , Brandon T. Willard

Although stochastic approximation learning methods have been widely used in the machine learning literature for over 50 years, formal theoretical analyses of specific machine learning algorithms are less common because stochastic…

Machine Learning · Statistics 2017-04-21 Richard M. Golden

Neural networks that synergistically integrate data and physical laws offer great promise in modeling dynamical systems. However, iterative gradient-based optimization of network parameters is often computationally expensive and suffers…

Machine Learning · Computer Science 2026-04-16 Atamert Rahma , Chinmay Datar , Felix Dietrich

We investigate active learning in Gaussian Process state-space models (GPSSM). Our problem is to actively steer the system through latent states by determining its inputs such that the underlying dynamics can be optimally learned by a…

Machine Learning · Computer Science 2021-08-03 Hon Sum Alec Yu , Dingling Yao , Christoph Zimmer , Marc Toussaint , Duy Nguyen-Tuong

Some machine learning applications require continual learning - where data comes in a sequence of datasets, each is used for training and then permanently discarded. From a Bayesian perspective, continual learning seems straightforward:…

Machine Learning · Statistics 2019-02-19 Sebastian Farquhar , Yarin Gal

Continual Learning is a learning paradigm where learning systems are trained with sequential or streaming tasks. Two notable directions among the recent advances in continual learning with neural networks are ($i$) variational Bayes based…

Machine Learning · Computer Science 2020-02-24 Abhishek Kumar , Sunabha Chatterjee , Piyush Rai

Gaussian processes allow for flexible specification of prior assumptions of unknown dynamics in state space models. We present a procedure for efficient Bayesian learning in Gaussian process state space models, where the representation is…

Computation · Statistics 2016-04-18 Andreas Svensson , Arno Solin , Simo Särkkä , Thomas B. Schön

In this work, we aim to establish a Bayesian adaptive learning framework by focusing on estimating latent variables in deep neural network (DNN) models. Latent variables indeed encode both transferable distributional information and…

Audio and Speech Processing · Electrical Eng. & Systems 2024-01-26 Hu Hu , Sabato Marco Siniscalchi , Chin-Hui Lee

Learning and predicting the dynamics of physical systems requires a profound understanding of the underlying physical laws. Recent works on learning physical laws involve generalizing the equation discovery frameworks to the discovery of…

Machine Learning · Statistics 2023-10-11 Tapas Tripura , Souvik Chakraborty

Gaussian Bayesian networks (a.k.a. linear Gaussian structural equation models) are widely used to model causal interactions among continuous variables. In this work, we study the problem of learning a fixed-structure Gaussian Bayesian…

Data Structures and Algorithms · Computer Science 2022-10-19 Arnab Bhattacharyya , Davin Choo , Rishikesh Gajjala , Sutanu Gayen , Yuhao Wang

Agents learn about a changing state using private signals and their neighbors' past estimates of the state. We present a model in which Bayesian agents in equilibrium use neighbors' estimates simply by taking weighted sums with…

Theoretical Economics · Economics 2022-11-28 Krishna Dasaratha , Benjamin Golub , Nir Hak

We develop an approach for Bayesian learning of spatiotemporal dynamical mechanistic models. Such learning consists of statistical emulation of the mechanistic system that can efficiently interpolate the output of the system from arbitrary…

Methodology · Statistics 2025-07-11 Sudipto Banerjee , Xiang Chen , Ian Frankenburg , Daniel Zhou