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Bayesian probabilistic numerical methods are a set of tools providing posterior distributions on the output of numerical methods. The use of these methods is usually motivated by the fact that they can represent our uncertainty due to…

Computation · Statistics 2018-08-01 Xiaoyue Xi , François-Xavier Briol , Mark Girolami

Bayesian Optimization aims at optimizing an unknown non-convex/concave function that is costly to evaluate. We are interested in application scenarios where concurrent function evaluations are possible. Under such a setting, BO could choose…

Artificial Intelligence · Computer Science 2012-05-02 Javad Azimi , Ali Jalali , Xiaoli Fern

We propose a Bayesian optimization algorithm for objective functions that are sums or integrals of expensive-to-evaluate functions, allowing noisy evaluations. These objective functions arise in multi-task Bayesian optimization for tuning…

Machine Learning · Computer Science 2018-03-26 Saul Toscano-Palmerin , Peter I. Frazier

Disturbance noises are always bounded in a practical system, while fusion estimation is to best utilize multiple sensor data containing noises for the purpose of estimating a quantity--a parameter or process. However, few results are…

Systems and Control · Computer Science 2018-07-20 Bo Chen , Guoqiang Hu , Daniel W. C. Ho , Li Yu

This paper shows how the Bayesian network paradigm can be used in order to solve combinatorial optimization problems. To do it some methods of structure learning from data and simulation of Bayesian networks are inserted inside Estimation…

Artificial Intelligence · Computer Science 2013-01-18 Pedro Larrañaga , Ramon Etxeberria , Jose A. Lozano , Jose M. Pena

Within the framework of complex system design, it is often necessary to solve mixed variable optimization problems, in which the objective and constraint functions can depend simultaneously on continuous and discrete variables.…

Optimization and Control · Mathematics 2020-03-10 Julien Pelamatti , Loic Brevault , Mathieu Balesdent , El-Ghazali Talbi , Yannick Guerin

Bilevel optimization, a hierarchical mathematical framework where one optimization problem is nested within another, has emerged as a powerful tool for modeling complex decision-making processes in various fields such as economics,…

Machine Learning · Computer Science 2024-12-25 Omer Ekmekcioglu , Nursen Aydin , Juergen Branke

As a compact representation of joint probability distributions over a dependence graph of random variables, and a tool for modelling and reasoning in the presence of uncertainty, Bayesian networks are of great importance for artificial…

Quantum Physics · Physics 2020-10-06 Michael de Oliveira , Luis Soares Barbosa

Complex system design problems, such as those involved in aerospace engineering, require the use of numerically costly simulation codes in order to predict the performance of the system to be designed. In this context, these codes are often…

Optimization and Control · Mathematics 2024-02-14 Loic Brevault , Mathieu Balesdent

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…

Bayesian optimization is a popular and versatile approach that is well suited to solve challenging optimization problems. Their popularity comes from their effective minimization of expensive function evaluations, their capability to…

Optimization and Control · Mathematics 2026-05-14 André L. Marchildon , David W. Zingg

This paper presents a multi-sensor fusion strategy for a novel road-matching method designed to support real-time navigational features within advanced driving-assistance systems. Managing multihypotheses is a useful strategy for the…

Artificial Intelligence · Computer Science 2007-09-10 Cherif Smaili , Maan El Badaoui El Najjar , François Charpillet

This research introduces a novel methodology for optimizing Bayesian Neural Networks (BNNs) by synergistically integrating them with traditional machine learning algorithms such as Random Forests (RF), Gradient Boosting (GB), and Support…

Machine Learning · Computer Science 2023-10-10 Peiwen Tan

Recent advancements in quantum computing and quantum-inspired algorithms have sparked renewed interest in binary optimization. These hardware and software innovations promise to revolutionize solution times for complex problems. In this…

A local optimization method based on Bayesian Gaussian Processes is developed and applied to atomic structures. The method is applied to a variety of systems including molecules, clusters, bulk materials, and molecules at surfaces. The…

Computational Physics · Physics 2019-09-11 Estefanía Garijo del Río , Jens Jørgen Mortensen , Karsten W. Jacobsen

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

The article develops a hybrid Variational Bayes algorithm that combines the mean-field and fixed-form Variational Bayes methods. The new estimation algorithm can be used to approximate any posterior without relying on conjugate priors. We…

Methodology · Statistics 2013-08-09 David J Nott , Minh-Ngoc Tran , Anthony Y. C. Kuk , Robert Kohn

This paper describes valuation-based systems for representing and solving discrete optimization problems. In valuation-based systems, we represent information in an optimization problem using variables, sample spaces of variables, a set of…

Artificial Intelligence · Computer Science 2013-04-05 Prakash P. Shenoy , Glenn Shafer

The classical approach to inverse problems is based on the optimization of a misfit function. Despite its computational appeal, such an approach suffers from many shortcomings, e.g., non-uniqueness of solutions, modeling prior knowledge,…

Machine Learning · Statistics 2014-10-22 Panagiotis Tsilifis , Ilias Bilionis , Ioannis Katsounaros , Nicholas Zabaras

Fusing probabilistic information is a fundamental task in signal and data processing with relevance to many fields of technology and science. In this work, we investigate the fusion of multiple probability density functions (pdfs) of a…

Signal Processing · Electrical Eng. & Systems 2023-01-20 Günther Koliander , Yousef El-Laham , Petar M. Djurić , Franz Hlawatsch