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In this manuscript, a general method for deriving filtering algorithms that involve a network of interconnected Bayesian filters is proposed. This method is based on the idea that the processing accomplished inside each of the Bayesian…

Statistics Theory · Mathematics 2020-04-22 Giorgio M. Vitetta , Pasquale Di Viesti , Emilio Sirignano , Francesco Montorsi

Variable fusion in linear regression models is a statistical method that identifies covariates making similar contributions to the response variable and imposes the same coefficient values on them. Many methods for variable fusion also…

Methodology · Statistics 2026-04-29 Junya Miyake , Akira Okazaki , Shuichi Kawano

Model-based sequential approaches to discrete "black-box" optimization, including Bayesian optimization techniques, often access the same points multiple times for a given objective function in interest, resulting in many steps to find the…

Machine Learning · Computer Science 2023-12-29 Keisuke Morita , Yoshihiko Nishikawa , Masayuki Ohzeki

Bayesian methods are useful for statistical inference. However, real-world problems can be challenging using Bayesian methods when the data analyst has only limited prior knowledge. In this paper we consider a class of problems, called…

Methodology · Statistics 2019-11-20 Yixuan Qiu , Lingsong Zhang , Chuanhai Liu

We describe a method for Bayesian optimization by which one may incorporate data from multiple systems whose quantitative interrelationships are unknown a priori. All general (nonreal-valued) features of the systems are associated with…

Machine Learning · Computer Science 2020-01-06 Steven Atkinson , Sayan Ghosh , Natarajan Chennimalai-Kumar , Genghis Khan , Liping Wang

We describe a methodology for modeling the performance of decision-level data fusion between different sensor configurations, implemented as part of the JIEDDO Analytic Decision Engine (JADE). We first discuss a Bayesian network formulation…

Machine Learning · Statistics 2013-06-26 Gaurav Thakur

We present a novel approach to Bayesian inference and general Bayesian computation that is defined through a sequential decision loop. Our method defines a recursive partitioning of the sample space. It neither relies on gradients nor…

Machine Learning · Statistics 2021-06-10 Erik Bodin , Zhenwen Dai , Neill D. F. Campbell , Carl Henrik Ek

Bayesian optimization is a popular tool for data-efficient optimization of expensive objective functions. In real-life applications like engineering design, the designer often wants to take multiple objectives as well as input uncertainty…

Artificial Intelligence · Computer Science 2022-02-28 J. Qing , I. Couckuyt , T. Dhaene

We introduce BayeSQP, a novel algorithm for general black-box optimization that merges the structure of sequential quadratic programming with concepts from Bayesian optimization. BayeSQP employs second-order Gaussian process surrogates for…

Machine Learning · Computer Science 2026-02-04 Paul Brunzema , Sebastian Trimpe

In this investigation, we propose several algorithms to recover the location and intensity of a radiation source located in a simulated 250 m x 180 m block in an urban center based on synthetic measurements. Radioactive decay and detection…

Applications · Statistics 2016-07-05 Razvan Stefanescu , Kathleen Schmidt , Jason Hite , Ralph Smith , John Mattingly

The process of calibrating computer models of natural phenomena is essential for applications in the physical sciences, where plenty of domain knowledge can be embedded into simulations and then calibrated against real observations. Current…

Machine Learning · Computer Science 2025-01-20 Rafael Oliveira , Dino Sejdinovic , David Howard , Edwin V. Bonilla

Purpose: Machine learning is broadly used for clinical data analysis. Before training a model, a machine learning algorithm must be selected. Also, the values of one or more model parameters termed hyper-parameters must be set. Selecting…

Machine Learning · Computer Science 2018-12-10 Xueqiang Zeng , Gang Luo

BPS, the Bayesian Problem Solver, applies probabilistic inference and decision-theoretic control to flexible, resource-constrained problem-solving. This paper focuses on the Bayesian inference mechanism in BPS, and contrasts it with those…

Artificial Intelligence · Computer Science 2013-04-08 Othar Hansson , Andy Mayer

Robust Bayesian inference is the calculation of posterior probability bounds given perturbations in a probabilistic model. This paper focuses on perturbations that can be expressed locally in Bayesian networks through convex sets of…

Artificial Intelligence · Computer Science 2013-02-08 Fabio Gagliardi Cozman

We develop a framework for warm-starting Bayesian optimization, that reduces the solution time required to solve an optimization problem that is one in a sequence of related problems. This is useful when optimizing the output of a…

Machine Learning · Statistics 2016-08-12 Matthias Poloczek , Jialei Wang , Peter I. Frazier

This paper develops methods of distributed Bayesian hypothesis tests for fault detection and diagnosis that are based on belief propagation and optimization in graphical models. The main challenges in developing distributed statistical…

Systems and Control · Computer Science 2015-01-20 Kwang-Ki K. Kim

Bayesian model-based clustering is a widely applied procedure for discovering groups of related observations in a dataset. These approaches use Bayesian mixture models, estimated with MCMC, which provide posterior samples of the model…

Methodology · Statistics 2018-09-24 Ketong Wang , Michael D. Porter

In this paper, low-complexity distributed fusion filtering algorithm for mixed continuous-discrete multisensory dynamic systems is proposed. To implement the algorithm a new recursive equations for local cross-covariances are derived. To…

Other Computer Science · Computer Science 2010-02-26 Seokhyoung Lee , Vladimir Shin

A lot of attention has been devoted to multimedia indexing over the past few years. In the literature, we often consider two kinds of fusion schemes: The early fusion and the late fusion. In this paper we focus on late classifier fusion,…

Machine Learning · Statistics 2015-01-16 Emilie Morvant , Amaury Habrard , Stéphane Ayache

This paper proposes a fusion-based cooperative support identification scheme for distributed compressive sparse signal recovery via resource-constrained wireless sensor networks. The proposed support identification protocol involves: (i)…

Information Theory · Computer Science 2019-07-09 Ming-Hsun Yang , Jwo-Yuh Wu , Tsang-Yi Wang , Robert G. Maunder , Rung-Hung Gau