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Filtering is concerned with the sequential estimation of the state, and uncertainties, of a Markovian system, given noisy observations. It is particularly difficult to achieve accurate filtering in complex dynamical systems, such as those…

Probability · Mathematics 2015-12-14 Wonjung Lee , Andrew Stuart

Particle filters for data assimilation in nonlinear problems use "particles" (replicas of the underlying system) to generate a sequence of probability density functions (pdfs) through a Bayesian process. This can be expensive because a…

Numerical Analysis · Mathematics 2009-05-15 Alexandre J. Chorin , Xuemin Tu

We study the stability of posterior predictive inferences to the specification of the likelihood model and perturbations of the data generating process. In modern big data analyses, useful broad structural judgements may be elicited from…

Methodology · Statistics 2024-04-30 Jack Jewson , Jim Q. Smith , Chris Holmes

Inferences about hypotheses are ubiquitous in the cognitive sciences. Bayes factors provide one general way to compare different hypotheses by their compatibility with the observed data. Those quantifications can then also be used to choose…

Predictive safety filters (PSFs) leverage model predictive control to enforce constraint satisfaction during deep reinforcement learning (RL) exploration, yet their reliance on first-principles models or Gaussian processes limits…

Machine Learning · Computer Science 2026-05-22 Bernd Frauenknecht , Lukas Kesper , Daniel Mayfrank , Henrik Hose , Sebastian Trimpe

In this paper, we investigate safety-critical control problem of discrete-time stochastic systems with incomplete information, where safety constraints must be enforced using state estimates obtained from noisy measurements. We develop an…

Systems and Control · Electrical Eng. & Systems 2026-04-15 Jianing Zhao , Zhuoting Cai , Xiang Yin

The issue of confidence factors in Knowledge Based Systems has become increasingly important and Dempster-Shafer (DS) theory has become increasingly popular as a basis for these factors. This paper discusses the need for an empirical…

Artificial Intelligence · Computer Science 2013-04-15 John F. Lemmer

For better classification generative models are used to initialize the model and model features before training a classifier. Typically it is needed to solve separate unsupervised and supervised learning problems. Generative restricted…

Machine Learning · Statistics 2019-08-13 Jaehoon Koo , Diego Klabjan

Statistical models of natural stimuli provide an important tool for researchers in the fields of machine learning and computational neuroscience. A canonical way to quantitatively assess and compare the performance of statistical models is…

Machine Learning · Statistics 2012-09-17 Lucas Theis , Sebastian Gerwinn , Fabian Sinz , Matthias Bethge

This paper presents, evaluates, and discusses a new software tool to automatically build Dynamic Bayesian Networks (DBNs) from ordinary differential equations (ODEs) entered by the user. The DBNs generated from ODE models can handle both…

Machine Learning · Computer Science 2019-10-15 Hamda Ajmal , Michael Madden , Catherine Enright

The Bayesian method is noted to produce spuriously high posterior probabilities for phylogenetic trees in analysis of large datasets, but the precise reasons for this over-confidence are unknown. In general, the performance of Bayesian…

Statistics Theory · Mathematics 2018-10-15 Ziheng Yang , Tianqi Zhu

Belief updating in Bayes nets, a well known computationally hard problem, has recently been approximated by several deterministic algorithms, and by various randomized approximation algorithms. Deterministic algorithms usually provide…

Artificial Intelligence · Computer Science 2013-02-18 Eugene Santos , Solomon Eyal Shimony , Edward Williams

Many signal processing applications require estimation of time-varying sparse signals, potentially with the knowledge of an imperfect dynamics model. In this paper, we propose an algorithm for dynamic filtering of time-varying sparse…

Signal Processing · Electrical Eng. & Systems 2020-01-01 Matthew R. O'Shaughnessy , Mark A. Davenport , Christopher J. Rozell

This work presents a probabilistic digital twin framework for response prediction in dynamical systems governed by misspecified physics. The approach integrates Gaussian Process Latent Force Models (GPLFM) and Bayesian Neural Networks…

Machine Learning · Computer Science 2025-12-01 Sahil Kashyap , Rajdip Nayek

In this work we investigate the problem of uncertainty estimation for image-guided depth completion. We extend Deep Basis Fitting (DBF) for depth completion within a Bayesian evidence framework to provide calibrated per-pixel variance. The…

Computer Vision and Pattern Recognition · Computer Science 2021-03-30 Chao Qu , Wenxin Liu , Camillo J. Taylor

Neural networks (NNs) are primarily developed within the frequentist statistical framework. Nevertheless, frequentist NNs lack the capability to provide uncertainties in the predictions, and hence their robustness can not be adequately…

Computational Engineering, Finance, and Science · Computer Science 2023-10-26 Nastaran Dabiran , Brandon Robinson , Rimple Sandhu , Mohammad Khalil , Dominique Poirel , Abhijit Sarkar

Extreme weather frequently cause widespread outages in distribution systems (DSs), demonstrating the importance of hardening strategies for resilience enhancement. However, the well-utilization of real-world outage data with associated…

Systems and Control · Electrical Eng. & Systems 2025-10-06 Wenlong Shi , Hongyi Li , Zhaoyu Wang

Human-centered systems of systems such as social networks, Internet of Things, or healthcare systems are growingly becoming major facets of modern life. Realistic models of human behavior in such systems play a significant role in their…

Physics and Society · Physics 2022-01-28 Aghdas. Meghdadi , M. R. Akbarzadeh-T. , Kourosh Javidan

Particle filtering is a Bayesian inference method and a fundamental tool in state estimation for dynamic systems, but its effectiveness is often limited by the constraints of the initial prior distribution, a phenomenon we define as the…

Machine Learning · Statistics 2025-01-31 Yiwei Shi , Jingyu Hu , Yu Zhang , Mengyue Yang , Weinan Zhang , Cunjia Liu , Weiru Liu

The effect of bias on hypothesis formation is characterized for an automated data-driven projection pursuit neural network to extract and select features for binary classification of data streams. This intelligent exploratory process…

Machine Learning · Computer Science 2022-01-05 John Patterson , Chris Avery , Tyler Grear , Donald J. Jacobs
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