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Bayesian optimization through Gaussian process regression is an effective method of optimizing an unknown function for which every measurement is expensive. It approximates the objective function and then recommends a new measurement point…

Machine Learning · Statistics 2017-05-17 Hildo Bijl , Thomas B. Schön , Jan-Willem van Wingerden , Michel Verhaegen

We present a Bayesian data fusion method to approximate a posterior distribution from an ensemble of particle estimates that only have access to subsets of the data. Our approach relies on approximate probabilistic inference of model…

Computation · Statistics 2020-10-28 Caleb Miller , Michael D. Schneider , Jem N. Corcoran , Jason Bernstein

Bayesian inference and the use of posterior or posterior predictive probabilities for decision making have become increasingly popular in clinical trials. The current practice in Bayesian clinical trials relies on a hybrid…

Methodology · Statistics 2024-04-30 Shirin Golchi , James Willard

We introduce Bayesian optimization, a technique developed for optimizing time-consuming engineering simulations and for fitting machine learning models on large datasets. Bayesian optimization guides the choice of experiments during…

Machine Learning · Statistics 2017-11-22 Peter I. Frazier , Jialei Wang

Before autonomous systems can be deployed in safety-critical applications, we must be able to understand and verify the safety of these systems. For cases where the risk or cost of real-world testing is prohibitive, we propose a…

Robotics · Computer Science 2023-09-18 Charles Dawson , Chuchu Fan

This article presents new methodology for sample-based Bayesian inference when data are partitioned and communication between the parts is expensive, as arises by necessity in the context of "big data" or by choice in order to take…

Methodology · Statistics 2022-11-01 Marc Box

Sensor-based sorting systems enable the physical separation of a material stream into two fractions. The sorting decision is based on the image data evaluation of the sensors used and is carried out using actuators. Various process…

Machine Learning · Computer Science 2025-10-24 Felix Kronenwett , Georg Maier , Thomas Längle

Optimization of expensive computer models with the help of Gaussian process emulators in now commonplace. However, when several (competing) objectives are considered, choosing an appropriate sampling strategy remains an open question. We…

Optimization and Control · Mathematics 2013-10-03 Victor Picheny

Data sets are growing in complexity thanks to the increasing facilities we have nowadays to both generate and store data. This poses many challenges to machine learning that are leading to the proposal of new methods and paradigms, in order…

Machine Learning · Computer Science 2018-12-04 Irene Córdoba , Concha Bielza , Pedro Larrañaga

Surrogate models have become ubiquitous in science and engineering for their capability of emulating expensive computer codes, necessary to model and investigate complex phenomena. Bayesian emulators based on Gaussian processes adequately…

Computation · Statistics 2017-08-02 A. Garbuno-Inigo , F. A. DiazDelaO , K. M. Zuev

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

An important task of uncertainty quantification is to identify {the probability of} undesired events, in particular, system failures, caused by various sources of uncertainties. In this work we consider the construction of Gaussian…

Computation · Statistics 2016-04-20 Hongqiao Wang , Guang Lin , Jinglai Li

The most common approach to implementing data analysis pipelines involves obtaining point estimates from the upstream modules and then treating these as known quantities when working with the downstream ones. This approach is…

Methodology · Statistics 2024-02-19 Erin Lipman , Abel Rodriguez

In this work we review the application of the theory of Gaussian processes to the modeling of noise in pulsar-timing data analysis, and we derive various useful and optimized representations for the likelihood expressions that are needed in…

General Relativity and Quantum Cosmology · Physics 2014-11-19 Rutger van Haasteren , Michele Vallisneri

We propose a practical Bayesian optimization method using Gaussian process regression, of which the marginal likelihood is maximized where the number of model selection steps is guided by a pre-defined threshold. Since Bayesian optimization…

Machine Learning · Statistics 2020-10-19 Jungtaek Kim , Seungjin Choi

Bayesian inference is an effective approach for solving statistical learning problems especially with uncertainty and incompleteness. However, inference efficiencies are physically limited by the bottlenecks of conventional computing…

Emerging Technologies · Computer Science 2017-11-06 Xiaotao Jia , Jianlei Yang , Zhaohao Wang , Yiran Chen , Hai , Li , Weisheng Zhao

Partition of unity methods (PUMs) on graphs are simple and highly adaptive auxiliary tools for graph signal processing. Based on a greedy-type metric clustering and augmentation scheme, we show how a partition of unity can be generated in…

Signal Processing · Electrical Eng. & Systems 2020-12-22 Roberto Cavoretto , Alessandra De Rossi , Wolfgang Erb

Estimating boundary curves has many applications such as economics, climate science, and medicine. Bayesian trend filtering has been developed as one of locally adaptive smoothing methods to estimate the non-stationary trend of data. This…

Methodology · Statistics 2023-11-13 Takahiro Onizuka , Fumiya Iwashige , Shintaro Hashimoto

We propose an algorithm for Bayesian functional optimisation - that is, finding the function to optimise a process - guided by experimenter beliefs and intuitions regarding the expected characteristics (length-scale, smoothness, cyclicity…

Machine Learning · Computer Science 2020-09-09 Alistair Shilton , Sunil Gupta , Santu Rana , Svetha Venkatesh

Realisation of experiments even on small and medium-scale quantum computers requires an optimisation of several parameters to achieve high-fidelity operations. As the size of the quantum register increases, the characterisation of quantum…

Quantum Physics · Physics 2020-08-11 F. Martínez-García , D. Vodola , M. Müller