Related papers: Estimating parameters of nonlinear systems using t…

We consider probabilistic programming for birth-death models of evolution and introduce a new widely-applicable inference method that combines an extension of the alive particle filter (APF) with automatic Rao-Blackwellization via delayed…

Feature selection places an important role in improving the performance of outlier detection, especially for noisy data. Existing methods usually perform feature selection and outlier scoring separately, which would select feature subsets…

This paper deals with the identification of piecewise affine state-space models. These models are obtained by partitioning the state or input domain into a finite number of regions and by considering affine submodels in each region. The…

Ensemble transform Kalman filtering (ETKF) data assimilation is often used to combine available observations with numerical simulations to obtain statistically accurate and reliable state representations in dynamical systems. However, it is…

Stationary points embedded in the derivatives are often critical for a model to be interpretable and may be considered as key features of interest in many applications. We propose a semiparametric Bayesian model to efficiently infer the…

While there is currently a lot of enthusiasm about "big data", useful data is usually "small" and expensive to acquire. In this paper, we present a new paradigm of learning partial differential equations from {\em small} data. In…

Bayesian estimation is a vital tool in robotics as it allows systems to update the robot state belief using incomplete information from noisy sensors. To render the state estimation problem tractable, many systems assume that the motion and…

Feedback particle filter (FPF) is a Monte-Carlo (MC) algorithm to approximate the solution of a stochastic filtering problem. In contrast to conventional particle filters, the Bayesian update step in FPF is implemented via a mean-field type…

This article proposes an efficient Bayesian inference for piecewise exponential hazard (PEH) models, which allow the effect of a covariate on the survival time to vary over time. The proposed inference methodology is based on a particle…

Many filters have been proposed in recent decades for the nonlinear state estimation problem. The linearization-based extended Kalman filter (EKF) is widely applied to nonlinear industrial systems. As EKF is limited in accuracy and…

In this letter, we present a novel exponentially embedded families (EEF) based classification method, in which the probability density function (PDF) on raw data is estimated from the PDF on features. With the PDF construction, we show that…

Accurate estimation of noise parameters is critical for optimal filter performance, especially in systems where true noise parameter values are unknown or time-varying. This article presents a quaternion left-invariant extended Kalman…

An evolutionary search space can be smoothly transformed via a suitable change of basis; however, it can be difficult to determine an appropriate basis. In this paper, a method is proposed to select an optimum basis can be used to simplify…

We present a method of parameter estimation for large class of nonlinear systems, namely those in which the state consists of output derivatives and the flow is linear in the parameter. The method, which solves for the unknown parameter by…

This article examines state estimation in discrete-time nonlinear stochastic systems with finite-dimensional states and infinite-dimensional measurements, motivated by real-world applications such as vision-based localization and tracking.…

Fine-tuning large language models (LLMs) on downstream tasks requires substantial computational resources. Selective PEFT, a class of parameter-efficient fine-tuning (PEFT) methodologies, aims to mitigate these computational challenges by…

Fine-tuning all parameters of Large Language Models (LLMs) is computationally expensive. Parameter-Efficient Fine-Tuning (PEFT) methods address this by selectively fine-tuning specific parameters. Most of the parameter efficient fine-tuning…

The efficient importance sampling (EIS) method is a general principle for the numerical evaluation of high-dimensional integrals that uses the sequential structure of target integrands to build variance minimising importance samplers.…

This paper is concerned with the problem of continuous-time nonlinear filtering for stochastic processes on a connected matrix Lie group. The main contribution of this paper is to derive the feedback particle filter (FPF) algorithm for this…

While the semi-blind source separation-based acoustic echo cancellation (SBSS-AEC) has received much research attention due to its promising performance during double-talk compared to the traditional adaptive algorithms, it suffers from…