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Bayesian predictive inference propagates parameter uncertainty to quantities of interest through the posterior-predictive distribution. In practice, this is typically performed using a two-stage procedure: first approximating the posterior…

Machine Learning · Statistics 2026-05-06 Nan Feng , Xun Huan

This paper presents a fast algorithm for estimating hidden states of Bayesian state space models. The algorithm is a variation of amortized simulation-based inference algorithms, where a large number of artificial datasets are generated at…

Econometrics · Economics 2022-10-14 Ramis Khabibullin , Sergei Seleznev

Orbital parameters of planets are fitted directly to an appropriate set of observations. It is shown how to use the rigorous Deming method combined with a numerical integration of gravitation equations. In all, 65 parameters of the nine…

Astrophysics · Physics 2007-05-23 A. C. Lefloch

The traditional way of estimating the gravitational field from observed motions of test objects is based on the virial relation between their kinetic and potential energy. We find a more efficient method. It is based on the natural…

Astrophysics · Physics 2009-11-10 Andrei M. Beloborodov , Yuri levin

This work proposes a Bayesian inference method for the reduced-order modeling of time-dependent systems. Informed by the structure of the governing equations, the task of learning a reduced-order model from data is posed as a Bayesian…

Numerical Analysis · Mathematics 2023-01-18 Mengwu Guo , Shane A. McQuarrie , Karen E. Willcox

Bayesian optimization is a principled optimization strategy for a black-box objective function. It shows its effectiveness in a wide variety of real-world applications such as scientific discovery and experimental design. In general, the…

Machine Learning · Computer Science 2024-11-11 Jungtaek Kim

This paper presents a unique approach to the problem of calculating revisit time metrics for different satellite orbits, sensor geometries, and constellation configurations with application to early lifecycle design and optimisation…

Computational Engineering, Finance, and Science · Computer Science 2018-07-06 Nicholas H. Crisp , Sabrina Livadiotti , Peter C. E. Roberts

We propose a general framework to design posterior sampling methods for model-based RL. We show that the proposed algorithms can be analyzed by reducing regret to Hellinger distance in conditional probability estimation. We further show…

Machine Learning · Computer Science 2022-10-18 Alekh Agarwal , Tong Zhang

Estimation of model parameters in a dynamic system can be significantly improved with the choice of experimental trajectory. For general, nonlinear dynamic systems, finding globally "best" trajectories is typically not feasible; however,…

Robotics · Computer Science 2017-09-12 Andrew D. Wilson , Jarvis A. Schultz , Todd D. Murphey

Bayesian statistics has two common measures of central tendency of a posterior distribution: posterior means and Maximum A Posteriori (MAP) estimates. In this paper, we discuss a connection between MAP estimates and posterior means. We…

Statistics Theory · Mathematics 2024-10-02 Michiko Okudo , Keisuke Yano

Global optimization heuristics are popular to optimize hard non-convex problems. Despite their irrefutably large cost-to-solution, in the lack of other working greedy or convex approaches, global optimization algorithms remain the…

Optimization and Control · Mathematics 2025-02-24 Kayo Gonçalves-e-Silva , Samuel Xavier-de-Souza

The non-uniform surface temperature distribution of rotating active stars is routinely mapped with the Doppler Imaging technique. Inhomogeneities in the surface produce features in high-resolution spectroscopic observations that shift in…

Instrumentation and Methods for Astrophysics · Physics 2022-02-23 A. Asensio Ramos , C. Diaz Baso , O. Kochukhov

It has recently been established that the numerical solution of ordinary differential equations can be posed as a nonlinear Bayesian inference problem, which can be approximately solved via Gaussian filtering and smoothing, whenever a…

Numerical Analysis · Mathematics 2021-01-13 Filip Tronarp , Simo Sarkka , Philipp Hennig

We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to solve a maximum likelihood problem with an added l_1-norm…

Artificial Intelligence · Computer Science 2007-07-06 Onureena Banerjee , Laurent El Ghaoui , Alexandre d'Aspremont

Bayesian models often involve a small set of hyperparameters determined by maximizing the marginal likelihood. Bayesian optimization is a popular iterative method where a Gaussian process posterior of the underlying function is sequentially…

Computation · Statistics 2022-08-18 Oskar Gustafsson , Mattias Villani , Pär Stockhammar

This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

Optimization and Control · Mathematics 2016-10-31 Insoon Yang , Samuel A. Burden , Ram Rajagopal , S. Shankar Sastry , Claire J. Tomlin

We propose a novel holistic approach for safe autonomous exploration and map building based on constrained Bayesian optimisation. This method finds optimal continuous paths instead of discrete sensing locations that inherently satisfy…

Robotics · Computer Science 2017-03-02 Gilad Francis , Lionel Ott , Roman Marchant , Fabio Ramos

A new method for the line-of-sight velocity estimation of a high-speed near-Earth object (asteroid, meteorite) is suggested. The method is based on use of fractional, one-half order derivative of a Doppler signal. The algorithm suggested is…

Earth and Planetary Astrophysics · Physics 2015-06-17 V. D. Zakharchenko , I. G. Kovalenko

Decision trees remain one of the most popular machine learning models today, largely due to their out-of-the-box performance and interpretability. In this work, we present a Bayesian approach to decision tree induction via maximum a…

Machine Learning · Computer Science 2023-12-21 Colin Sullivan , Mo Tiwari , Sebastian Thrun

This paper is concerned with Bayesian inferential methods for data from controlled branching processes that account for model robustness through the use of disparities. Under regularity conditions, we establish that estimators built on…

Methodology · Statistics 2018-02-19 M. González , C. Minuesa , I. del Puerto , A. N. Vidyashankar
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