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Parameter identification and comparison of dynamical systems is a challenging task in many fields. Bayesian approaches based on Gaussian process regression over time-series data have been successfully applied to infer the parameters of a…

Machine Learning · Statistics 2019-03-04 Philippe Wenk , Alkis Gotovos , Stefan Bauer , Nico Gorbach , Andreas Krause , Joachim M. Buhmann

Parameter estimation is crucial for modeling, tracking, and control of complex dynamical systems. However, parameter uncertainties can compromise system performance under a controller relying on nominal parameter values. Typically,…

Robotics · Computer Science 2020-02-20 Mouhyemen Khan , Abhijit Chatterjee

We address the problem of parameter estimation in models of systems biology from noisy observations. The models we consider are characterized by simultaneous deterministic nonlinear differential equations whose parameters are either taken…

Machine Learning · Statistics 2017-05-01 Xin Liu , Mahesan Niranjan

Optical scatterometry is a method to measure the size and shape of periodic micro- or nanostructures on surfaces. For this purpose the geometry parameters of the structures are obtained by reproducing experimental measurement results…

Computational Physics · Physics 2020-06-24 Philipp-Immanuel Schneider , Martin Hammerschmidt , Lin Zschiedrich , Sven Burger

Bayesian optimisation has gained great popularity as a tool for optimising the parameters of machine learning algorithms and models. Somewhat ironically, setting up the hyper-parameters of Bayesian optimisation methods is notoriously hard.…

Machine Learning · Statistics 2014-07-01 Ziyu Wang , Nando de Freitas

Gaussian process regression is a well-established Bayesian machine learning method. We propose a new approach to Gaussian process regression using quantum kernels based on parameterized quantum circuits. By employing a hardware-efficient…

Quantum Physics · Physics 2024-02-06 Frederic Rapp , Marco Roth

Gaussian process emulators of computationally expensive computer codes provide fast statistical approximations to model physical processes. The training of these surrogates depends on the set of design points chosen to run the simulator.…

Computation · Statistics 2016-08-16 A. Garbuno-Inigo , F. A. DiazDelaO , K. M. Zuev

Most machine learning methods require careful selection of hyper-parameters in order to train a high performing model with good generalization abilities. Hence, several automatic selection algorithms have been introduced to overcome tedious…

Machine Learning · Computer Science 2020-01-17 Raju Ram , Sabine Müller , Franz-Josef Pfreundt , Nicolas R. Gauger , Janis Keuper

We develop a computational procedure to estimate the covariance hyperparameters for semiparametric Gaussian process regression models with additive noise. Namely, the presented method can be used to efficiently estimate the variance of the…

Machine Learning · Computer Science 2022-06-22 Siavash Ameli , Shawn C. Shadden

One of the pivotal tasks in scientific machine learning is to represent underlying dynamical systems from time series data. Many methods for such dynamics learning explicitly require the derivatives of state data, which are not directly…

Machine Learning · Computer Science 2024-04-17 Dongwei Ye , Mengwu Guo

Both experimental and computational methods for the exploration of structure, functionality, and properties of materials often necessitate the search across broad parameter spaces to discover optimal experimental conditions and regions of…

Computational Physics · Physics 2021-08-31 Maxim Ziatdinov , Ayana Ghosh , Sergei V. Kalinin

Bayesian Optimization using Gaussian Processes is a popular approach to deal with the optimization of expensive black-box functions. However, because of the a priori on the stationarity of the covariance matrix of classic Gaussian…

Machine Learning · Statistics 2019-05-10 Ali Hebbal , Loic Brevault , Mathieu Balesdent , El-Ghazali Talbi , Nouredine Melab

Gaussian process priors are a popular choice for Bayesian analysis of regression problems. However, the implementation of these models can be complex, and ensuring that the implementation is correct can be challenging. In this paper we…

Machine Learning · Computer Science 2021-10-29 John Mcleod , Fergus Simpson

Bayesian optimization is a sequential method for minimizing objective functions that are expensive to evaluate and about which few assumptions can be made. By using all gathered data to train a Gaussian process model for the function and…

Machine Learning · Computer Science 2026-05-07 Jesse Schneider , William J. Welch

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

We propose a novel approach to input design for identification of nonlinear state space models. The optimal input sequence is obtained by maximizing a scalar cost function of the Fisher information matrix. Since the Fisher information…

Optimization and Control · Mathematics 2016-03-18 Patricio E. Valenzuela , Johan Dahlin , Cristian R. Rojas , Thomas B. Schön

Bayesian learning using Gaussian processes provides a foundational framework for making decisions in a manner that balances what is known with what could be learned by gathering data. In this dissertation, we develop techniques for…

Machine Learning · Statistics 2022-04-29 Alexander Terenin

Bayesian filtering is a general framework for recursively estimating the state of a dynamical system. Classical solutions such that Kalman filter and Particle filter are introduced in this report. Gaussian processes have been introduced as…

Information Theory · Computer Science 2010-11-04 Mr. Chong Han , Dr. Ido Nevat , Dr. Gareth Peters , Prof. Jinhong Yuan

Estimating state of health is a critical function of a battery management system but remains challenging due to the variability of operating conditions and usage requirements of real applications. As a result, techniques based on fitting…

Systems and Control · Electrical Eng. & Systems 2025-02-17 Antti Aitio , Dominik Jöst , Dirk Uwe Sauer , David A. Howey

Numerical simulation of complex optical structures enables their optimization with respect to specific objectives. Often, optimization is done by multiple successive parameter scans, which are time consuming and computationally expensive.…

Computational Physics · Physics 2017-07-27 P. -I. Schneider , X. Garcia Santiago , C. Rockstuhl , S. Burger
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