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An evolutionary form of a generalized Bayesian update method, which is strictly derivative- free yet directed through an additive update term based purely on the statistical moments of the design variables, is proposed for nonlinear inverse…

Methodology · Statistics 2013-12-17 M Venugopal , D Roy , R M Vasu

After a review of linear imperfections and their causes, we discuss how to model them, the diagnostic equipment needed to monitor them, and the correction algorithms to fix the problem they cause. We first address linear systems - beam…

Accelerator Physics · Physics 2020-06-22 V. Ziemann

We introduce a probabilistic approach to the LMS filter. By means of an efficient approximation, this approach provides an adaptable step-size LMS algorithm together with a measure of uncertainty about the estimation. In addition, the…

Machine Learning · Statistics 2016-04-11 Jesus Fernandez-Bes , Víctor Elvira , Steven Van Vaerenbergh

Beam parameter optimization in accelerators involves multiple, sometimes competing objectives. Condensing these individual objectives into a single figure of merit unavoidably results in a bias towards particular outcomes, in absence of…

Accelerator Physics · Physics 2022-12-26 Faran Irshad , Stefan Karsch , Andreas Döpp

Bayesian optimization (BO) is a sequential approach for optimizing black-box objective functions using zeroth-order noisy observations. In BO, Gaussian processes (GPs) are employed as probabilistic surrogate models to estimate the objective…

Machine Learning · Computer Science 2025-04-02 Dongwon Kim , Matteo Zecchin , Sangwoo Park , Joonhyuk Kang , Osvaldo Simeone

A Bayesian approach to calibrating period-luminosity (PL) relations has substantial benefits over generic least-squares fits. In particular, the Bayesian approach takes into account the full prior distribution of the model parameters, such…

Instrumentation and Methods for Astrophysics · Physics 2015-06-04 Christopher R. Klein , Joseph W. Richards , Nathaniel R. Butler , Joshua S. Bloom

This paper presents an efficient Bayesian framework for solving nonlinear, high-dimensional model calibration problems. It is based on a Variational Bayesian formulation that aims at approximating the exact posterior by means of solving an…

Applications · Statistics 2015-11-02 Isabell M. Franck , P. S. Koutsourelakis

Bayesian inference provides a principled way of estimating the parameters of a stochastic process that is observed discretely in time. The overdamped Brownian motion of a particle confined in an optical trap is generally modelled by the…

Data Analysis, Statistics and Probability · Physics 2017-02-01 Sudipta Bera , Shuvojit Paul , Rajesh Singh , Dipanjan Ghosh , Avijit Kundu , Ayan Banerjee , R. Adhikari

Tracking on the rotation group is a key component of many modern systems for estimation of the motion of rigid bodies. To address this problem, here we describe a Bayesian algorithm that relies on directional measurements for tracking on…

Signal Processing · Electrical Eng. & Systems 2020-03-26 Sofia Suvorova , Stephen D. Howard , Bill Moran

Parameter reconstruction is a common problem in optical nano metrology. It generally involves a set of measurements, to which one attempts to fit a numerical model of the measurement process. The model evaluation typically involves to solve…

Computational Physics · Physics 2021-07-13 Matthias Plock , Sven Burger , Philipp-Immanuel Schneider

Local optimization presents a promising approach to expensive, high-dimensional black-box optimization by sidestepping the need to globally explore the search space. For objective functions whose gradient cannot be evaluated directly,…

Machine Learning · Computer Science 2023-01-18 Quan Nguyen , Kaiwen Wu , Jacob R. Gardner , Roman Garnett

Inferring viscoelasticity parameters is a key challenge that often leads to non-unique solutions when fitting rheological data. In this context, we propose a machine learning approach that utilizes Bayesian optimization for parameter…

Soft Condensed Matter · Physics 2025-02-27 Isaac Y. Miranda-Valdez , Tero Mäkinen , Juha Koivisto , Mikko J. Alava

We study Bayesian inference methods for solving linear inverse problems, focusing on hierarchical formulations where the prior or the likelihood function depend on unspecified hyperparameters. In practice, these hyperparameters are often…

Numerical Analysis · Mathematics 2018-08-01 Qingping Zhou , Wenqing Liu , Jinglai Li , Youssef M. Marzouk

Many real world applications can be framed as multi-objective optimization problems, where we wish to simultaneously optimize for multiple criteria. Bayesian optimization techniques for the multi-objective setting are pertinent when the…

Machine Learning · Computer Science 2019-06-24 Biswajit Paria , Kirthevasan Kandasamy , Barnabás Póczos

We address the new problem of estimating a piece-wise constant signal with the purpose of detecting its change points and the levels of clusters. Our approach is to model it as a nonparametric penalized least square model selection on a…

Machine Learning · Statistics 2019-12-04 Othmane Mazhar , Cristian R. Rojas , Carlo Fischione , Mohammad R. Hesamzadeh

Quasiprobability representation is an important tool for analyzing a quantum system, such as a quantum state or a quantum circuit. In this work, we propose classical algorithms specialized for approximating outcome probabilities of a linear…

Quantum Physics · Physics 2023-12-19 Youngrong Lim , Changhun Oh

A wide variety of battery models are available, and it is not always obvious which model `best' describes a dataset. This paper presents a Bayesian model selection approach using Bayesian quadrature. The model evidence is adopted as the…

Existing high-dimensional Bayesian optimization (BO) methods aim to overcome the curse of dimensionality by carefully encoding structural assumptions, from locality to sparsity to smoothness, into the optimization procedure. Surprisingly,…

Machine Learning · Computer Science 2026-04-10 Colin Doumont , Donney Fan , Natalie Maus , Jacob R. Gardner , Henry Moss , Geoff Pleiss

In recent investigations, the problem of detecting edges given non-uniform Fourier data was reformulated as a sparse signal recovery problem with an l1-regularized least squares cost function. This result can also be derived by employing a…

Signal Processing · Electrical Eng. & Systems 2018-11-30 Victor Churchill , Anne Gelb

In Bayesian optimization, accounting for the importance of the output relative to the input is a crucial yet challenging exercise, as it can considerably improve the final result but often involves inaccurate and cumbersome entropy…

Machine Learning · Computer Science 2020-12-30 Antoine Blanchard , Themistoklis Sapsis