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We construct an adaptive independent Metropolis-Hastings sampler that uses a mixture of normals as a proposal distribution. To take full advantage of the potential of adaptive sampling our algorithm updates the mixture of normals…

Computation · Statistics 2008-01-15 P. Giordani , R. Kohn

In critical decision support systems based on medical imaging, the reliability of AI-assisted decision-making is as relevant as predictive accuracy. Although deep learning models have demonstrated significant accuracy, they frequently…

Computer Vision and Pattern Recognition · Computer Science 2026-02-13 Hua Xu , Julián D. Arias-Londoño , Juan I. Godino-Llorente

Accurate prediction of engine-out NOx is essential for meeting stringent emissions regulations and optimizing engine performance. Traditional approaches rely on models trained on data from a small number of engines, which can be…

Machine Learning · Computer Science 2026-03-26 Shrenik Zinage , Peter Meckl , Ilias Bilionis

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

Mathematical models of cognition are often memoryless and ignore potential fluctuations of their parameters. However, human cognition is inherently dynamic. Thus, we propose to augment mechanistic cognitive models with a temporal dimension…

In this paper we extend the work of Smith and Papamichail (1999) and present fast approximate Bayesian algorithms for learning in complex scenarios where at any time frame, the relationships between explanatory state space variables can be…

Machine Learning · Computer Science 2013-01-30 Raffaella Settimi , Jim Q. Smith , A. S. Gargoum

Dynamic structural equation models (DSEMs) combine time-series modeling of within-person processes with hierarchical modeling of between-person differences and differences between timepoints, and have become very popular for the analysis of…

Methodology · Statistics 2026-03-05 Øystein Sørensen

For a Bayesian, real-time forecasting with the posterior predictive distribution can be challenging for a variety of time series models. First, estimating the parameters of a time series model can be difficult with sample-based approaches…

Applications · Statistics 2022-08-08 Taylor R. Brown

Bayesian decision theory provides an elegant framework for acting optimally under uncertainty when tractable posterior distributions are available. Modern Bayesian models, however, typically involve intractable posteriors that are…

Machine Learning · Computer Science 2021-06-15 Meet P. Vadera , Soumya Ghosh , Kenney Ng , Benjamin M. Marlin

We develop an approach for Bayesian learning of spatiotemporal dynamical mechanistic models. Such learning consists of statistical emulation of the mechanistic system that can efficiently interpolate the output of the system from arbitrary…

Methodology · Statistics 2025-07-11 Sudipto Banerjee , Xiang Chen , Ian Frankenburg , Daniel Zhou

Metropolis simulations of all-atom models of peptides (i.e. small proteins) are considered. Inspired by the funnel picture of Bryngelson and Wolyness, a transformation of the updating probabilities of the dihedral angles is defined, which…

Statistical Mechanics · Physics 2009-11-10 Bernd A. Berg

Comparing mathematical models offers a means to evaluate competing scientific theories. However, exact methods of model calibration are not applicable to many probabilistic models which simulate high-dimensional spatio-temporal data.…

Quantitative Methods · Quantitative Biology 2026-01-13 Robert A McDonald , Helen M Byrne , Heather A Harrington , Thomas Thorne , Bernadette J Stolz

Bayesian optimal experiments that maximize the information gained from collected data are critical to efficiently identify behavioral models. We extend a seminal method for designing Bayesian optimal experiments by introducing two…

Applications · Statistics 2025-03-19 Stefano Balietti , Brennan Klein , Christoph Riedl

Perception is one of the key abilities of autonomous mobile robotic systems, which often relies on fusion of heterogeneous sensors. Although this heterogeneity presents a challenge for sensor calibration, it is also the main prospect for…

Robotics · Computer Science 2019-04-09 Juraj Peršić , Luka Petrović , Ivan Marković , Ivan Petrović

Simulation models often have parameters as input and return outputs to understand the behavior of complex systems. Calibration is the process of estimating the values of the parameters in a simulation model in light of observed data from…

Methodology · Statistics 2024-11-15 Özge Sürer

We investigate the use of the Metropolis-Hastings algorithm to sample posterior distribution in a Bayesian inverse problem, where the likelihood function is random. Concretely, we consider the case where one has full field observations of a…

Numerical Analysis · Mathematics 2026-02-20 Emil Løvbak , Sebastian Krumscheid

The ability to generate samples of the random effects from their conditional distributions is fundamental for inference in mixed effects models. Random walk Metropolis is widely used to conduct such sampling, but such a method can converge…

Applications · Statistics 2019-10-29 Belhal Karimi , Marc Lavielle

Recently, combinations of generative and Bayesian machine learning have been introduced in particle physics for both fast detector simulation and inference tasks. These neural networks aim to quantify the uncertainty on the generated…

Machine Learning · Computer Science 2024-11-21 Sebastian Bieringer , Sascha Diefenbacher , Gregor Kasieczka , Mathias Trabs

The paper is devoted to the geometrical calibration of industrial robots employed in precise manufacturing. To identify geometric parameters, an advanced calibration technique is proposed that is based on the non-linear experiment design…

Robotics · Computer Science 2012-11-29 Alexandr Klimchik , Anatol Pashkevich , Yier Wu , Benoît Furet , Stéphane Caro

The construction of decision-theoretic Bayesian designs for realistically-complex nonlinear models is computationally challenging, as it requires the optimization of analytically intractable expected utility functions over high-dimensional…

Methodology · Statistics 2016-07-01 Antony Overstall , David Woods
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