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We introduce a framework for Bayesian experimental design (BED) with implicit models, where the data-generating distribution is intractable but sampling from it is still possible. In order to find optimal experimental designs for such…

Machine Learning · Statistics 2021-05-11 Steven Kleinegesse , Michael U. Gutmann

Parameter inference in ordinary differential equations is an important problem in many applied sciences and in engineering, especially in a data-scarce setting. In this work, we introduce a novel generative modeling approach based on…

Machine Learning · Computer Science 2019-12-06 Philippe Wenk , Gabriele Abbati , Michael A Osborne , Bernhard Schölkopf , Andreas Krause , Stefan Bauer

The transition density of a stochastic, logistic population growth model with multiplicative intrinsic noise is analytically intractable. Inferring model parameter values by fitting such stochastic differential equation (SDE) models to data…

Applications · Statistics 2015-08-17 Jonathan Heydari , Conor Lawless , David A. Lydall , Darren J. Wilkinson

The dynamics of systems biological processes are usually modeled by a system of ordinary differential equations (ODEs) with many unknown parameters that need to be inferred from noisy and sparse measurements. Here, we introduce…

Quantitative Methods · Quantitative Biology 2022-02-04 Mitchell Daneker , Zhen Zhang , George Em Karniadakis , Lu Lu

This paper presents an innovative optimization framework and algorithm based on the Bayes theorem, featuring adaptive conditioning and jitter. The adaptive conditioning function dynamically modifies the mean objective function in each…

Optimization and Control · Mathematics 2024-01-23 Sarit Maitra

Ordinary differential equations (ODEs) are a mathematical model used in many application areas such as climatology, bioinformatics, and chemical engineering with its intuitive appeal to modeling. Despite ODE's wide usage in modeling, the…

Applications · Statistics 2021-08-10 Hyunjoo Yang , Jaeyong Lee

1. Understanding the mechanisms underlying biological systems, and ultimately, predicting their behaviours in a changing environment requires overcoming the gap between mathematical models and experimental or observational data.…

Quantitative Methods · Quantitative Biology 2017-04-19 Philipp H Boersch-Supan , Sadie J Ryan , Leah R Johnson

We consider the utilization of a computational model to guide the optimal acquisition of experimental data to inform the stochastic description of model input parameters. Our formulation is based on the recently developed consistent…

Computation · Statistics 2021-05-04 Scott N. Walsh , Tim M. Wildey , John D. Jakeman

In the presence of modeling errors, the mainstream Bayesian methods seldom give a realistic account of uncertainties as they commonly underestimate the inherent variability of parameters. This problem is not due to any misconception in the…

Applications · Statistics 2020-05-19 Omid Sedehi , Costas Papadimitriou , Lambros S. Katafygiotis

High-quality nanomechanical oscillators can sensitively probe force, mass, or displacement in experiments bridging the gap between the classical and quantum domain. Dynamics of these stochastic systems is inherently determined by the…

Adaptive control approaches yield high-performance controllers when a precise system model or suitable parametrizations of the controller are available. Existing data-driven approaches for adaptive control mostly augment standard…

Systems and Control · Electrical Eng. & Systems 2021-03-03 Christopher König , Matteo Turchetta , John Lygeros , Alisa Rupenyan , Andreas Krause

In this paper we consider sparse and identifiable linear latent variable (factor) and linear Bayesian network models for parsimonious analysis of multivariate data. We propose a computationally efficient method for joint parameter and model…

Machine Learning · Statistics 2011-06-24 Ricardo Henao , Ole Winther

Modeling real-world systems requires accounting for noise - whether it arises from unpredictable fluctuations in financial markets, irregular rhythms in biological systems, or environmental variability in ecosystems. While the behavior of…

Machine Learning · Computer Science 2026-04-08 Matteo Bosso , Giovanni Franzese , Kushal Swamy , Maarten Theulings , Alejandro M. Aragón , Farbod Alijani

Bayesian inference tasks continue to pose a computational challenge. This especially holds for spatial-temporal modeling where high-dimensional latent parameter spaces are ubiquitous. The methodology of integrated nested Laplace…

Computation · Statistics 2023-03-28 Lisa Gaedke-Merzhäuser , Elias Krainski , Radim Janalik , Håvard Rue , Olaf Schenk

Modern Bayesian inference involves a mixture of computational techniques for estimating, validating, and drawing conclusions from probabilistic models as part of principled workflows for data analysis. Typical problems in Bayesian workflows…

State estimation of dynamical systems is crucial for providing new decision-making and system automation information in different applications. However, the assumptions on the standard computational models for sensor measurements can be…

Systems and Control · Electrical Eng. & Systems 2022-10-25 Aamir Hussain Chughtai , Arslan Majal , Muhammad Tahir , Momin Uppal

Dynamical modelling is central to many scientific domains, including pharmacometrics, systems biology, physiology, and epidemiology. In these settings, heterogeneity is often intrinsic: different subjects or units follow related but…

Machine Learning · Computer Science 2026-05-14 Julien Martinelli , Maksim Sinelnikov , Harri Lähdesmäki , Quentin Clairon , Mélanie Prague

Bayesian optimization is a popular tool for data-efficient optimization of expensive objective functions. In real-life applications like engineering design, the designer often wants to take multiple objectives as well as input uncertainty…

Artificial Intelligence · Computer Science 2022-02-28 J. Qing , I. Couckuyt , T. Dhaene

Bayesian mechanics provides a framework that addresses dynamical systems that can be conceptualised as Bayesian inference. However, elucidating the requisite generative models is essential for empirical applications to realistic…

Neurons and Cognition · Quantitative Biology 2024-12-02 Takuya Isomura

Bayesian experimental design (BED) is a framework that uses statistical models and decision making under uncertainty to optimise the cost and performance of a scientific experiment. Sequential BED, as opposed to static BED, considers the…

Machine Learning · Statistics 2020-03-23 Steven Kleinegesse , Christopher Drovandi , Michael U. Gutmann