Related papers: Bayesian phase estimation with adaptive grid refin…
Calibration is nowadays one of the most important processes involved in the extraction of valuable data from measurements. The current availability of an optimum data cube measured from a heterogeneous set of instruments and surveys relies…
Numerical integration and emulation are fundamental topics across scientific fields. We propose novel adaptive quadrature schemes based on an active learning procedure. We consider an interpolative approach for building a surrogate…
In many applications of black-box optimization, one can evaluate multiple points simultaneously, e.g. when evaluating the performances of several different neural network architectures in a parallel computing environment. In this paper, we…
To achieve high data rates defined in 5G, the use of millimeter-waves and massive-MIMO are indispensable. To benefit from these technologies, an accurate estimation of the channel parameters is crucial. We propose a novel two-stage…
We present an efficient, principled, and interpretable technique for inferring module assignments and for identifying the optimal number of modules in a given network. We show how several existing methods for finding modules can be…
Bayesian models provide recursive inference naturally because they can formally reconcile new data and existing scientific information. However, popular use of Bayesian methods often avoids priors that are based on exact posterior…
Surrogate models have become ubiquitous in science and engineering for their capability of emulating expensive computer codes, necessary to model and investigate complex phenomena. Bayesian emulators based on Gaussian processes adequately…
Bayesian estimation is a powerful theoretical paradigm for the operation of quantum sensors. However, the Bayesian method for statistical inference generally suffers from demanding calibration requirements that have so far restricted its…
This paper considers the robust phase retrieval problem, which can be cast as a nonsmooth and nonconvex optimization problem. We propose a new inexact proximal linear algorithm with the subproblem being solved inexactly. Our contributions…
We propose a mixed integer programming (MIP) model and iterative algorithms based on topological orders to solve optimization problems with acyclic constraints on a directed graph. The proposed MIP model has a significantly lower number of…
We present an adaptive scheme for isogeometric phase-field modeling, to perform suitably graded hierarchical refinement and coarsening on both single- and multi-patch geometries by considering truncated hierarchical spline constructions…
A fundamental task in numerical computation is the solution of large linear systems. The conjugate gradient method is an iterative method which offers rapid convergence to the solution, particularly when an effective preconditioner is…
Prompt learning has emerged as an effective technique for fine-tuning large-scale foundation models for downstream tasks. However, conventional prompt learning methods are prone to overfitting and can struggle with out-of-distribution…
This paper compares the Maximum-likelihood method and Bayesian method for finite element model updating. The Maximum-likelihood method was implemented using genetic algorithm while the Bayesian method was implemented using the Markov Chain…
We consider the problem of estimating (diagonally dominant) M-matrices as precision matrices in Gaussian graphical models. These models exhibit intriguing properties, such as the existence of the maximum likelihood estimator with merely two…
We provide a flexible framework for selecting among a class of additive partial linear models that allows both linear and nonlinear additive components. In practice, it is challenging to determine which additive components should be…
In this article, we develop a semiparametric Bayesian estimation and model selection approach for partially linear additive models in conditional quantile regression. The asymmetric Laplace distribution provides a mechanism for Bayesian…
Stochastic sampling methods are arguably the most direct and least intrusive means of incorporating parametric uncertainty into numerical simulations of partial differential equations with random inputs. However, to achieve an overall error…
In this paper, we consider Bayesian methods for non-parametric quantile regressions with multiple continuous predictors ranging values in the unit interval. In the first method, the quantile function is assumed to be smooth over the…
Variational quantum circuits characterise the state of a quantum system through the use of parameters that are optimised using classical optimisation procedures that typically rely on gradient information. The circuit-execution complexity…