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For many nonlinear Bayesian state estimation problems, the posterior recursion is not analytically tractable, leading to algorithms that are influenced by numerical approximation errors. These algorithms depend on parameters that affect the…

Systems and Control · Electrical Eng. & Systems 2026-05-14 Ondrej Straka , Felipe Giraldo-Grueso , Renato Zanetti

Parameter inference of dynamical systems is a challenging task faced by many researchers and practitioners across various fields. In many applications, it is common that only limited variables are observable. In this paper, we propose a…

Methodology · Statistics 2020-01-01 Yu Chen , Jin Cheng , Arvind Gupta , Huaxiong Huang , Shixin Xu

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

An incremental/online state dynamic learning method is proposed for identification of the nonlinear Gaussian state space models. The method embeds the stochastic variational sparse Gaussian process as the probabilistic state dynamic model…

Machine Learning · Statistics 2016-08-31 Vahid Bastani , Lucio Marcenaro , Carlo Regazzoni

Correctly setting the parameters of a production machine is essential to improve product quality, increase efficiency, and reduce production costs while also supporting sustainability goals. Identifying optimal parameters involves an…

Machine Learning · Computer Science 2025-03-24 Philipp Wagner , Tobias Nagel , Philipp Leube , Marco F. Huber

This paper investigates the applicability of a recently-proposed nonlinear sparse Bayesian learning (NSBL) algorithm to identify and estimate the complex aerodynamics of limit cycle oscillations. NSBL provides a semi-analytical framework…

Computational Engineering, Finance, and Science · Computer Science 2022-10-24 Rimple Sandhu , Brandon Robinson , Mohammad Khalil , Chris L. Pettit , Dominique Poirel , Abhijit Sarkar

In this paper we develop a dynamic form of Bayesian optimization for machine learning models with the goal of rapidly finding good hyperparameter settings. Our method uses the partial information gained during the training of a machine…

Machine Learning · Statistics 2014-06-17 Kevin Swersky , Jasper Snoek , Ryan Prescott Adams

Using a perturbative approach, an evolution equation for the space charge density, correct up to the third order, is deduced for arbitrary initial density profiles of the electron and ion fluids in a cold nonrelativistic plasma. The…

Plasma Physics · Physics 2024-10-10 Subhasish Bag , Vikrant Saxena

Bayesian methods are actively used for parameter identification and uncertainty quantification when solving nonlinear inverse problems with random noise. However, there are only few theoretical results justifying the Bayesian approach.…

Statistics Theory · Mathematics 2020-02-04 Vladimir Spokoiny

Dust particles immersed in a plasma environment become charged through the collection of electrons and ions at random times, causing the dust charge to fluctuate about an equilibrium value. Small grains (with radii less than 1 \mum) or…

Plasma Physics · Physics 2018-05-16 Lorin S. Matthews , Babak Shotorban , Truell W. Hyde

The propagation of weakly nonlinear dust--acoustic waves in a dusty plasma containing two ion species with different temperatures is explored. The nonlinear equations describing both the quadratic and cubic plasma nonlinearities are…

Astrophysics · Physics 2009-11-13 V. V. Prudskikh

Fusion-graded plasmas are one of the physically complex systems, resulting in continuous establishment of plasma theories for unclarified physical phenomena in order to thoroughly control nuclear fusion reactors. Deep learning has drawn…

Plasma Physics · Physics 2023-01-30 Semin Joung

We present a Bayesian methodology for infinite as well as finite dimensional parameter identification for partial differential equation models. The Bayesian framework provides a rigorous mathematical framework for incorporating prior…

Quantitative Methods · Quantitative Biology 2016-05-17 Eduard Campillo-Funollet , Chandrasekhar Venkataraman , Anotida Madzvamuse

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 explore the applications of machine learning techniques in relativistic laser-plasma experiments beyond optimization purposes. We predict the beam charge of electrons produced in a laser wakefield accelerator given the laser wavefront…

Kernel-based methods have been recently introduced for linear system identification as an alternative to parametric prediction error methods. Adopting the Bayesian perspective, the impulse response is modeled as a non-stationary Gaussian…

Optimization and Control · Mathematics 2017-03-16 Mattia Zorzi , Alessandro Chiuso

Capturing the microscopic interactions that determine molecular reactivity poses a challenge across the physical sciences. Even a basic understanding of the underlying reaction mechanisms can substantially accelerate materials and compound…

Chemical Physics · Physics 2019-12-11 Carl Poelking , Yehia Amar , Alexei Lapkin , Lucy Colwell

Linear response analysis in the nonequilibrium steady state (Gaussian regime) provides two independent fluctuation-response relations. One, in the form of the symmetric matrix, manifests the departure from the equilibrium formula through…

Statistical Mechanics · Physics 2009-11-13 Takahiro Sakaue , Takao Ohta

We combine conditional state density construction with an extension of the Scenario Approach for stochastic Model Predictive Control to nonlinear systems to yield a novel particle-based formulation of stochastic nonlinear output-feedback…

Optimization and Control · Mathematics 2020-05-01 Martin A. Sehr , Robert R. Bitmead

Plasma supports collective modes and particle-wave interactions that leads to complex behavior in inertial fusion energy applications. While plasma can sometimes be modeled as a charged fluid, a kinetic description is useful towards the…

Plasma Physics · Physics 2022-11-28 Archis S. Joglekar , Alexander G. R. Thomas