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We propose a novel Bayesian Optimization approach for black-box functions with an environmental variable whose value determines the tradeoff between evaluation cost and the fidelity of the evaluations. Further, we use a novel approach to…

Machine Learning · Statistics 2018-05-16 Mark McLeod , Michael A. Osborne , Stephen J. Roberts

Objective: Continuous monitoring of biosignals via wearable sensors has quickly expanded in the medical and wellness fields. At rest, automatic detection of vital parameters is generally accurate. However, in conditions such as…

Signal Processing · Electrical Eng. & Systems 2022-09-13 Elisabetta De Giovanni , Tomas Teijeiro , Grégoire P. Millet , David Atienza

Change point analysis has applications in a wide variety of fields. The general problem concerns the inference of a change in distribution for a set of time-ordered observations. Sequential detection is an online version in which new data…

Methodology · Statistics 2013-10-16 David S. Matteson , Nicholas A. James

Conformal prediction is an uncertainty quantification method that constructs a prediction set for a previously unseen datum, ensuring the true label is included with a predetermined coverage probability. Adaptive conformal prediction has…

Machine Learning · Computer Science 2024-11-07 Erfan Hajihashemi , Yanning Shen

Change-point detection (CPD) is crucial for identifying abrupt shifts in data, which influence decision-making and efficient resource allocation across various domains. To address the challenges posed by the costly and time-intensive data…

Machine Learning · Computer Science 2023-12-07 Hao Zhao , Rong Pan

Bayesian methods which utilize Bayes' theorem to update the knowledge of desired parameters after each measurement, are used in a wide range of quantum science. For various applications in quantum science, efficiently and accurately…

Quantum Physics · Physics 2021-07-02 Chengyin Han , Jiahao Huang , Xunda Jiang , Ruihuan Fang , Yuxiang Qiu , Bo Lu , Chaohong Lee

We describe our process for automatic detection of performance changes for a software product in the presence of noise. A large collection of tests run periodically as changes to our software product are committed to our source repository,…

Software Engineering · Computer Science 2020-03-03 David Daly , William Brown , Henrik Ingo , Jim O'Leary , David Bradford

The problem of identifying change points in high-dimensional Gaussian graphical models (GGMs) in an online fashion is of interest, due to new applications in biology, economics and social sciences. The offline version of the problem, where…

Statistics Theory · Mathematics 2020-03-18 Hossein Keshavarz , George Michailidis

Machine learning models are essential tools in various domains, but their performance can degrade over time due to changes in data distribution or other factors. On one hand, detecting and addressing such degradations is crucial for…

Machine Learning · Computer Science 2023-09-28 Florian Heinrichs

This paper addresses the problem of change-point detection on sequences of high-dimensional and heterogeneous observations, which also possess a periodic temporal structure. Due to the dimensionality problem, when the time between…

Machine Learning · Statistics 2019-03-25 Pablo Moreno-Muñoz , David Ramírez , Antonio Artés-Rodríguez

This paper proposes a Bayesian modeling approach to address the problem of online fault-tolerant dynamic event region detection in wireless sensor networks. In our model every network node is associated with a virtual community and a trust…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-12-19 Jiejie Wang , Bin Liu

Accurate uncertainty estimates are important in sequential model-based decision-making tasks such as Bayesian optimization. However, these estimates can be imperfect if the data violates assumptions made by the model (e.g., Gaussianity).…

Machine Learning · Computer Science 2024-06-27 Shachi Deshpande , Charles Marx , Volodymyr Kuleshov

The reliability of atomistic simulations depends on the quality of the underlying energy models providing the source of physical information, for instance for the calculation of migration barriers in atomistic Kinetic Monte Carlo…

Motivated by an increasing demand for models that can effectively describe features of complex multivariate time series, e.g. from sensor data in biomechanics, motion analysis, and sports science, we introduce a novel state-space modeling…

Methodology · Statistics 2025-06-23 Alice Giampino , Bernardo Nipoti , Marina Vannucci , Michele Guindani

The decreasing cost and improved sensor and monitoring system technology (e.g. fiber optics and strain gauges) have led to more measurements in close proximity to each other. When using such spatially dense measurement data in Bayesian…

Methodology · Statistics 2023-08-21 Ioannis Koune , Arpad Rozsas , Arthur Slobbe , Alice Cicirello

Evidence-based decision-making entails collecting (costly) observations about an underlying phenomenon of interest, and subsequently committing to an (informed) decision on the basis of accumulated evidence. In this setting, active sensing…

Machine Learning · Statistics 2020-06-26 Daniel Jarrett , Mihaela van der Schaar

Learning-based behavior prediction methods are increasingly being deployed in real-world autonomous systems, e.g., in fleets of self-driving vehicles, which are beginning to commercially operate in major cities across the world. Despite…

Machine Learning · Computer Science 2023-05-24 Boris Ivanovic , James Harrison , Marco Pavone

Materials discovery and design typically proceeds through iterative evaluation (both experimental and computational) to obtain data, generally targeting improvement of one or more properties under one or more constraints (e.g., time or…

Materials Science · Physics 2023-10-26 Ryan Jacobs , Philip E. Goins , Dane Morgan

Accurately detecting multiple change-points is critical for various applications, but determining the optimal number of change-points remains a challenge. Existing approaches based on information criteria attempt to balance goodness-of-fit…

Methodology · Statistics 2023-12-19 Hui Chen , Yinxu Jia , Guanghui Wang , Changliang Zou

Sequential change point detection for multivariate autocorrelated data is a very common problem in practice. However, when the sensing resources are limited, only a subset of variables from the multivariate system can be observed at each…

Machine Learning · Statistics 2024-04-02 Haijie Xu , Xiaochen Xian , Chen Zhang , Kaibo Liu
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