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We consider Bayesian optimization of the output of a network of functions, where each function takes as input the output of its parent nodes, and where the network takes significant time to evaluate. Such problems arise, for example, in…

Machine Learning · Computer Science 2022-01-03 Raul Astudillo , Peter I. Frazier

Out-of-Domain (OOD) detection is a key component in a task-oriented dialog system, which aims to identify whether a query falls outside the predefined supported intent set. Previous softmax-based detection algorithms are proved to be…

Computation and Language · Computer Science 2022-09-15 Yanan Wu , Zhiyuan Zeng , Keqing He , Yutao Mou , Pei Wang , Weiran Xu

Ordinary differential equations (ODEs) are used to model dynamic systems appearing in engineering, physics, biomedical sciences and many other fields. These equations contain unknown parameters, say $\bm\theta$ of physical significance…

Statistics Theory · Mathematics 2014-11-05 Prithwish Bhaumik , Subhashis Ghosal

Dynamic origin-destination (OD) demand is central to transportation system modeling and analysis. The dynamic OD demand estimation problem (DODE) has been studied for decades, most of which solve the DODE problem on a typical day or several…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Wei Ma , Zhen , Qian

Spatial count data models are used to explain and predict the frequency of phenomena such as traffic accidents in geographically distinct entities such as census tracts or road segments. These models are typically estimated using Bayesian…

Methodology · Statistics 2020-10-19 Prateek Bansal , Rico Krueger , Daniel J. Graham

Out-of-distribution (OOD) data poses serious challenges in deployed machine learning models as even subtle changes could incur significant performance drops. Being able to estimate a model's performance on test data is important in practice…

Machine Learning · Computer Science 2023-02-13 Yuzhe Lu , Zhenlin Wang , Runtian Zhai , Soheil Kolouri , Joseph Campbell , Katia Sycara

Trajectory anomaly detection, aiming to estimate the anomaly risk of trajectories given the Source-Destination (SD) pairs, has become a critical problem for many real-world applications. Existing solutions directly train a generative model…

Machine Learning · Computer Science 2024-12-30 Wenbin Li , Di Yao , Chang Gong , Xiaokai Chu , Quanliang Jing , Xiaolei Zhou , Yuxuan Zhang , Yunxia Fan , Jingping Bi

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 Bayesian approach, the a priori knowledge about the input of a mathematical model is described via a probability measure. The joint distribution of the unknown input and the data is then conditioned, using Bayes' formula, giving rise…

Statistics Theory · Mathematics 2015-06-15 Sebastian J. Vollmer

Accurate estimation of aleatoric and epistemic uncertainty is crucial to build safe and reliable systems. Traditional approaches, such as dropout and ensemble methods, estimate uncertainty by sampling probability predictions from different…

Machine Learning · Computer Science 2020-10-23 Bertrand Charpentier , Daniel Zügner , Stephan Günnemann

The superior performance of object detectors is often established under the condition that the test samples are in the same distribution as the training data. However, in many practical applications, out-of-distribution (OOD) instances are…

Computer Vision and Pattern Recognition · Computer Science 2023-10-31 Tianhao Zhang , Shenglin Wang , Nidhal Bouaynaya , Radu Calinescu , Lyudmila Mihaylova

The Massachusetts Bay Transportation Authority (MBTA) is the main public transit provider in Boston, operating multiple means of transport, including trains, subways, and buses. However, the system often faces delays and fluctuations in…

Machine Learning · Computer Science 2025-12-03 Sai Siddharth Nalamalpu , Kaining Yuan , Aiden Zhou , Eugene Pinsky

The question whether inputs are valid for the problem a neural network is trying to solve has sparked interest in out-of-distribution (OOD) detection. It is widely assumed that Bayesian neural networks (BNNs) are well suited for this task,…

Machine Learning · Computer Science 2022-02-22 Francesco D'Angelo , Christian Henning

Out-of-Distribution (OOD) detection is critical to AI reliability and safety, yet in many practical settings, only a limited amount of training data is available. Bayesian Neural Networks (BNNs) are a promising class of model on which to…

Machine Learning · Computer Science 2026-02-12 Kevin Raina , Tanya Schmah

The nonlinear filtering problem is concerned with finding the conditional probability distribution (posterior) of the state of a stochastic dynamical system, given a history of partial and noisy observations. This paper presents a…

Optimization and Control · Mathematics 2024-03-26 Mohammad Al-Jarrah , Bamdad Hosseini , Amirhossein Taghvaei

Since the turn of the century, approximate Bayesian inference has steadily evolved as new computational techniques have been incorporated to handle increasingly complex and large-scale predictive problems. The recent success of deep neural…

Machine Learning · Statistics 2026-01-14 Roy Shivam Ram Shreshtth , Arnab Hazra , Gourab Mukherjee

In earlier work (Zhang et al., 2016) we used actual traffic data from the Eastern Massachusetts transportation network in the form of spatial average speeds and road segment flow capacities in order to estimate Origin-Destination (OD) flow…

Systems and Control · Computer Science 2016-11-01 Jing Zhang , Sepideh Pourazarm , Christos G. Cassandras , Ioannis Ch. Paschalidis

Accurate origin-destination (OD) passenger flow prediction is crucial for enhancing metro system efficiency, optimizing scheduling, and improving passenger experiences. However, current models often fail to effectively capture the…

Machine Learning · Computer Science 2025-02-11 Yichen Wang , Chengcheng Yu

We consider a small extent sensor network for event detection, in which nodes take samples periodically and then contend over a {\em random access network} to transmit their measurement packets to the fusion center. We consider two…

Networking and Internet Architecture · Computer Science 2016-11-18 Premkumar Karumbu , Venkata K. Prasanthi M. , Anurag Kumar

Often the regression function appearing in fields like economics, engineering, biomedical sciences obeys a system of higher order ordinary differential equations (ODEs). The equations are usually not analytically solvable. We are interested…

Statistics Theory · Mathematics 2015-05-19 Prithwish Bhaumik , Subhashis Ghosal