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Related papers: Bayesian Mechanics for Stationary Processes

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Optimal designs minimize the number of experimental runs (samples) needed to accurately estimate model parameters, resulting in algorithms that, for instance, efficiently minimize parameter estimate variance. Governed by knowledge of past…

Methodology · Statistics 2023-02-03 Nicholas W. Barendregt , Emily G. Webb , Zachary P. Kilpatrick

Bayesian theories of biological and brain function speculate that Markov blankets (a conditional independence separating a system from external states) play a key role for facilitating inference-like behaviour in living systems. Although it…

Neurons and Cognition · Quantitative Biology 2022-07-27 Miguel Aguilera , Ángel Poc-López , Conor Heins , Christopher L. Buckley

This manuscript presents an advanced framework for Bayesian learning by incorporating action and state-dependent signal variances into decision-making models. This framework is pivotal in understanding complex data-feedback loops and…

Methodology · Statistics 2023-11-29 Kaiwen Hou

This paper proposes a framework for optimising the adaptation and attunement of a Complex Adaptive System (CAS) with its environments. The tendency towards stability can be explained by minimising free energy but high variability, noise,…

Neurons and Cognition · Quantitative Biology 2023-05-23 Inès Hipolito

Dynamics of information flow in adaptively interacting stochastic processes is studied. We give an extended form of game dynamics for Markovian processes and study its behavior to observe information flow through the system. Examples of the…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Yuzuru Sato , Nihat Ay

Bayesian inference methods are applied within a Bayesian hierarchical modelling framework to the problems of joint state and parameter estimation, and of state forecasting. We explore and demonstrate the ideas in the context of a simple…

Applications · Statistics 2012-11-09 John Parslow , Noel Cressie , Edward P. Campbell , Emlyn Jones , Lawrence Murray

The ubiquity of multiscale interactions in complex systems is well-recognized, with development and heredity serving as a prime example of how processes at different temporal scales influence one another. This work introduces a novel…

Signal Processing · Electrical Eng. & Systems 2024-09-04 Nayely Vélez-Cruz , Manfred D. Laubichler

In this article, we primarily propose a novel Bayesian characterization of stationary and nonstationary stochastic processes. In practice, this theory aims to distinguish between global stationarity and nonstationarity for both parametric…

Statistics Theory · Mathematics 2020-05-04 Sucharita Roy , Sourabh Bhattacharya

In this work, we introduce a generalized framework for multiscale state-space modeling that incorporates nested nonlinear dynamics, with a specific focus on Bayesian learning under switching regimes. Our framework captures the complex…

Machine Learning · Statistics 2024-10-31 Nayely Vélez-Cruz , Manfred D. Laubichler

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

Markovian population models are suitable abstractions to describe well-mixed interacting particle systems in situation where stochastic fluctuations are significant due to the involvement of low copy particles. In molecular biology,…

Quantitative Methods · Quantitative Biology 2014-01-17 Christoph Zechner , Federico Wadehn , Heinz Koeppl

We develop an approach for Bayesian learning of spatiotemporal dynamical mechanistic models. Such learning consists of statistical emulation of the mechanistic system that can efficiently interpolate the output of the system from arbitrary…

Methodology · Statistics 2025-07-11 Sudipto Banerjee , Xiang Chen , Ian Frankenburg , Daniel Zhou

Multi-state models are frequently applied for representing processes evolving through a discrete set of state. Important classes of multi-state models arise when transitions between states may depend on the time since entry into the current…

Methodology · Statistics 2022-02-28 Rosario Barone , Andrea Tancredi

One's ability to learn a generative model of the world without supervision depends on the extent to which one can construct abstract knowledge representations that generalize across experiences. To this end, capturing an accurate…

Machine Learning · Computer Science 2021-10-28 Zahra Sheikhbahaee , Dongshu Luo , Blake VanBerlo , S. Alex Yun , Adam Safron , Jesse Hoey

State-space models are successfully used in many areas of science, engineering and economics to model time series and dynamical systems. We present a fully Bayesian approach to inference \emph{and learning} (i.e. state estimation and system…

Machine Learning · Statistics 2013-12-18 Roger Frigola , Fredrik Lindsten , Thomas B. Schön , Carl E. Rasmussen

We consider the inverse reinforcement learning problem, that is, the problem of learning from, and then predicting or mimicking a controller based on state/action data. We propose a statistical model for such data, derived from the…

Machine Learning · Statistics 2012-11-27 Sumeetpal S. Singh , Nicolas Chopin , Nick Whiteley

B-spline-based hidden Markov models employ B-splines to specify the emission distributions, offering a more flexible modelling approach to data than conventional parametric HMMs. We introduce a Bayesian framework for inference, enabling the…

Methodology · Statistics 2023-10-03 Sida Chen , Bärbel Finkenstädt Rand

The paper presents a machine learning approach to design digital interfaces that can dynamically adapt to different users and usage strategies. The algorithm uses Bayesian statistics to model users' browsing behavior, focusing on their…

Machine Learning · Computer Science 2025-09-24 Eric Petit , Denis Chêne

We propose to model time-varying periodic and oscillatory processes by means of a hidden Markov model where the states are defined through the spectral properties of a periodic regime. The number of states is unknown along with the relevant…

Methodology · Statistics 2021-03-19 Beniamino Hadj-Amar , Bärbel Finkenstädt , Mark Fiecas , Robert Huckstepp

We propose a Bayesian hidden Markov model for analyzing time series and sequential data where a special structure of the transition probability matrix is embedded to model explicit-duration semi-Markovian dynamics. Our formulation allows…

Methodology · Statistics 2022-05-23 Beniamino Hadj-Amar , Jack Jewson , Mark Fiecas
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