Related papers: Bayesian Mechanics for Stationary Processes
This paper introduces a novel approach to quantifying ecological resilience in biological systems, particularly focusing on noisy systems responding to episodic disturbances with sudden adaptations. Incorporating concepts from…
In this work the issue of Bayesian inference for stationary data is addressed. Therefor a parametrization of a statistically suitable subspace of the the shift-ergodic probability measures on a Cartesian product of some finite state space…
We address the problem of learning graphical models which correspond to high dimensional autoregressive stationary stochastic processes. A graphical model describes the conditional dependence relations among the components of a stochastic…
We present a scalable approach to performing approximate fully Bayesian inference in generic state space models. The proposed method is an alternative to particle MCMC that provides fully Bayesian inference of both the dynamic latent states…
In medical research, understanding changes in outcome measurements is crucial for inferring shifts in health conditions. However, traditional methods often struggle with large, irregularly longitudinal data and fail to account for the…
The aim of this paper is to leverage the free-energy principle and its corollary process theory, active inference, to develop a generic, generalizable model of the representational capacities of living creatures; that is, a theory of…
This article is devoted to a prediction of gait kinematics based on the Markov chains in the delay space. We use hypercubic grid in the delay space of angles in the sagittal plane in the knee and hip joints to construct Markov states. Our…
We investigate active learning in Gaussian Process state-space models (GPSSM). Our problem is to actively steer the system through latent states by determining its inputs such that the underlying dynamics can be optimally learned by a…
While adaptive experimental design has outgrown one-dimensional, staircase-based adaptations, most cognitive experiments still control a single factor and summarize performance with a scalar. We show a validation of a Bayesian, two-axis,…
Stochastic kinetic models are often used to describe complex biological processes. Typically these models are analytically intractable and have unknown parameters which need to be estimated from observed data. Ideally we would have…
We propose the Bayesian adaptive Lasso (BaLasso) for variable selection and coefficient estimation in linear regression. The BaLasso is adaptive to the signal level by adopting different shrinkage for different coefficients. Furthermore, we…
Stacking is a widely used model averaging technique that asymptotically yields optimal predictions among linear averages. We show that stacking is most effective when model predictive performance is heterogeneous in inputs, and we can…
In networks of dynamic systems, one challenge is to identify the interconnection structure on the basis of measured signals. Inspired by a Bayesian approach in [1], in this paper, we explore a Bayesian model selection method for identifying…
In the reinforcement learning literature, there are many algorithms developed for either Contextual Bandit (CB) or Markov Decision Processes (MDP) environments. However, when deploying reinforcement learning algorithms in the real world,…
Bayesian optimization is a methodology to optimize black-box functions. Traditionally, it focuses on the setting where you can arbitrarily query the search space. However, many real-life problems do not offer this flexibility; in…
Bayesian experimental design (BED) provides a principled framework for optimizing data collection by choosing experiments that are maximally informative about unknown parameters. However, existing methods cannot deal with the joint…
Recent characterisations of self-organising systems depend upon the presence of a Markov blanket: a statistical boundary that mediates the interactions between what is inside of and outside of a system. We leverage this idea to provide an…
State space models are well-known for their versatility in modeling dynamic systems that arise in various scientific disciplines. Although parametric state space models are well studied, nonparametric approaches are much less explored in…
We propose a Bayesian inference approach for a class of latent Markov models. These models are widely used for the analysis of longitudinal categorical data, when the interest is in studying the evolution of an individual unobservable…
As control engineering methods are applied to increasingly complex systems, data-driven approaches for system identification appear as a promising alternative to physics-based modeling. While the Bayesian approaches prevalent for…