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A new methodology for model determination in decomposable graphical Gaussian models is developed. The Bayesian paradigm is used and, for each given graph, a hyper inverse Wishart prior distribution on the covariance matrix is considered.…

Computation · Statistics 2015-03-13 Sophie Donnet , Jean-Michel Marin

Traffic speed is a key indicator for the efficiency of an urban transportation system. Accurate modeling of the spatiotemporally varying traffic speed thus plays a crucial role in urban planning and development. This paper addresses the…

Artificial Intelligence · Computer Science 2017-08-29 Truc Viet Le , Richard J. Oentaryo , Siyuan Liu , Hoong Chuin Lau

Gaussian Process (GP) models provide a flexible framework for prediction and uncertainty quantification. For most covariance functions, however, exact GP prediction with $n$ points scales as $\mathcal{O}(n^3)$, making it prohibitively…

Computation · Statistics 2026-05-29 Samanyu Arora , Christopher J. Geoga

Estimating consistent parameters of a structured state-space representation requires a reliable initialization when the vector of parameters is computed by using a gradient-based algorithm. In the eponymous companion paper accepted for…

Systems and Control · Computer Science 2014-06-04 Guillaume Mercère , José Ramos , Olivier Prot

This article devises a new numerical method for first-order transport problems by using the primal-dual weak Galerkin (PD-WG) finite element method recently developed in scientific computing. The PD-WG method is based on a variational…

Numerical Analysis · Mathematics 2020-07-15 Chunmei Wang , Junping Wang

The generalized Chaplygin gas model (GCGM) contains 5 free parameters, here, they are constrained through the type Ia supernovae data, i.e., the ``gold sample'' of 157 supernovae data. Negative and large positive values for $\alpha$ are…

Astrophysics · Physics 2009-12-30 R. Colistete , J. C. Fabris

Gaussian process regression is a well-established Bayesian machine learning method. We propose a new approach to Gaussian process regression using quantum kernels based on parameterized quantum circuits. By employing a hardware-efficient…

Quantum Physics · Physics 2024-02-06 Frederic Rapp , Marco Roth

We address the problem of automatically finding the parameters of a statistical machine translation system that maximize BLEU scores while ensuring that decoding speed exceeds a minimum value. We propose the use of Bayesian Optimization to…

Computation and Language · Computer Science 2016-04-19 Daniel Beck , Adrià de Gispert , Gonzalo Iglesias , Aurelien Waite , Bill Byrne

Gaussian processes (GPs) are a popular model for spatially referenced data and allow descriptive statements, predictions at new locations, and simulation of new fields. Often a few parameters are sufficient to parameterize the covariance…

Machine Learning · Statistics 2021-01-01 Florian Gerber , Douglas W. Nychka

Choosing appropriate hyperparameters plays a crucial role in the success of neural networks as hyper-parameters directly control the behavior and performance of the training algorithms. To obtain efficient tuning, Bayesian optimization…

Machine Learning · Statistics 2024-02-08 Jiazhao Zhang , Ying Hung , Chung-Ching Lin , Zicheng Liu

Modern large-scale statistical models require to estimate thousands to millions of parameters. This is often accomplished by iterative algorithms such as gradient descent, projected gradient descent or their accelerated versions. What are…

Machine Learning · Statistics 2020-03-04 Michael Celentano , Andrea Montanari , Yuchen Wu

Univariate and multivariate general linear regression models, subject to linear inequality constraints, arise in many scientific applications. The linear inequality restrictions on model parameters are often available from phenomenological…

Methodology · Statistics 2021-12-07 Solmaz Seifollahi , Kaniav Kamary , Hossein Bevrani

We consider an unsupervised bilevel optimization strategy for learning regularization parameters in the context of imaging inverse problems in the presence of additive white Gaussian noise. Compared to supervised and semi-supervised metrics…

Optimization and Control · Mathematics 2024-03-13 Carlo Santambrogio , Monica Pragliola , Alessandro Lanza , Marco Donatelli , Luca Calatroni

Once a gravitational wave signal is detected, the measurement of its source parameters is important to achieve various scientific goals. This is done through Bayesian inference, where the analysis cost increases with the model complexity…

General Relativity and Quantum Cosmology · Physics 2023-08-29 Harsh Narola , Justin Janquart , Quirijn Meijer , K. Haris , Chris Van Den Broeck

This article discusses prior distributions for the parameters of Gaussian processes (GPs) that are widely used as surrogate models to emulate expensive computer simulations. The parameters typically involve mean parameters, a variance…

Methodology · Statistics 2025-03-18 Mengyang Gu , Victor De Oliveira

We consider a class of colored graphical Gaussian models obtained by placing symmetry constraints on the precision matrix in a Bayesian framework. The prior distribution on the precision matrix is the colored $G$-Wishart prior which is the…

Methodology · Statistics 2020-04-03 Qiong Li , Xin Gao , Helene Massam

The study of wave packet is of great significance in quantum mechanics, optics and fluid mechanics. However, in order to solve the strict evolution behavior of wave packet, it is necessary not only to determine the parameters of various…

Computational Physics · Physics 2021-04-13 Jiayu Ni , Linfeng Ye , Dehong Gao , Xiangdong Feng

We investigate the choice of tuning parameters for a Bayesian multi-level group lasso model developed for the joint analysis of neuroimaging and genetic data. The regression model we consider relates multivariate phenotypes consisting of…

Machine Learning · Statistics 2016-03-29 Farouk S. Nathoo , Keelin Greenlaw , Mary Lesperance

First-order methods such as stochastic gradient descent (SGD) are currently the standard algorithm for training deep neural networks. Second-order methods, despite their better convergence rate, are rarely used in practice due to the…

Machine Learning · Computer Science 2019-09-26 Tianle Cai , Ruiqi Gao , Jikai Hou , Siyu Chen , Dong Wang , Di He , Zhihua Zhang , Liwei Wang

This work presents a methodology to estimate tire parameters and their uncertainty using a Bayesian optimization approach. The literature mainly considers the estimation of tire parameters but lacks an evaluation of the parameter…

Robotics · Computer Science 2025-04-30 Sven Goblirsch , Benedikt Ruhland , Johannes Betz , Markus Lienkamp