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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…

Machine Learning · Statistics 2026-01-30 Sara Pérez-Vieites , Sahel Iqbal , Simo Särkkä , Dominik Baumann

Bayesian experimental design (BED) offers a principled framework for optimizing data acquisition by leveraging probabilistic inference. However, practical implementations of BED are often compromised by model discrepancy, i.e., the mismatch…

Machine Learning · Computer Science 2025-11-25 Huchen Yang , Xinghao Dong , Jin-Long Wu

We address the problem of observation noise misspecification in Bayesian filtering of dynamical systems via recent advances in generalised Bayesian inference. Mis-match in tail decay between the true data generating process and an assumed…

Statistics Theory · Mathematics 2026-05-27 Hans Reimann , Sebastian Reich

The use of time series for sequential online prediction (SOP) has long been a research topic, but achieving robust and computationally efficient SOP with non-stationary time series remains a challenge. This paper reviews a framework, called…

Methodology · Statistics 2023-04-24 Bin Liu

Structural identification and damage detection can be generalized as the simultaneous estimation of input forces, physical parameters, and dynamical states. Although Kalman-type filters are efficient tools to address this problem, the…

Applications · Statistics 2022-10-04 Daniz Teymouri , Omid Sedehi , Lambros S. Katafygiotis , Costas Papadimitriou

Ensembles of neural networks (NNs) have long been used to estimate predictive uncertainty; a small number of NNs are trained from different initialisations and sometimes on differing versions of the dataset. The variance of the ensemble's…

Machine Learning · Computer Science 2018-11-30 Tim Pearce , Mohamed Zaki , Andy Neely

A brain--machine interface (BMI) based on motor imagery (MI) enables the control of devices using brain signals while the subject imagines performing a movement. It plays a vital role in prosthesis control and motor rehabilitation. To…

Signal Processing · Electrical Eng. & Systems 2024-09-20 Xiaying Wang , Michael Hersche , Michele Magno , Luca Benini

Ensembling a neural network is a widely recognized approach to enhance model performance, estimate uncertainty, and improve robustness in deep supervised learning. However, deep ensembles often come with high computational costs and memory…

We consider the solution of inverse problems in dynamic contrast-enhanced imaging by means of Ensemble Kalman Filters. Our quantity of interest is blood perfusion, i.e. blood flow rates in tissue. While existing approaches to compute blood…

Numerical Analysis · Mathematics 2018-10-23 Peter Zaspel

Combinatorial explosion problem caused by dual inputs presents a critical challenge in Deformable Medical Image Registration (DMIR). Since DMIR processes two images simultaneously as input, the combination relationships between features has…

Computer Vision and Pattern Recognition · Computer Science 2025-12-23 Shaochen Bi , Yuting He , Weiming Wang , Hao Chen

Effective connectivity analysis provides an understanding of the functional organization of the brain by studying how activated regions influence one other. We propose a nonparametric Bayesian approach to model effective connectivity…

Applications · Statistics 2011-07-22 Sourabh Bhattacharya , Ranjan Maitra

We describe different Bayesian ensemble refinement methods, examine their interrelation, and discuss their practical application. With ensemble refinement, the properties of dynamic and partially disordered (bio)molecular structures can be…

Data Analysis, Statistics and Probability · Physics 2016-01-20 Gerhard Hummer , Jürgen Köfinger

Motivation: Several different threads of research have been proposed for modeling and mining temporal data. On the one hand, approaches such as dynamic Bayesian networks (DBNs) provide a formal probabilistic basis to model relationships…

Machine Learning · Computer Science 2009-04-15 Debprakash Patnaik , Srivatsan Laxman , Naren Ramakrishnan

Ensemble methods are commonly used in classification due to their remarkable performance. Achieving high accuracy in a data stream environment is a challenging task considering disruptive changes in the data distribution, also known as…

Machine Learning · Computer Science 2023-09-07 Soheil Abadifard , Sepehr Bakhshi , Sanaz Gheibuni , Fazli Can

Mutual Information (MI) is a crucial measure for capturing dependencies between variables, but exact computation is challenging in high dimensions with intractable likelihoods, impacting accuracy and robustness. One idea is to use an…

Machine Learning · Statistics 2025-03-13 Forough Fazeliasl , Michael Minyi Zhang , Bei Jiang , Linglong Kong

Among the main features of biological intelligence are energy efficiency, capacity for continual adaptation, and risk management via uncertainty quantification. Neuromorphic engineering has been thus far mostly driven by the goal of…

Neural and Evolutionary Computing · Computer Science 2022-11-02 Nicolas Skatchkovsky , Hyeryung Jang , Osvaldo Simeone

Modern machine learning models (such as deep neural networks and boosting decision tree models) have become increasingly popular in financial market prediction, due to their superior capacity to extract complex non-linear patterns. However,…

Machine Learning · Computer Science 2021-02-02 Chuheng Zhang , Yuanqi Li , Xi Chen , Yifei Jin , Pingzhong Tang , Jian Li

We revisit the classical problem of Bayesian ensembles and address the challenge of learning optimal combinations of Bayesian models in an online, continual learning setting. To this end, we reinterpret existing approaches such as Bayesian…

Machine Learning · Computer Science 2026-01-26 Daniel Waxman , Fernando Llorente , Petar M. Djurić

Safety filters in control systems correct nominal controls that violate safety constraints. Designing such filters as functions of visual observations in uncertain and complex environments is challenging. Several deep learning-based…

Machine Learning · Computer Science 2024-12-04 Ihab Tabbara , Hussein Sibai

Real-time nonlinear Bayesian filtering algorithms are overwhelmed by data volume, velocity and increasing complexity of computational models. In this paper, we propose a novel ensemble based nonlinear Bayesian filtering approach which only…

Computation · Statistics 2019-06-05 Xiao Lin , Gabriel Terejanu