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The last decade has seen an explosion in data sources available for the monitoring and prediction of environmental phenomena. While several inferential methods have been developed that make predictions on the underlying process by combining…

Methodology · Statistics 2023-03-06 Eun-Hye Yoo , Andrew Zammit-Mangion , Michael G. Chipeta

Gaussian processes (GPs) are widely used in nonparametric regression, classification and spatio-temporal modeling, motivated in part by a rich literature on theoretical properties. However, a well known drawback of GPs that limits their use…

Methodology · Statistics 2011-06-29 Anjishnu Banerjee , David Dunson , Surya Tokdar

Bayesian experimental design involves the optimal allocation of resources in an experiment, with the aim of optimising cost and performance. For implicit models, where the likelihood is intractable but sampling from the model is possible,…

Machine Learning · Statistics 2019-02-26 Steven Kleinegesse , Michael Gutmann

Bayesian optimal experimental design (BOED) is a methodology to identify experiments that are expected to yield informative data. Recent work in cognitive science considered BOED for computational models of human behavior with tractable and…

Machine Learning · Computer Science 2021-11-01 Simon Valentin , Steven Kleinegesse , Neil R. Bramley , Michael U. Gutmann , Christopher G. Lucas

Robots such as autonomous underwater vehicles (AUVs) and autonomous surface vehicles (ASVs) have been used for sensing and monitoring aquatic environments such as oceans and lakes. Environmental sampling is a challenging task because the…

Robotics · Computer Science 2018-03-29 Kai-Chieh Ma , Lantao Liu , Hordur K. Heidarsson , Gaurav S. Sukhatme

We consider optimal sensor placement for a family of linear Bayesian inverse problems characterized by a deterministic hyper-parameter. The hyper-parameter describes distinct configurations in which measurements can be taken of the observed…

Numerical Analysis · Mathematics 2023-01-31 Nicole Aretz , Peng Chen , Denise Degen , Karen Veroy

This paper considers some designs for sampling and interventions in dynamic networks and spatial temporal settings. The sample spreads through the population largely by tracing network links, although random sampling or spatial designs may…

Methodology · Statistics 2013-06-05 Steven K. Thompson

This paper presents a Bayesian optimization method with exponential convergence without the need of auxiliary optimization and without the delta-cover sampling. Most Bayesian optimization methods require auxiliary optimization: an…

Machine Learning · Statistics 2016-04-06 Kenji Kawaguchi , Leslie Pack Kaelbling , Tomás Lozano-Pérez

Matrix completion and robust principal component analysis have been widely used for the recovery of data suffering from missing entries or outliers. In many real-world applications however, the data is also time-varying, and the naive…

Signal Processing · Electrical Eng. & Systems 2019-06-25 Charul , Uttkarsha Bhatt , Pravesh Biyani , Ketan Rajawat

We develop a spatio-temporal model to forecast sensor output at five locations in North East England. The signal is described using coupled dynamic linear models, with spatial effects specified by a Gaussian process. Data streams are…

Applications · Statistics 2018-06-15 Yingying Lai , Andrew Golightly , Richard Boys

We consider a simulation optimization problem for a context-dependent decision-making, which aims to determine the top-m designs for all contexts. Under a Bayesian framework, we formulate the optimal dynamic sampling decision as a…

Machine Learning · Statistics 2023-06-12 Gongbo Zhang , Sihua Chen , Kuihua Huang , Yijie Peng

Uncertainty in state or model parameters is common in robotics and typically handled by acquiring system measurements that yield information about the uncertain quantities of interest. Inputs to a nonlinear dynamical system yield outcomes…

Robotics · Computer Science 2023-08-04 Parker Ewen , Gitesh Gunjal , Joey Wilson , Jinsun Liu , Challen Enninful Adu , Ram Vasudevan

A multivariate distribution can be described by a triangular transport map from the target distribution to a simple reference distribution. We propose Bayesian nonparametric inference on the transport map by modeling its components using…

Methodology · Statistics 2023-01-18 Matthias Katzfuss , Florian Schäfer

Bayesian model selection provides the cosmologist with an exacting tool to distinguish between competing models based purely on the data, via the Bayesian evidence. Previous methods to calculate this quantity either lacked general…

Astrophysics · Physics 2008-11-26 J. R. Shaw , M. Bridges , M. P. Hobson

Optimal design of experiments for Bayesian inverse problems has recently gained wide popularity and attracted much attention, especially in the computational science and Bayesian inversion communities. An optimal design maximizes a…

Optimization and Control · Mathematics 2023-05-09 Ahmed Attia , Sven Leyffer , Todd Munson

Discrete choice experiments (DCEs) investigate the attributes that influence individuals' choices when selecting among various options. To enhance the quality of the estimated choice models, researchers opt for Bayesian optimal designs that…

Methodology · Statistics 2025-04-01 Yicheng Mao , Roselinde Kessels , Tom van der Zanden

We propose a method for variable selection in the intensity function of spatial point processes that combines sparsity-promoting estimation with noise-robust model selection. As high-resolution spatial data becomes increasingly available…

Methodology · Statistics 2025-10-30 Dominik Sturm , Ivo F. Sbalzarini

This study concerns the formulation and application of Bayesian optimal experimental design to symbolic discovery, which is the inference from observational data of predictive models taking general functional forms. We apply constrained…

Machine Learning · Computer Science 2022-11-30 Kenneth L. Clarkson , Cristina Cornelio , Sanjeeb Dash , Joao Goncalves , Lior Horesh , Nimrod Megiddo

We address the problem of Bayesian reinforcement learning using efficient model-based online planning. We propose an optimism-free Bayes-adaptive algorithm to induce deeper and sparser exploration with a theoretical bound on its performance…

Machine Learning · Computer Science 2020-06-30 Divya Grover , Debabrota Basu , Christos Dimitrakakis

The problem of constructing a dataset for MLIP development which gives the maximum quality in the minimum amount of compute time is complex, and can be approached in a number of ways. We introduce a ``Bayesian selection" approach for…

Materials Science · Physics 2025-06-23 Thomas Rocke , James Kermode
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