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We introduce a Bayesian solution to the problem of inferring the density profile of strong gravitational lenses when the lens galaxy may contain multiple dark or faint substructures. The source and lens models are based on a superposition…
Vehicle trajectory prediction is crucial for advancing autonomous driving and advanced driver assistance systems (ADAS). Although deep learning-based approaches - especially those utilizing transformer-based and generative models - have…
We present a new theoretical perspective of data noising in recurrent neural network language models (Xie et al., 2017). We show that each variant of data noising is an instance of Bayesian recurrent neural networks with a particular…
In this paper, we develop a generalized Bayesian inference framework for a collection of signal-plus-noise matrix models arising in high-dimensional statistics and many applications. The framework is built upon an asymptotically unbiased…
This paper addresses the Bayesian calibration of dynamic models with parametric and structural uncertainties, in particular where the uncertain parameters are unknown/poorly known spatio-temporally varying subsystem models. Independent…
One of the well-known challenges in optimal experimental design is how to efficiently estimate the nested integrations of the expected information gain. The Gaussian approximation and associated importance sampling have been shown to be…
In this work, we study the problem of learning the volatility under market microstructure noise. Specifically, we consider noisy discrete time observations from a stochastic differential equation and develop a novel computational method to…
Nested error regression models are useful tools for analysis of grouped data, especially in the case of small area estimation. This paper suggests a nested error regression model using uncertain random effects in which the random effect in…
We consider the problem of testing the parametric form of the volatility for high frequency data. It is demonstrated that in the presence of microstructure noise commonly used tests do not keep the preassigned level and are inconsistent.…
This paper presents research findings on handling faulty measurements (i.e., outliers) of global navigation satellite systems (GNSS) for vehicle localization under adverse signal conditions in field applications, where raw GNSS data are…
We focus on improving the accuracy of an approximate model of a multiscale dynamical system that uses a set of parameter-dependent terms to account for the effects of unresolved or neglected dynamics on resolved scales. We start by…
A key factor in ensuring the accuracy of computer simulations that model physical systems is the proper calibration of their parameters based on real-world observations or experimental data. Inevitably, uncertainties arise, and Bayesian…
Deep learning methods for unsupervised registration often rely on objectives that assume a uniform noise level across the spatial domain (e.g. mean-squared error loss), but noise distributions are often heteroscedastic and input-dependent…
Modelling noise in gravitational-wave observatories is crucial for accurately inferring the properties of gravitational-wave sources. We introduce a transdimensional Bayesian approach to characterise the noise in ground-based…
In engineering, accurately modeling nonlinear dynamic systems from data contaminated by noise is both essential and complex. Established Sequential Monte Carlo (SMC) methods, used for the Bayesian identification of these systems, facilitate…
While the Graybox characterization method allows for implicit noise models and is platform-agnostic, the method lacks uncertainty quantification. Characterization of quantum devices is a crucial process that enables researchers to gain…
Various noise models have been developed in quantum computing study to describe the propagation and effect of the noise which is caused by imperfect implementation of hardware. Identifying parameters such as gate and readout error rates are…
We have developed a Bayesian optimization (BO) workflow that integrates intra-step noise optimization into automated experimental cycles. Traditional BO approaches in automated experiments focus on optimizing experimental trajectories but…
Design optimisation offers the potential to develop lightweight aircraft structures with reduced environmental impact. Due to the high number of design variables and constraints, these challenges are typically addressed using gradient-based…
Bayesian neural networks (BNNs) have recently regained a significant amount of attention in the deep learning community due to the development of scalable approximate Bayesian inference techniques. There are several advantages of using…