Related papers: Retrospective Cost Parameter Estimation with Appli…

We present a novel deep learning method for estimating time-dependent parameters in Markov processes through discrete sampling. Departing from conventional machine learning, our approach reframes parameter approximation as an optimization…

This work proposes a systematic model reduction approach based on rank adaptive tensor recovery for partial differential equation (PDE) models with high-dimensional random parameters. Since the standard outputs of interest of these models…

Real-time acquisition of accurate machine parameters is of significance to achieving high performance in electric drives, particularly targeted for mission-critical applications. Unlike the saturation effects, the temperature variations are…

One of the major challenges in the Bayesian solution of inverse problems governed by partial differential equations (PDEs) is the computational cost of repeatedly evaluating numerical PDE models, as required by Markov chain Monte Carlo…

Partial differential equations (PDEs) are widely used for the description of physical and engineering phenomena. Some key parameters involved in PDEs, which represent certain physical properties with important scientific interpretations,…

In this paper we develop a kernel density estimation (KDE) approach to modeling and forecasting recurrent trajectories on a compact manifold. For the purposes of this paper, a trajectory is a sequence of coordinates in a phase space defined…

We present Causal Posterior Estimation (CPE), a novel method for Bayesian inference in simulator models, i.e., models where the evaluation of the likelihood function is intractable or too computationally expensive, but where one can…

Ordinary and stochastic differential equations (ODEs and SDEs) are widely used to model continuous-time processes across various scientific fields. While ODEs offer interpretability and simplicity, SDEs incorporate randomness, providing…

Bayesian inverse problems use observed data to update a prior probability distribution for an unknown state or parameter of a scientific system to a posterior distribution conditioned on the data. In many applications, the unknown parameter…

We present a method for computing reduced-order models of parameterized partial differential equation solutions. The key analytical tool is the singular value expansion of the parameterized solution, which we approximate with a singular…

An ensemble method is introduced that utilizes randomization and loss function gradients to compute a prediction. Multiple weakly-correlated estimators approximate the gradient at randomly sampled points on the error surface and are…

Generative models and those with computationally intractable likelihoods are widely used to describe complex systems in the natural sciences, social sciences, and engineering. Fitting these models to data requires likelihood-free inference…

End-to-end region-based object detectors like Sparse R-CNN usually have multiple cascade bounding box decoding stages, which refine the current predictions according to their previous results. Model parameters within each stage are…

Partial Differential Equations (PDEs) are the bedrock for modern computational sciences and engineering, and inherently computationally expensive. While PDE foundation models have shown much promise for simulating such complex…

The measured spatiotemporal response of various physical processes is utilized to infer the governing partial differential equations (PDEs). We propose SimultaNeous Basis Function Approximation and Parameter Estimation (SNAPE), a technique…

This paper presents a novel, closed-form, and data/computation efficient online anomaly detection algorithm for time-series data. The proposed method, dubbed RPE, is a window-based method and in sharp contrast to the existing window-based…

Nonparametric random coefficient (RC)-density estimation has mostly been considered in the marginal density case under strict independence of RCs and covariates. This paper deals with the estimation of RC-densities conditional on a…

In this paper, we borrow from blind noise parameter estimation (BNPE) methodology early developed in the image processing field an original and innovative no-reference approach to estimate Digital Elevation Model (DEM) vertical error…

This paper introduces a learning-based, data-driven attitude estimator, called the retrospective cost attitude estimator (RCAE), for the SO(3) attitude representation. RCAE is motivated by the multiplicative extended Kalman filter (MEKF).…

This paper proposes methods for Bayesian inference in time-varying parameter (TVP) quantile regression (QR) models featuring conditional heteroskedasticity. I use data augmentation schemes to render the model conditionally Gaussian and…