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Optimal portfolio allocation is often formulated as a constrained risk problem, where one aims to minimize a risk measure subject to some performance constraints. This paper presents new Bayesian Optimization algorithms for such constrained…

Portfolio Management · Quantitative Finance 2025-03-25 Robert Millar , Jinglai Li

Extracting polarimetric information from very long baseline interferometry (VLBI) data is demanding but vital for understanding the synchrotron radiation process and the magnetic fields of celestial objects, such as active galactic nuclei…

Instrumentation and Methods for Astrophysics · Physics 2025-11-21 Jong-Seo Kim , Jakob Roth , Jongho Park , Jack D. Livingston , Philipp Arras , Torsten A. Enßlin , Michael Janssen , J. Anton Zensus , Andrei P. Lobanov

In this paper, we aim to design and analyze distributed Bayesian estimation algorithms for sensor networks. The challenges we address are to (i) derive a distributed provably-correct algorithm in the functional space of probability…

Machine Learning · Computer Science 2025-03-25 Parth Paritosh , Nikolay Atanasov , Sonia Martinez

Adopting a joint approach towards state estimation and integrity monitoring results in unbiased integrity monitoring unlike traditional approaches. So far, a joint approach was used in Particle RAIM [l] for GNSS measurements only. In our…

Robotics · Computer Science 2021-01-18 Adyasha Mohanty , Shubh Gupta , Grace Xingxin Gao

In this paper, we present an algorithm for the sparse signal recovery problem that incorporates damped Gaussian generalized approximate message passing (GGAMP) into Expectation-Maximization (EM)-based sparse Bayesian learning (SBL). In…

Machine Learning · Computer Science 2018-02-14 Maher Al-Shoukairi , Philip Schniter , Bhaskar D. Rao

The increasing integration of intermittent renewable generation, especially at the distribution level,necessitates advanced planning and optimisation methodologies contingent on the knowledge of thegrid, specifically the admittance matrix…

Systems and Control · Electrical Eng. & Systems 2021-12-21 Jean-Sébastien Brouillon , Emanuele Fabbiani , Pulkit Nahata , Keith Moffat , Florian Dörfler , Giancarlo Ferrari-Trecate

We evaluate the robustness of a probabilistic formulation of system identification (ID) to sparse, noisy, and indirect data. Specifically, we compare estimators of future system behavior derived from the Bayesian posterior of a learning…

Machine Learning · Statistics 2023-01-02 Nicholas Galioto , Alex Gorodetsky

Bayesian optimization techniques have been successfully applied to robotics, planning, sensor placement, recommendation, advertising, intelligent user interfaces and automatic algorithm configuration. Despite these successes, the approach…

Machine Learning · Statistics 2016-01-12 Ziyu Wang , Frank Hutter , Masrour Zoghi , David Matheson , Nando de Freitas

The design of informatively rich input signals is essential for accurate system identification, yet classical Fisher-information-based methods are inherently local and often inadequate in the presence of significant model uncertainty and…

Statistics Theory · Mathematics 2025-12-15 Piotr Bania , Anna Wójcik

We present a novel Bayesian model and a corresponding robust, probabilistic calibration procedure for the CORSAIR polarimeter that can be applied to other polarimeters. Our calibration procedure combines existing Mueller matrix…

Solar and Stellar Astrophysics · Physics 2026-05-28 Alan Hsu , Jenna Samra , Steven Tomczyk , Maxim Kramar

Bayesian optimization has shown to be a fundamental global optimization algorithm in many applications: ranging from automatic machine learning, robotics, reinforcement learning, experimental design, simulations, etc. The most popular and…

Machine Learning · Computer Science 2015-06-09 Ruben Martinez-Cantin

In this paper, we present a signaling design for secure integrated sensing and communication (ISAC) systems comprising a dual-functional multi-input multi-output (MIMO) base station (BS) that simultaneously communicates with multiple users…

Information Theory · Computer Science 2024-01-31 Nanchi Su , Fan Liu , Christos Masouros , George C. Alexandropoulos , Yifeng Xiong , Qinyu Zhang

This paper proposes a new detection algorithm for MIMO communication systems employing high order QAM constellations. The factor graph that corresponds to this problem is very loopy; in fact, it is a complete graph. Hence, a straightforward…

Information Theory · Computer Science 2010-02-01 Jacobb Goldberger , Amir Leshem

Inferring the posterior distribution in SLAM is critical for evaluating the uncertainty in localization and mapping, as well as supporting subsequent planning tasks aiming to reduce uncertainty for safe navigation. However, real-time full…

Robotics · Computer Science 2023-08-11 Qiangqiang Huang , John J. Leonard

In this paper, Bayesian optimisation is used to simultaneously search the optimal values of the shape parameter and the radius in radial basis function partition of unity interpolation problem. It is a probabilistic iterative approach that…

Numerical Analysis · Mathematics 2023-11-08 Roberto Cavoretto , Alessandra De Rossi , Sandro Lancellotti , Federico Romaniello

We introduce a Bayesian carrier phase recovery (CPR) algorithm which is robust against low signal-to-noise ratio scenarios. It is therefore effective for phase recovery for probabilistic amplitude shaping (PAS). Results validate that the…

Signal Processing · Electrical Eng. & Systems 2023-09-11 Mohammad Taha Askari , Lutz Lampe

This paper investigates the multiuser tracking and signal detection problem in integrated sensing and communication (ISAC) systems with the assistance of reconfigurable intelligent surfaces (RISs). Due to the diverse and high user mobility,…

Signal Processing · Electrical Eng. & Systems 2025-09-18 Weifeng Zhu , Junyuan Gao , Shuowen Zhang , Liang Liu

Introduction. Reservoir computing is a growing paradigm for simplified training of recurrent neural networks, with a high potential for hardware implementations. Numerous experiments in optics and electronics yield comparable performance to…

Neural and Evolutionary Computing · Computer Science 2020-04-07 Piotr Antonik , Nicolas Marsal , Daniel Brunner , Damien Rontani

Many countries are currently gearing up to use smart-phone apps to perform contact tracing as part of the effort to manage the COVID-19 pandemic and prevent resurgences of the disease after the initial outbreak. With the announcement of the…

Computers and Society · Computer Science 2020-05-12 Daniel Tang

Channel knowledge map (CKM) is a promising technology to enable environment-aware wireless communications and sensing. Link state map (LSM) is one particular type of CKM that aims to learn the location-specific line-of-sight (LoS) link…

Information Theory · Computer Science 2024-09-04 Yuhang Yang , Xiaoli Xu , Yong Zeng , Haijian Sun , Rose Qingyang Hu