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Computer experiments are becoming increasingly important in scientific investigations. In the presence of uncertainty, analysts employ probabilistic sensitivity methods to identify the key-drivers of change in the quantities of interest.…

Methodology · Statistics 2024-07-02 Isadora Antoniano-Villalobos , Emanuele Borgonovo , Xuefei Lu

This paper introduces a novel approach to probabilistic deep learning, kernel density matrices, which provide a simpler yet effective mechanism for representing joint probability distributions of both continuous and discrete random…

Machine Learning · Computer Science 2024-05-01 Fabio A. González , Raúl Ramos-Pollán , Joseph A. Gallego-Mejia

Spectral density functions quantify how environmental modes couple to quantum systems and govern their open dynamics. Inferring such frequency-dependent functions from time-domain measurements is an ill-conditioned inverse problem. Here, we…

For three decades statistical mechanics has been providing a framework to analyse neural networks. However, the theoretically tractable models, e.g., perceptrons, random features models and kernel machines, or multi-index models and…

Machine Learning · Statistics 2025-06-02 Jean Barbier , Francesco Camilli , Minh-Toan Nguyen , Mauro Pastore , Rudy Skerk

Optimality results for two outstanding Bayesian estimation problems are given in this paper: the estimation of the sampling distribution for the squared total variation function and the estimation of the density for the $L^1$-squared loss…

Statistics Theory · Mathematics 2021-10-28 A. G. Nogales

This paper reports a novel method for supervised machine learning based on the mathematical formalism that supports quantum mechanics. The method uses projective quantum measurement as a way of building a prediction function. Specifically,…

Quantum Physics · Physics 2022-08-30 Fabio A. González , Vladimir Vargas-Calderón , Herbert Vinck-Posada

A density estimation method in a Bayesian nonparametric framework is presented when recorded data are not coming directly from the distribution of interest, but from a length biased version. From a Bayesian perspective, efforts to…

Statistics Theory · Mathematics 2015-10-23 Spyridon J. Hatjispyros , Theodoros Nicoleris , Stephen G. Walker

Neural operators are a type of deep architecture that learns to solve (i.e. learns the nonlinear solution operator of) partial differential equations (PDEs). The current state of the art for these models does not provide explicit…

Machine Learning · Computer Science 2022-08-03 Emilia Magnani , Nicholas Krämer , Runa Eschenhagen , Lorenzo Rosasco , Philipp Hennig

This work proposes a Bayesian inference method for the reduced-order modeling of time-dependent systems. Informed by the structure of the governing equations, the task of learning a reduced-order model from data is posed as a Bayesian…

Numerical Analysis · Mathematics 2023-01-18 Mengwu Guo , Shane A. McQuarrie , Karen E. Willcox

Autoencoders receive latent models of input data. It was shown in recent works that they also estimate probability density functions of the input. This fact makes using the Bayesian decision theory possible. If we obtain latent models of…

Computer Vision and Pattern Recognition · Computer Science 2018-11-07 Vasily Morzhakov

Bayesian optimization has attracted huge attention from diverse research areas in science and engineering, since it is capable of efficiently finding a global optimum of an expensive-to-evaluate black-box function. In general, a…

Machine Learning · Computer Science 2025-07-29 Jungtaek Kim

Deformable object manipulation remains a challenging task in robotics research. Conventional techniques for parameter inference and state estimation typically rely on a precise definition of the state space and its dynamics. While this is…

Robotics · Computer Science 2021-12-10 Rika Antonova , Jingyun Yang , Priya Sundaresan , Dieter Fox , Fabio Ramos , Jeannette Bohg

Kernel methods are one of the mainstays of machine learning, but the problem of kernel learning remains challenging, with only a few heuristics and very little theory. This is of particular importance in methods based on estimation of…

Machine Learning · Statistics 2016-06-03 Seth Flaxman , Dino Sejdinovic , John P. Cunningham , Sarah Filippi

We consider the problem of estimating the density of observations taking values in classical or nonclassical spaces such as manifolds and more general metric spaces. Our setting is quite general but also sufficiently rich in allowing the…

Probability · Mathematics 2019-02-12 G. Cleanthous , A. Georgiadis , G. Kerkyacharian , P. Petrushev , D. Picard

While offering a principled framework for uncertainty quantification in deep learning, the employment of Bayesian Neural Networks (BNNs) is still constrained by their increased computational requirements and the convergence difficulties…

Machine Learning · Computer Science 2025-05-26 Moule Lin , Shuhao Guan , Weipeng Jing , Goetz Botterweck , Andrea Patane

In a large class of statistical inverse problems it is necessary to suppose that the transformation that is inverted is known. Although, in many applications, it is unrealistic to make this assumption, the problem is often insoluble without…

Statistics Theory · Mathematics 2008-12-18 Aurore Delaigle , Peter Hall , Alexander Meister

We present a novel framework combining Deep Operator Networks (DeepONets) with Physics-Informed Neural Networks (PINNs) to solve partial differential equations (PDEs) and estimate their unknown parameters. By integrating data-driven…

Machine Learning · Computer Science 2025-08-05 Amogh Raj , Carol Eunice Gudumotou , Sakol Bun , Keerthana Srinivasa , Arash Sarshar

We consider an unknown multivariate function representing a system-such as a complex numerical simulator-taking both deterministic and uncertain inputs. Our objective is to estimate the set of deterministic inputs leading to outputs whose…

Machine Learning · Statistics 2024-12-09 Romain Ait Abdelmalek-Lomenech , Julien Bect , Vincent Chabridon , Emmanuel Vazquez

We derive on the basis of Bayes' theorem a simple but general expression for the retrodicted premeasurement state associated with the result of any measurement. The retrodictive density operator is the normalised probability operator…

Quantum Physics · Physics 2015-06-26 Stephen M. Barnett , David T. Pegg , John Jeffers

In this paper, we develop a kernel learning backward SDE filter method to estimate the state of a stochastic dynamical system based on its partial noisy observations. A system of forward backward stochastic differential equations is used to…

Numerical Analysis · Mathematics 2022-01-27 Richard Archibald , Feng Bao