Related papers: Unsupervised Sampling Promoting for Stochastic Hum…

In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex…

In this paper, we propose improved estimation method for logistic regression based on subsamples taken according the optimal subsampling probabilities developed in Wang et al. 2018 Both asymptotic results and numerical results show that the…

The ability to forecast a set of likely yet diverse possible future behaviors of an agent (e.g., future trajectories of a pedestrian) is essential for safety-critical perception systems (e.g., autonomous vehicles). In particular, a set of…

Over the last few years, sampling-based stochastic optimal control (SOC) frameworks have shown impressive performances in reinforcement learning (RL) with applications in robotics. However, such approaches require a large amount of samples…

Estimation and prediction in high dimensional multivariate factor stochastic volatility models is an important and active research area because such models allow a parsimonious representation of multivariate stochastic volatility. Bayesian…

Random sampling is an essential tool in the processing and transmission of data. It is used to summarize data too large to store or manipulate and meet resource constraints on bandwidth or battery power. Estimators that are applied to the…

We present a new method for multi-modal, long-term vehicle trajectory prediction. Our approach relies on using lane centerlines captured in rich maps of the environment to generate a set of proposed goal paths for each vehicle. Using these…

We propose a model predictive control approach for autonomous vehicles that exploits learned Gaussian processes for predicting human driving behavior. The proposed approach employs the uncertainty about the GP's prediction to achieve…

Posterior sampling is a task of central importance in Bayesian inference. For many applications in Bayesian meta-analysis and Bayesian transfer learning, the prior distribution is unknown and needs to be estimated from samples. In practice,…

This paper considers optimal control of dynamical systems which are represented by nonlinear stochastic differential equations. It is well-known that the optimal control policy for this problem can be obtained as a function of a value…

We investigate Bayesian predictive inference for finite population quantities when there are unequal probabilities of selection. Only limited information about the sample design is available; i.e., only the first-order selection…

We present a modular approach to reinforcement learning that uses a Bayesian representation of the uncertainty over models. The approach, BOSS (Best of Sampled Set), drives exploration by sampling multiple models from the posterior and…

A Bayesian nonparametric method for unimodal densities on the real line is provided by considering a class of species sampling mixture models containing random densities that are unimodal and not necessarily symmetric. This class of…

Non-probability sampling, for example in the form of online panels, has become a fast and cheap method to collect data. While reliable inference tools are available for classical probability samples, non-probability samples can yield…

Bayesian optimization (BO) is a popular methodology to tune the hyperparameters of expensive black-box functions. Traditionally, BO focuses on a single task at a time and is not designed to leverage information from related functions, such…

Bayesian inference allows machine learning models to express uncertainty. Current machine learning models use only a single learnable parameter combination when making predictions, and as a result are highly overconfident when their…

Bayesian optimization (BO) is a sample efficient approach to automatically tune the hyperparameters of machine learning models. In practice, one frequently has to solve similar hyperparameter tuning problems sequentially. For example, one…

In this article, an overview of Bayesian methods for sequential simulation from posterior distributions of nonlinear and non-Gaussian dynamic systems is presented. The focus is mainly laid on sequential Monte Carlo methods, which are based…

Stochastic simulators are increasingly used to expand the frontier of scientific knowledge and inform decision-making across real-world contexts. Simulator calibration, a process by which internal model inputs are tuned to match some…

Rare event sampling algorithms are essential for understanding processes that occur infrequently on the molecular scale, yet they are important for the long-time dynamics of complex molecular systems. One of these algorithms, transition…