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This article revisits the fundamental problem of parameter selection for Gaussian process interpolation. By choosing the mean and the covariance functions of a Gaussian process within parametric families, the user obtains a family of…

Methodology · Statistics 2023-08-09 Sébastien Petit , Julien Bect , Paul Feliot , Emmanuel Vazquez

The design of reliable indicators to anticipate critical transitions in complex systems is an im portant task in order to detect a coming sudden regime shift and to take action in order to either prevent it or mitigate its consequences. We…

Data Analysis, Statistics and Probability · Physics 2022-12-14 Martin Heßler , Oliver Kamps

Autonomous robots used in infrastructure inspection, space exploration and other critical missions operate in highly dynamic environments. As such, they must continually verify their ability to complete the tasks associated with these…

Robotics · Computer Science 2023-12-13 Xingyu Zhao , Simos Gerasimou , Radu Calinescu , Calum Imrie , Valentin Robu , David Flynn

We propose a Bayesian test of normality for univariate or multivariate data against alternative nonparametric models characterized by Dirichlet process mixture distributions. The alternative models are based on the principles of embedding…

Statistics Theory · Mathematics 2023-04-12 Surya T. Tokdar , Ryan Martin

Clustering is a crucial task in various domains of knowledge, including medicine, epidemiology, genomics, environmental science, economics, and visual sciences, among others. Methodologies for inferring the number of clusters have often…

Methodology · Statistics 2025-05-26 Clara Grazian

Active policy search combines the trial-and-error methodology from policy search with Bayesian optimization to actively find the optimal policy. First, policy search is a type of reinforcement learning which has become very popular for…

Robotics · Computer Science 2024-02-13 Ruben Martinez-Cantin

Gaussian process regression is a well-established Bayesian machine learning method. We propose a new approach to Gaussian process regression using quantum kernels based on parameterized quantum circuits. By employing a hardware-efficient…

Quantum Physics · Physics 2024-02-06 Frederic Rapp , Marco Roth

Bayesian methods which utilize Bayes' theorem to update the knowledge of desired parameters after each measurement, are used in a wide range of quantum science. For various applications in quantum science, efficiently and accurately…

Quantum Physics · Physics 2021-07-02 Chengyin Han , Jiahao Huang , Xunda Jiang , Ruihuan Fang , Yuxiang Qiu , Bo Lu , Chaohong Lee

The Bayes factor is the gold-standard figure of merit for comparing fits of models to data, for hypothesis selection and parameter estimation. However it is little used because it is computationally very intensive. Here it is shown how…

Data Analysis, Statistics and Probability · Physics 2020-07-21 David J. Dunstan , Joel Crowne , Alan J. Drew

Cointegration is an important topic for time-series, and describes a relationship between two series in which a linear combination is stationary. Classically, the test for cointegration is based on a two stage process in which first the…

Computational Engineering, Finance, and Science · Computer Science 2012-07-03 Chris Bracegirdle , David Barber

Which neural networks are similar is a fundamental question for both machine learning and neuroscience. Here, it is proposed to base comparisons on the predictive distributions of linear readouts from intermediate representations. In…

Machine Learning · Computer Science 2025-05-27 Heiko H. Schütt

A specific implementation of Bayesian model averaging has recently been suggested as a method for the calibration of ensemble temperature forecasts. We point out the similarities between this new approach and an earlier method known as…

Atmospheric and Oceanic Physics · Physics 2007-05-23 Stephen Jewson

A common approach to learn robotic skills is to imitate a demonstrated policy. Due to the compounding of small errors and perturbations, this approach may let the robot leave the states in which the demonstrations were provided. This…

Robotics · Computer Science 2019-08-08 Emmanuel Pignat , Sylvain Calinon

Spatial prediction is commonly achieved under the assumption of a Gaussian random field (GRF) by obtaining maximum likelihood estimates of parameters, and then using the kriging equations to arrive at predicted values. For massive datasets,…

Methodology · Statistics 2021-07-20 Karl T. Pazdernik , Ranjan Maitra

Purpose: Tracer-kinetic models can be used for the quantitative assessment of contrast-enhanced MRI data. However, the model-fitting can produce unreliable results due to the limited data acquired and the high noise levels. Such problems…

Image and Video Processing · Electrical Eng. & Systems 2019-11-25 Cian M. Scannell , Amedeo Chiribiri , Adriana D. M. Villa , Marcel Breeuwer , Jack Lee

In Bayesian inference, an unknown measurement uncertainty is often quantified in terms of a Gamma distributed precision parameter, which is impractical when prior information on the standard deviation of the measurement uncertainty shall be…

Methodology · Statistics 2021-01-19 Manuel M. Eichenlaub

We consider performing simulation experiments in the presence of covariates. Here, covariates refer to some input information other than system designs to the simulation model that can also affect the system performance. To make decisions,…

Methodology · Statistics 2022-11-28 Cheng Li , Siyang Gao , Jianzhong Du

Binary observations are often repeated to improve data quality, creating technical replicates. Several scoring methods are commonly used to infer the actual individual state and obtain a probability for each state. The common practice of…

Methodology · Statistics 2025-01-24 Manuela Royer-Carenzi , Hadrien Lorenzo , Pierre Pudlo

Bayesian inference is used to estimate continuous parameter values given measured data in many fields of science. The method relies on conditional probability densities to describe information about both data and parameters, yet the notion…

Methodology · Statistics 2025-03-25 Klaus Mosegaard , Andrew Curtis

Due to freely available, tailored software, Bayesian statistics is fast becoming the dominant paradigm in archaeological chronology construction. Such software provides users with powerful tools for Bayesian inference for chronological…

Applications · Statistics 2017-04-25 Caitlin E Buck , Miguel Juarez