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Bayesian neural networks (BNNs) promise improved generalization under covariate shift by providing principled probabilistic representations of epistemic uncertainty. However, weight-based BNNs often struggle with high computational…

Machine Learning · Statistics 2022-06-13 Trung Trinh , Markus Heinonen , Luigi Acerbi , Samuel Kaski

Improved state space models, such as Recurrent State Space Models (RSSMs), are a key factor behind recent advances in model-based reinforcement learning (RL). Yet, despite their empirical success, many of the underlying design choices are…

Machine Learning · Computer Science 2022-10-18 Philipp Becker , Gerhard Neumann

There has been a growing interest in deep learning-based prognostic and health management (PHM) for building end-to-end maintenance decision support systems, especially due to the rapid development of autonomous systems. However, the low…

Machine Learning · Computer Science 2021-11-02 Taotao Zhou , Enrique Lopez Droguett , Ali Mosleh , Felix T. S. Chan

For modelling geophysical systems, large-scale processes are described through a set of coarse-grained dynamical equations while small-scale processes are represented via parameterizations. This work proposes a method for identifying the…

Atmospheric and Oceanic Physics · Physics 2018-08-01 Manuel Pulido , Pierre Tandeo , Marc Bocquet , Alberto Carrassi , Magdalena Lucini

Bayesian neural networks (BNNs) allow rigorous uncertainty quantification in deep learning, but often come at a prohibitive computational cost. We propose three different innovative architectures of partial trace-class Bayesian neural…

Machine Learning · Statistics 2025-11-04 Arran Carter , Torben Sell

Deep feedforward neural networks (DFNNs) are a powerful tool for functional approximation. We describe flexible versions of generalized linear and generalized linear mixed models incorporating basis functions formed by a DFNN. The…

Computation · Statistics 2018-05-28 Minh-Ngoc Tran , Nghia Nguyen , David Nott , Robert Kohn

Dynamic systems of graph signals are encountered in various applications, including social networks, power grids, and transportation. While such systems can often be described as state space (SS) models, tracking graph signals via…

Signal Processing · Electrical Eng. & Systems 2023-11-29 Itay Buchnik , Guy Sagi , Nimrod Leinwand , Yuval Loya , Nir Shlezinger , Tirza Routtenberg

There has been an increasing surge of interest on development of advanced Reinforcement Learning (RL) systems as intelligent approaches to learn optimal control policies directly from smart agents' interactions with the environment.…

Machine Learning · Computer Science 2020-06-02 Parvin Malekzadeh , Mohammad Salimibeni , Arash Mohammadi , Akbar Assa , Konstantinos N. Plataniotis

Estimating queue lengths at signalized intersections is a long-standing challenge in traffic management. Partial observability of vehicle flows complicates this task despite the availability of two privacy-preserving data sources: (i)…

Machine Learning · Computer Science 2026-05-21 Ting Gao , Elvin Isufi , Winnie Daamen , Erik-Sander Smits , Serge Hoogendoorn

Bayesian filtering is a cornerstone of state estimation in complex systems such as aerospace systems, yet exact solutions are available only for linear Gaussian models. In practice,nonlinear systems are handled through tractable…

Modern neural networks have proven to be powerful function approximators, providing state-of-the-art performance in a multitude of applications. They however fall short in their ability to quantify confidence in their predictions - this is…

Machine Learning · Statistics 2020-06-29 Alex J. Chan , Ahmed M. Alaa , Zhaozhi Qian , Mihaela van der Schaar

Modeling natural phenomena with artificial neural networks (ANNs) often provides highly accurate predictions. However, ANNs often suffer from over-parameterization, complicating interpretation and raising uncertainty issues. Bayesian neural…

Machine Learning · Statistics 2025-03-14 Eirik Høyheim , Lars Skaaret-Lund , Solve Sæbø , Aliaksandr Hubin

Predicting the evolution of complex systems governed by partial differential equations (PDEs) remains challenging, especially for nonlinear, chaotic behaviors. This study introduces Koopman-inspired Fourier Neural Operators (kFNO) and…

Dynamical Systems · Mathematics 2024-12-12 Rixin Yu , Marco Herbert , Markus Klein , Erdzan Hodzic

The real-world applications in signal processing generally involve estimating the system state or parameters in nonlinear, non-Gaussian dynamic systems. The estimation problem may get even more challenging when there are physical…

Signal Processing · Electrical Eng. & Systems 2022-03-15 Nesrine Amor , Ghulam Rasool , Nidhal C. Bouaynaya

While deep neural networks (DNNs) based personalized federated learning (PFL) is demanding for addressing data heterogeneity and shows promising performance, existing methods for federated learning (FL) suffer from efficient systematic…

Machine Learning · Computer Science 2025-05-08 Hui Chen , Hengyu Liu , Zhangkai Wu , Xuhui Fan , Longbing Cao

A leading family of algorithms for state estimation in dynamic systems with multiple sub-states is based on particle filters (PFs). PFs often struggle when operating under complex or approximated modelling (necessitating many particles)…

Signal Processing · Electrical Eng. & Systems 2024-08-22 Itai Nuri , Nir Shlezinger

Climate change poses significant challenges for accurate climate modeling due to the complexity and variability of non-Gaussian climate systems. To address the complexities of non-Gaussian systems in climate modeling, this thesis proposes a…

Applications · Statistics 2024-06-28 Yunjin Tong

Neural networks predictions are unreliable when the input sample is out of the training distribution or corrupted by noise. Being able to detect such failures automatically is fundamental to integrate deep learning algorithms into robotics.…

Computer Vision and Pattern Recognition · Computer Science 2020-02-18 Antonio Loquercio , Mattia Segù , Davide Scaramuzza

The extended Kalman filter is perhaps the most standard tool to estimate in real time the state of a dynamical system from noisy measurements of some function of the system, with extensive practical applications (such as position tracking…

Optimization and Control · Mathematics 2019-01-04 Yann Ollivier

Bayesian neural networks (BNNs) have recently regained a significant amount of attention in the deep learning community due to the development of scalable approximate Bayesian inference techniques. There are several advantages of using…

Machine Learning · Statistics 2019-05-28 Aliaksandr Hubin , Geir Storvik