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The sigma-point filters, such as the UKF, which exploit numerical quadrature to obtain an additional order of accuracy in the moment transformation step, are popular alternatives to the ubiquitous EKF. The classical quadrature rules used in…

Machine Learning · Statistics 2020-02-25 Jakub Prüher , Toni Karvonen , Chris J. Oates , Ondřej Straka , Simo Särkkä

In both artificial and biological systems, the centered kernel alignment (CKA) has become a widely used tool for quantifying neural representation similarity. While current CKA estimators typically correct for the effects of finite stimuli…

Neurons and Cognition · Quantitative Biology 2025-02-26 Chanwoo Chun , Abdulkadir Canatar , SueYeon Chung , Daniel D. Lee

In this article, we propose a novel method for sampling potential functions based on noisy observation data of a finite number of observables in quantum canonical ensembles, which leads to the accurate sampling of a wide class of test…

Numerical Analysis · Mathematics 2020-04-08 Ziheng Chen , Zhennan Zhou

We consider quantile optimization of black-box functions that are estimated with noise. We propose two new iterative three-timescale local search algorithms. The first algorithm uses an appropriately modified finite-difference-based…

Optimization and Control · Mathematics 2023-08-16 Jiaqiao Hu , Meichen Song , Michael C. Fu

We show that training a deep network using batch normalization is equivalent to approximate inference in Bayesian models. We further demonstrate that this finding allows us to make meaningful estimates of the model uncertainty using…

Machine Learning · Statistics 2018-07-17 Mattias Teye , Hossein Azizpour , Kevin Smith

A simple but effective method for regularization-renormalization (R-R) is proposed for handling the Feynman diagram integral (FDI) at one loop level in quantum electrodynamics (QED). The divergence is substituted by some constants to be…

High Energy Physics - Phenomenology · Physics 2007-05-23 Guang-jiong Ni , Haibin Wang

Understanding how different classes are distributed in an unlabeled data set is an important challenge for the calibration of probabilistic classifiers and uncertainty quantification. Approaches like adjusted classify and count, black-box…

Machine Learning · Statistics 2024-06-19 Albert Ziegler , Paweł Czyż

Kernel methods are a cornerstone of classical machine learning. The idea of using quantum computers to compute kernels has recently attracted attention. Quantum embedding kernels (QEKs) constructed by embedding data into the Hilbert space…

Randomized benchmarking provides a tool for obtaining precise quantitative estimates of the average error rate of a physical quantum channel. Here we define real randomized benchmarking, which enables a separate determination of the average…

Quantum Physics · Physics 2018-08-23 A. K. Hashagen , S. T. Flammia , D. Gross , J. J. Wallman

Bayesian Optimization has become the reference method for the global optimization of black box, expensive and possibly noisy functions. Bayesian Op-timization learns a probabilistic model about the objective function, usually a Gaussian…

Machine Learning · Statistics 2020-03-10 Antonio Candelieri , Ilaria Giordani , Riccardo Perego , Francesco Archetti

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

Bayesian optimization is widely used for optimizing expensive black box functions, but most existing approaches focus on scalar responses. In many scientific and engineering settings the response is functional, varying smoothly over an…

Machine Learning · Computer Science 2026-04-28 Pouya Ahadi , Reza Marzban , Ali Adibi , Kamran Paynabar

Kernel means are frequently used to represent probability distributions in machine learning problems. In particular, the well known kernel density estimator and the kernel mean embedding both have the form of a kernel mean. Unfortunately,…

Machine Learning · Statistics 2015-03-03 E. Cruz Cortés , C. Scott

Expected improvement (EI) is one of the most widely used acquisition functions in Bayesian optimization (BO). Despite its proven success in applications for decades, important open questions remain on the theoretical convergence behaviors…

Machine Learning · Statistics 2025-02-13 Jingyi Wang , Haowei Wang , Nai-Yuan Chiang , Cosmin G. Petra

The optimization of high-dimensional black-box functions is a challenging problem. When a low-dimensional linear embedding structure can be assumed, existing Bayesian optimization (BO) methods often transform the original problem into…

Machine Learning · Statistics 2022-11-03 Shuhei A. Horiguchi , Tomoharu Iwata , Taku Tsuzuki , Yosuke Ozawa

An important feature of kernel mean embeddings (KME) is that the rate of convergence of the empirical KME to the true distribution KME can be bounded independently of the dimension of the space, properties of the distribution and smoothness…

Statistics Theory · Mathematics 2025-04-17 Geoffrey Wolfer , Pierre Alquier

In this study, we propose a global optimization algorithm based on quantizing the energy level of an objective function in an NP-hard problem. According to the white noise hypothesis for a quantization error with a dense and uniform…

Machine Learning · Computer Science 2022-11-09 Jinwuk Seok , Chang Sik Cho

Bayesian optimization (BO) aims to minimize a given blackbox function using a model that is updated whenever new evidence about the function becomes available. Here, we address the problem of BO under partially right-censored response data,…

Artificial Intelligence · Computer Science 2013-10-09 Frank Hutter , Holger Hoos , Kevin Leyton-Brown

Bayesian nonparametric mixture models are widely used to cluster observations. However, one major drawback of the approach is that the estimated partition often presents unbalanced clusters' frequencies with only a few dominating clusters…

Methodology · Statistics 2026-02-03 Beatrice Franzolini , Giovanni Rebaudo

Bayesian inference allows expressing the uncertainty of posterior belief under a probabilistic model given prior information and the likelihood of the evidence. Predominantly, the likelihood function is only implicitly established by a…