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This paper describes recursive algorithms for state estimation of linear dynamical systems when measurements are noisy with unknown bias and/or outliers. For situations with noisy and biased measurements, algorithms are proposed that…

Systems and Control · Electrical Eng. & Systems 2025-03-11 Krishan Mohan Nagpal

Sequential Bayesian inference can be used for continual learning to prevent catastrophic forgetting of past tasks and provide an informative prior when learning new tasks. We revisit sequential Bayesian inference and test whether having…

Machine Learning · Computer Science 2025-01-09 Samuel Kessler , Adam Cobb , Tim G. J. Rudner , Stefan Zohren , Stephen J. Roberts

Learning to infer Bayesian posterior from a few-shot dataset is an important step towards robust meta-learning due to the model uncertainty inherent in the problem. In this paper, we propose a novel Bayesian model-agnostic meta-learning…

Machine Learning · Computer Science 2018-11-20 Taesup Kim , Jaesik Yoon , Ousmane Dia , Sungwoong Kim , Yoshua Bengio , Sungjin Ahn

In this paper we develop a Bayesian optimization based hyperparameter tuning framework inspired by statistical learning theory for classifiers. We utilize two key facts from PAC learning theory; the generalization bound will be higher for a…

Machine Learning · Computer Science 2019-02-08 Tinu Theckel Joy , Santu Rana , Sunil Gupta , Svetha Venkatesh

We investigate an empirical Bayesian nonparametric approach to a family of linear inverse problems with Gaussian prior and Gaussian noise. We consider a class of Gaussian prior probability measures with covariance operator indexed by a…

Statistics Theory · Mathematics 2021-02-23 Junxiong Jia , Jigen Peng , Jinghuai Gao

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…

Machine Learning · Computer Science 2023-11-10 Anshuk Uppal , Kristoffer Stensbo-Smidt , Wouter Boomsma , Jes Frellsen

This paper considers the problem of estimating linear dynamic system models when the observations are corrupted by random disturbances with nonstandard distributions. The paper is particularly motivated by applications where sensor…

Methodology · Statistics 2018-07-09 Johan Dahlin , Adrian Wills , Brett Ninness

We have previously reported a Bayesian algorithm for determining the coordinates of points in three-dimensional space from uncertain constraints. This method is useful in the determination of biological molecular structure. It is limited,…

Artificial Intelligence · Computer Science 2013-02-28 Russ B. Altman , Cheng C. Chen , William B. Poland , Jaswinder Pal Singh

This paper proposes a hierarchical, multi-resolution framework for the identification of model parameters and their spatially variability from noisy measurements of the response or output. Such parameters are frequently encountered in…

Mathematical Physics · Physics 2015-05-13 P. S. Koutsourelakis

The discovery of Partial Differential Equations (PDEs) is an essential task for applied science and engineering. However, data-driven discovery of PDEs is generally challenging, primarily stemming from the sensitivity of the discovered…

Machine Learning · Statistics 2024-03-27 Aoxue Chen , Yifan Du , Liyao Mars Gao , Guang Lin

Hyperparameter tuning is a challenging problem especially when the system itself involves uncertainty. Due to noisy function evaluations, optimization under uncertainty can be computationally expensive. In this paper, we present a novel…

Machine Learning · Computer Science 2025-10-09 Akash Yadav , Ruda Zhang

Quantum metrology promises precision beyond classical limits, yet environmental noise typically degrades the quantum resources required for such enhancement. In this work, we investigate frequency estimation in noisy continuous-variable…

Quantum Physics · Physics 2026-05-08 Ayan Patra , Manju , Aditi Sen De , Matteo G. A. Paris

Bayesian learning has emerged as a compelling and vital research direction in the field of structural dynamics, offering a probabilistic lens to understand and refine the analysis of complex dynamical systems. This review meticulously…

Data Analysis, Statistics and Probability · Physics 2025-06-03 Wang-Ji Yan , Lin-Feng Mei , Yuan-Wei Yin , Jiang Mo , Costas Papadimitriou , Ka-Veng Yuen , Michael Beer

In many robotic applications, it is crucial to maintain a belief about the state of a system, which serves as input for planning and decision making and provides feedback during task execution. Bayesian Filtering algorithms address this…

Machine Learning · Computer Science 2021-06-11 Alina Kloss , Georg Martius , Jeannette Bohg

We propose the Bayesian smoothness-increasing accuracy-conserving (SIAC) filter -- a hierarchical Bayesian extension of the existing deterministic SIAC filter. The SIAC filter is a powerful numerical tool for removing high-frequency noise…

Numerical Analysis · Mathematics 2025-09-19 Jan Glaubitz , Tongtong Li , Jennifer Ryan , Roman Stuhlmacher

Using a Bayesian network to analyze the causal relationship between nodes is a hot spot. The existing network learning algorithms are mainly constraint-based and score-based network generation methods. The constraint-based method is mainly…

Machine Learning · Computer Science 2022-12-07 Baokui Mou

System identification of complex and nonlinear systems is a central problem for model predictive control and model-based reinforcement learning. Despite their complexity, such systems can often be approximated well by a set of linear…

Machine Learning · Statistics 2019-05-30 Philip Becker-Ehmck , Jan Peters , Patrick van der Smagt

Variational Autoencoders and their many variants have displayed impressive ability to perform dimensionality reduction, often achieving state-of-the-art performance. Many current methods however, struggle to learn good representations in…

Machine Learning · Computer Science 2023-06-28 Navindu Leelarathna , Andrei Margeloiu , Mateja Jamnik , Nikola Simidjievski

In industrial machine learning pipelines, data often arrive in parts. Particularly in the case of deep neural networks, it may be too expensive to train the model from scratch each time, so one would rather use a previously learned model…

Machine Learning · Statistics 2018-03-29 Max Kochurov , Timur Garipov , Dmitry Podoprikhin , Dmitry Molchanov , Arsenii Ashukha , Dmitry Vetrov

In recent years, a great emphasis has been put on engineering the acoustic signature of vehicles that represents the overall comfort level for passengers. Due to highly uncertain behavior of production cars, probabilistic metamodels or…

Applications · Statistics 2022-07-06 V. Prakash , O. Sauvage , J. Antoni , L. Gagliardini