Related papers: Data-driven Bayesian estimation of Monod kinetics
We deal with Bayesian inference for Beta autoregressive processes. We restrict our attention to the class of conditionally linear processes. These processes are particularly suitable for forecasting purposes, but are difficult to estimate…
The quantification of myocardial perfusion MRI has the potential to provide a fast, automated and user-independent assessment of myocardial ischaemia. However, due to the relatively high noise level and low temporal resolution of the…
Single-spin quantum sensors, for example based on nitrogen-vacancy centres in diamond, provide nanoscale mapping of magnetic fields. In applications where the magnetic field may be changing rapidly, total sensing time is crucial and must be…
Two non-intrusive uncertainty propagation approaches are proposed for the performance analysis of engineering systems described by expensive-to-evaluate deterministic computer models with parameters defined as interval variables. These…
The computation of Bayesian estimates of system parameters and functions of them on the basis of observed system performance data is a common problem within system identification. This is a previously studied issue where stochastic…
We study the problem of estimating the mode and maximum of an unknown regression function in the presence of noise. We adopt the Bayesian approach by using tensor-product B-splines and endowing the coefficients with Gaussian priors. In the…
Tuning particle accelerators is a challenging and time-consuming task that can be automated and carried out efficiently using suitable optimization algorithms, such as model-based Bayesian optimization techniques. One of the major…
This paper develops a Bayesian computational platform at the interface between posterior sampling and optimization in models whose marginal likelihoods are difficult to evaluate. Inspired by adversarial optimization, namely Generative…
The Metropolis-Hastings (MH) algorithm is one of the most widely used Markov Chain Monte Carlo schemes for generating samples from Bayesian posterior distributions. The algorithm is asymptotically exact, flexible and easy to implement.…
In statistical modeling of computer experiments sometimes prior information is available about the underlying function. For example, the physical system simulated by the computer code may be known to be monotone with respect to some or all…
The problem of joint estimation of multiple graphical models from high dimensional data has been studied in the statistics and machine learning literature, due to its importance in diverse fields including molecular biology, neuroscience…
Model informed precision dosing (MIPD) is a Bayesian framework to individualize drug therapy based on prior knowledge and patient-specific monitoring data. Typically, prior knowledge results from controlled clinical trials with a more…
Parameter identification and comparison of dynamical systems is a challenging task in many fields. Bayesian approaches based on Gaussian process regression over time-series data have been successfully applied to infer the parameters of a…
Machine learning algorithms frequently require careful tuning of model hyperparameters, regularization terms, and optimization parameters. Unfortunately, this tuning is often a "black art" that requires expert experience, unwritten rules of…
Mathematical models of cognition are often memoryless and ignore potential fluctuations of their parameters. However, human cognition is inherently dynamic. Thus, we propose to augment mechanistic cognitive models with a temporal dimension…
One of the pivotal tasks in scientific machine learning is to represent underlying dynamical systems from time series data. Many methods for such dynamics learning explicitly require the derivatives of state data, which are not directly…
This paper proposes a Bayesian method for estimating the parameters of a normal distribution when only limited summary statistics (sample mean, minimum, maximum, and sample size) are available. To estimate the parameters of a normal…
The posterior probability distribution for a set of model parameters encodes all that the data have to tell us in the context of a given model; it is the fundamental quantity for Bayesian parameter estimation. In order to infer the…
Metropolis-Hastings estimates intractable expectations - can differentiating the algorithm estimate their gradients? The challenge is that Metropolis-Hastings trajectories are not conventionally differentiable due to the discrete…
Optimising black-box functions is important in many disciplines, such as tuning machine learning models, robotics, finance and mining exploration. Bayesian optimisation is a state-of-the-art technique for the global optimisation of…