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Randomized experiments are the gold standard for evaluating the effects of changes to real-world systems. Data in these tests may be difficult to collect and outcomes may have high variance, resulting in potentially large measurement error.…

Machine Learning · Statistics 2018-06-27 Benjamin Letham , Brian Karrer , Guilherme Ottoni , Eytan Bakshy

Bayesian optimization (BO) is a powerful technology for optimizing noisy expensive-to-evaluate black-box functions, with a broad range of real-world applications in science, engineering, economics, manufacturing, and beyond. In this paper,…

Machine Learning · Computer Science 2024-01-30 Joel A. Paulson , Calvin Tsay

The optimal instant of observation of astrophysical phenomena for objects that vary on human time-sales is an important problem, as it bears on the cost-effective use of usually scarce observational facilities. In this paper we address this…

Solar and Stellar Astrophysics · Physics 2023-02-15 Miguel Videla , Rene A. Mendez , Jorge F. Silva , Marcos E. Orchard

Differential equations based on physical principals are used to represent complex dynamic systems in all fields of science and engineering. Through repeated use in both academics and industry, these equations have been shown to represent…

Methodology · Statistics 2022-09-08 Joshua S. North , Christopher K. Wikle , Erin M. Schliep

The detection of the abnormal area from urban data is a significant research problem. However, to the best of our knowledge, previous methods designed on spatio-temporal anomalies are road-based or grid-based, which usually causes the data…

Social and Information Networks · Computer Science 2020-07-16 Huaishao Luo , Chuishi Meng , Bowen Wu , Junbo Zhang , Tianrui Li , Yu Zheng

We study the problem of causal discovery through targeted interventions. Starting from few observational measurements, we follow a Bayesian active learning approach to perform those experiments which, in expectation with respect to the…

Machine Learning · Statistics 2019-10-10 Julius von Kügelgen , Paul K Rubenstein , Bernhard Schölkopf , Adrian Weller

We introduce Bayesian optimization, a technique developed for optimizing time-consuming engineering simulations and for fitting machine learning models on large datasets. Bayesian optimization guides the choice of experiments during…

Machine Learning · Statistics 2017-11-22 Peter I. Frazier , Jialei Wang

This paper deals with the identification of linear stochastic dynamical systems, where the unknowns include system coefficients and noise variances. Conventional approaches that rely on the maximum likelihood estimation (MLE) require…

Machine Learning · Statistics 2025-08-18 Jinwen Xu , Qin Lu , Yaakov Bar-Shalom

Google uses continuous streams of data from industry partners in order to deliver accurate results to users. Unexpected drops in traffic can be an indication of an underlying issue and may be an early warning that remedial action may be…

Machine Learning · Statistics 2017-08-15 Dominique T. Shipmon , Jason M. Gurevitch , Paolo M. Piselli , Stephen T. Edwards

We introduce a framework for Bayesian experimental design (BED) with implicit models, where the data-generating distribution is intractable but sampling from it is still possible. In order to find optimal experimental designs for such…

Machine Learning · Statistics 2021-05-11 Steven Kleinegesse , Michael U. Gutmann

We propose novel optimal designs for longitudinal data for the common situation where the resources for longitudinal data collection are limited, by determining the optimal locations in time where measurements should be taken. As for all…

Methodology · Statistics 2016-04-20 Hao Ji , Hans-Georg Müller

Methods for unsupervised anomaly detection suffer from the fact that the data is unlabeled, making it difficult to assess the optimality of detection algorithms. Ensemble learning has shown exceptional results in classification and…

Machine Learning · Statistics 2016-10-26 Edward Yu , Parth Parekh

In this paper we present a novel algorithm and efficient data structure for anomaly detection based on temporal data. Time-series data are represented by a sequence of symbolic time intervals, describing increasing and decreasing trends, in…

Data Structures and Algorithms · Computer Science 2019-11-05 Roni Mateless , Michael Segal , Robert Moskovitch

Spatio-temporal models are widely used in many research areas including ecology. The recent proliferation of the use of in-situ sensors in streams and rivers supports space-time water quality modelling and monitoring in near real-time. A…

The accelerated exploration of the materials space in order to identify configurations with optimal properties is an ongoing challenge. Current paradigms are typically centered around the idea of performing this exploration through…

Computational Physics · Physics 2018-12-05 Anjana Talapatra , Shahin Boluki , Thien Duong , Xiaoning Qian , Edward Dougherty , Raymundo Arróyave

Autonomous Experimentation Platforms (AEPs) are advanced manufacturing platforms that, under intelligent control, can sequentially search the material design space (MDS) and identify parameters with the desired properties. At the heart of…

Machine Learning · Computer Science 2023-02-28 Ahmed Shoyeb Raihan , Imtiaz Ahmed

Network attacks have been very prevalent as their rate is growing tremendously. Both organization and individuals are now concerned about their confidentiality, integrity and availability of their critical information which are often…

Machine Learning · Computer Science 2020-08-07 MohammadNoor Injadat , Fadi Salo , Ali Bou Nassif , Aleksander Essex , Abdallah Shami

Anomalies represent deviations from the intended system operation and can lead to decreased efficiency as well as partial or complete system failure. As the causes of anomalies are often unknown due to complex system dynamics, efficient…

Machine Learning · Computer Science 2021-08-31 Benjamin Lindemann , Benjamin Maschler , Nada Sahlab , Michael Weyrich

Bayesian experimental design (BED) is a framework that uses statistical models and decision making under uncertainty to optimise the cost and performance of a scientific experiment. Sequential BED, as opposed to static BED, considers the…

Machine Learning · Statistics 2020-03-23 Steven Kleinegesse , Christopher Drovandi , Michael U. Gutmann

Real-time tsunami early warning relies on distributed sensor networks to infer seismic sources and seafloor motion. Optimizing these networks via Bayesian optimal experimental design (OED) is exceptionally challenging for systems governed…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-04-13 Sreeram Venkat , Stefan Henneking , Omar Ghattas
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