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We propose two new Bayesian smoothing methods for general state-space models with unknown parameters. The first approach is based on the particle learning and smoothing algorithm, but with an adjustment in the backward resampling weights.…

Computation · Statistics 2016-04-20 Biao Yang , Jonathan R. Stroud , Gabriel Huerta

In this study, we describe a procedure of topology optimization in the framework of the linear Boltzmann equation, implemented using a reference Monte-Carlo particle transport code. This procedure can design complex structures that optimize…

Instrumentation and Detectors · Physics 2019-08-20 Sébastien Chabod

Modern regression analyses are often undermined by covariate measurement error, misspecification of the regression model, and misspecification of the measurement error distribution. We present, to the best of our knowledge, the first…

Methodology · Statistics 2026-03-25 Mengqi Chen , Charita Dellaporta , Thomas B. Berrett , Theodoros Damoulas

Bayesian hierarchical modeling is a popular approach to capturing unobserved heterogeneity across individual units. However, standard estimation methods such as Markov chain Monte Carlo (MCMC) can be impracticable for modeling outcomes from…

Methodology · Statistics 2014-11-04 Michael Braun , Paul Damien

Estimating predictive uncertainty is crucial for many computer vision tasks, from image classification to autonomous driving systems. Hamiltonian Monte Carlo (HMC) is an sampling method for performing Bayesian inference. On the other hand,…

Machine Learning · Computer Science 2019-07-03 Diego Vergara , Sergio Hernández , Matias Valdenegro-Toro , Felipe Jorquera

We investigate solution methods for large-scale inverse problems governed by partial differential equations (PDEs) via Bayesian inference. The Bayesian framework provides a statistical setting to infer uncertain parameters from noisy…

Applications · Statistics 2023-02-08 Mina Karimi , Mehrdad Massoudi , Kaushik Dayal , Matteo Pozzi

Construction projects frequently experience schedule delays and forecasting uncertainty due to variability in labor productivity, material availability, weather conditions, and project coordination. Conventional deterministic scheduling…

Computational Engineering, Finance, and Science · Computer Science 2026-05-19 Atena Khoshkonesh , Mohsen Mohammadagha , Vinayak Kaushal , Navid Ebrahimi

This article addresses the problem of derivative-free (single- or multi-objective) optimization subject to multiple inequality constraints. Both the objective and constraint functions are assumed to be smooth, non-linear and expensive to…

Computation · Statistics 2017-07-28 Paul Feliot , Julien Bect , Emmanuel Vazquez

It is generally believed that ensemble approaches, which combine multiple algorithms or models, can outperform any single algorithm at machine learning tasks, such as prediction. In this paper, we propose Bayesian convex and linear…

Statistics Theory · Mathematics 2014-03-07 Yun Yang , David B. Dunson

This paper presents an algorithm for reliability-based topology optimization of linear elastic continua under random-field material model. The modelling random field is discretized into a small number of random variables, and then the…

Optimization and Control · Mathematics 2022-01-03 Trung Pham , Christopher Hoyle

This work proposes a Bayesian rule based on the mixture of a point mass function at zero and the logistic distribution to perform wavelet shrinkage in nonparametric regression models with stationary errors (with short or long-memory…

Methodology · Statistics 2024-04-24 Alex Rodrigo dos S. Sousa , Mauricio Zevallos

Topology optimization (TO) in two dimensions often presents a trade-off between structural performance and manufacturability, with unpenalized (variable-thickness) methods yielding superior but complex designs, and penalized (SIMP) methods…

Computational Engineering, Finance, and Science · Computer Science 2025-07-28 Gabriel Stankiewicz , Chaitanya Dev , Paul Steinmann

This paper considers the design of structures made of engineered materials, accounting for uncertainty in material properties. We present a topology optimization approach that optimizes the structural shape and topology at the macroscale…

Optimization and Control · Mathematics 2021-10-27 Subhayan De , Kurt Maute , Alireza Doostan

Restricted Boltzmann Machines are simple and powerful generative models that can encode any complex dataset. Despite all their advantages, in practice the trainings are often unstable and it is difficult to assess their quality because the…

Machine Learning · Computer Science 2023-03-16 Nicolas Béreux , Aurélien Decelle , Cyril Furtlehner , Beatriz Seoane

Bayesian optimisation is a sample efficient method for finding a global optimum of expensive black-box objective functions. Historic datasets from related problems can be exploited to help improve performance of Bayesian optimisation by…

Machine Learning · Computer Science 2026-01-23 Natasha Trinkle , Huong Ha , Jeffrey Chan

As in other estimation scenarios, likelihood based estimation in the normal mixture set-up is highly non-robust against model misspecification and presence of outliers (apart from being an ill-posed optimization problem). A robust…

Methodology · Statistics 2023-12-20 Soumya Chakraborty , Ayanendranath Basu , Abhik Ghosh

We study a methodology to tackle the NASA Langley Uncertainty Quantification Challenge problem, based on an integration of robust optimization, more specifically a recent line of research known as distributionally robust optimization, and…

Methodology · Statistics 2020-06-30 Yuanlu Bai , Zhiyuan Huang , Henry Lam

Uncertainty quantification is an important task in machine learning - a task in which standardneural networks (NNs) have traditionally not excelled. This can be a limitation for safety-critical applications, where uncertainty-aware methods…

Machine Learning · Computer Science 2024-01-05 Felix Fiedler , Sergio Lucia

The partially observable constrained optimization problems (POCOPs) impede data-driven optimization techniques since an infeasible solution of POCOPs can provide little information about the objective as well as the constraints. We endeavor…

Machine Learning · Computer Science 2023-12-27 Shengbo Wang , Ke Li

The focus of this paper is on topology optimization of continuum structures subject to thermally induced buckling. Popular strategies for solving such problems include Solid Isotropic Material with Penalization (SIMP) and Rational…

Computational Engineering, Finance, and Science · Computer Science 2022-03-31 Shiguang Deng , Suresh Krishnan