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We present a variational method for online state estimation and parameter learning in state-space models (SSMs), a ubiquitous class of latent variable models for sequential data. As per standard batch variational techniques, we use…
Literatures in state space models focus on parametric inference and prediction, which fail if the state space model is not fully specified and the maximum likelihood estimation does not work. In this paper, we assume the state transition…
In using the Bayesian network (BN) to construct the complex multistate system's reliability model as described in Part I, the memory storage requirements of the node probability table (NPT) will exceed the random access memory (RAM) of the…
Machine learning techniques offer an effective approach to modeling dynamical systems solely from observed data. However, without explicit structural priors -- built-in assumptions about the underlying dynamics -- these techniques typically…
Gaussian state space models have been used for decades as generative models of sequential data. They admit an intuitive probabilistic interpretation, have a simple functional form, and enjoy widespread adoption. We introduce a unified…
Arbitrary scale super-resolution (ASSR) aims to super-resolve low-resolution images to high-resolution images at any scale using a single model, addressing the limitations of traditional super-resolution methods that are restricted to…
The challenging problem of conducting fully Bayesian inference for the reaction rate constants governing stochastic kinetic models (SKMs) is considered. Given the challenges underlying this problem, the Markov jump process representation is…
In this paper, we study the problem of estimating the state of a dynamic state-space system where the output is subject to quantization. We compare some classical approaches and a new development in the literature to obtain the filtering…
Simulation-Based Inference (SBI) deals with statistical inference in problems where the data are generated from a system that is described by a complex stochastic simulator. The challenge for inference in these problems is that the…
Selective State Space Models (SSMs), notably Mamba, employ diagonal state transitions that limit both memory retention and bilinear computational capacity. We propose a factorized bilinear input modulation that augments the SSM with a…
Some of the issues that make sampling parameter spaces of various beyond the Standard Model (BSM) scenarios computationally expensive are the high dimensionality of the input parameter space, complex likelihoods, and stringent experimental…
We address an important problem in ecology called Species Distribution Modeling (SDM), whose goal is to predict whether a species exists at a certain position on Earth. In particular, we tackle a challenging version of this task, where we…
Spatial generalized linear mixed models (SGLMMs) are popular and flexible models for non-Gaussian spatial data. They are useful for spatial interpolations as well as for fitting regression models that account for spatial dependence, and are…
This paper proposes an online learning method of Gaussian process state-space model (GP-SSM). GP-SSM is a probabilistic representation learning scheme that represents unknown state transition and/or measurement models as Gaussian processes…
Inference for spatial generalized linear mixed models (SGLMMs) for high-dimensional non-Gaussian spatial data is computationally intensive. The computational challenge is due to the high-dimensional random effects and because Markov chain…
Despite the recent development of methods dealing with partially observed epidemic dynamics (unobserved model coordinates, discrete and noisy outbreak data), limitations remain in practice, mainly related to the quantity of augmented data…
Recurrent neural networks (RNNs) have emerged as powerful tools for processing sequential data in various fields, including natural language processing and speech recognition. However, the lack of explainability in RNN models has limited…
Scientific knowledge expands by observing the world, hypothesizing some theories about it, and testing them against collected data. When those theories take the form of statistical models, statistical analyses are involved in the process of…
Neural network ensembles, such as Bayesian neural networks (BNNs), have shown success in the areas of uncertainty estimation and robustness. However, a crucial challenge prohibits their use in practice. BNNs require a large number of…
State space models (SSM) have been widely applied for the analysis and visualization of large sequential datasets. Sequential Monte Carlo (SMC) is a very popular particle-based method to sample latent states from intractable posteriors.…