Related papers: Ensemble Kalman filter for uncertainty in human la…

Advanced driver assistance systems are critically dependent on reliable and accurate information regarding a vehicles' driving state. For estimation of unknown quantities, model-based and learning-based methods exist, but both suffer from…

This paper presents a Bayesian model for unsupervised learning of verb selectional preferences. For each verb the model creates a Bayesian network whose architecture is determined by the lexical hierarchy of Wordnet and whose parameters are…

The sample covariance matrix of a random vector is a good estimate of the true covariance matrix if the sample size is much larger than the length of the vector. In high-dimensional problems, this condition is never met. As a result, in…

Bayesian Neural Networks (BNNs) provide a tool to estimate the uncertainty of a neural network by considering a distribution over weights and sampling different models for each input. In this paper, we propose a method for uncertainty…

Real-world data contains aleatoric uncertainty - irreducible noise arising from imperfect measurements or from incomplete knowledge about the data generation process. Mean-variance estimation networks can learn this type of uncertainty but…

Bayesian Neural Networks (BNNs) offer a principled and natural framework for proper uncertainty quantification in the context of deep learning. They address the typical challenges associated with conventional deep learning methods, such as…

Ensemble filters implement sequential Bayesian estimation by representing the probability distribution by an ensemble mean and covariance. Unbiased square root ensemble filters use deterministic algorithms to produce an analysis (posterior)…

Data assimilation (DA) integrates numerical model forecasts with observations to achieve the optimal state estimation. Ensemble-based methods, such as the ensemble Kalman filter (EnKF), are widely used for state estimation for…

The Kalman filter (KF) and its variants are among the most celebrated algorithms in signal processing. These methods are used for state estimation of dynamic systems by relying on mathematical representations in the form of simple…

Applications of large language models often involve the generation of free-form responses, in which case uncertainty quantification becomes challenging. This is due to the need to identify task-specific uncertainties (e.g., about the…

We consider filtering in high-dimensional non-Gaussian state-space models with intractable transition kernels, nonlinear and possibly chaotic dynamics, and sparse observations in space and time. We propose a novel filtering methodology that…

The Ensemble Kalman Filter (EnKF) is a widely used method for data assimilation in high-dimensional systems, with an ensemble update step equivalent to an empirical version of the Matheron update popular in Gaussian process regression -- a…

The robustness of the Kalman filter to double talk and its rapid convergence make it a popular approach for addressing acoustic echo cancellation (AEC) challenges. However, the inability to model nonlinearity and the need to tune control…

Human cognition excels at transcending sensory input and forming latent representations that structure our understanding of the world. While Large Language Model (LLM) agents demonstrate emergent reasoning and decision-making abilities,…

Although data assimilation originates from control theory, the relationship between modern data assimilation methods in geoscience and model predictive control has not been extensively explored. In the present paper, I discuss that the…

Phrase-based statistical machine translation (SMT) systems have previously been used for the task of grammatical error correction (GEC) to achieve state-of-the-art accuracy. The superiority of SMT systems comes from their ability to learn…

This paper proposes an approach for applying GANs to NMT. We build a conditional sequence generative adversarial net which comprises of two adversarial sub models, a generator and a discriminator. The generator aims to generate sentences…

Parameter estimation has a high importance in the geosciences. The ensemble Kalman filter (EnKF) allows parameter estimation for large, time-dependent systems. For large systems, the EnKF is applied using small ensembles, which may lead to…

We discuss properties of hierarchical Bayesian inversion through the ensemble Kalman filter (EnKF). Our focus will be primarily on deriving continuous-time limits for hierarchical inversion in the linear case. An important characteristic of…

Ensemble Kalman filter (EnKF) is an important data assimilation method for high dimensional geophysical systems. Efficient implementation of EnKF in practice often involves the localization technique, which updates each component using only…