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Identifying parameters in a system of nonlinear, ordinary differential equations is vital for designing a robust controller. However, if the system is stochastic in its nature or if only noisy measurements are available, standard…

Systems and Control · Electrical Eng. & Systems 2022-10-10 Tobias Nagel , Marco F. Huber

Standard Bayesian approaches for linear time-invariant (LTI) system identification are hindered by parameter non-identifiability; the resulting complex, multi-modal posteriors make inference inefficient and impractical. We solve this…

Machine Learning · Statistics 2025-08-29 Andrey Bryutkin , Matthew E. Levine , Iñigo Urteaga , Youssef Marzouk

Max-value entropy search (MES) is one of the state-of-the-art approaches in Bayesian optimization (BO). In this paper, we propose a novel variant of MES for constrained problems, called Constrained MES via Information lower BOund…

Machine Learning · Computer Science 2023-02-21 Shion Takeno , Tomoyuki Tamura , Kazuki Shitara , Masayuki Karasuyama

Bayesian optimization is a powerful tool for expensive stochastic black-box optimization problems such as simulation-based optimization or machine learning hyperparameter tuning. Many stochastic objective functions implicitly require a…

Machine Learning · Statistics 2019-10-22 Michael Pearce , Matthias Poloczek , Juergen Branke

The performance of many machine learning models depends on their hyper-parameter settings. Bayesian Optimization has become a successful tool for hyper-parameter optimization of machine learning algorithms, which aims to identify optimal…

Machine Learning · Computer Science 2020-08-04 Lidan Wang , Franck Dernoncourt , Trung Bui

The fine-tuning of pre-trained language models has resulted in the widespread availability of task-specific models. Model merging offers an efficient way to create multi-task models by combining these fine-tuned models at the parameter…

Computation and Language · Computer Science 2025-04-29 Sanwoo Lee , Jiahao Liu , Qifan Wang , Jingang Wang , Xunliang Cai , Yunfang Wu

A fully Bayesian approach is proposed for ultrahigh-dimensional nonparametric additive models in which the number of additive components may be larger than the sample size, though ideally the true model is believed to include only a small…

Methodology · Statistics 2013-09-24 Zuofeng Shang , Ping Li

A deep neural network is a hierarchical nonlinear model transforming input signals to output signals. Its input-output relation is considered to be stochastic, being described for a given input by a parameterized conditional probability…

Machine Learning · Computer Science 2018-08-23 Shun-ichi Amari , Ryo Karakida , Masafumi Oizumi

Bayesian optimization is an effective method to efficiently optimize unknown objective functions with high evaluation costs. Traditional Bayesian optimization algorithms select one point per iteration for single objective function, whereas…

Machine Learning · Statistics 2019-05-08 Takashi Wada , Hideitsu Hino

This paper considers the identification of FIR systems, where information about the inputs and outputs of the system undergoes quantization into binary values before transmission to the estimator. In the case where the thresholds of the…

Systems and Control · Computer Science 2018-09-20 Alex S. Leong , Erik Weyer , Girish N. Nair

Bayesian inference is an effective approach for solving statistical learning problems, especially with uncertainty and incompleteness. However, Bayesian inference is a computing-intensive task whose efficiency is physically limited by the…

Emerging Technologies · Computer Science 2019-02-20 Xiaotao Jia , Jianlei Yang , Pengcheng Dai , Runze Liu , Yiran Chen , Weisheng Zhao

Inverse design is a commonly used methodology for creating devices that manipulate electromagnetic (EM) waves by algorithmically modifying device parameters to achieve a desired functionality. Utilizing plasma, a dynamically tunable medium,…

Under a generalised estimating equation analysis approach, approximate design theory is used to determine Bayesian D-optimal designs. For two examples, considering simple exchangeable and exponential decay correlation structures, we compare…

Methodology · Statistics 2024-02-16 Laura Etfer , James M. S. Wason , Michael J. Grayling

We propose an algorithm for Bayesian functional optimisation - that is, finding the function to optimise a process - guided by experimenter beliefs and intuitions regarding the expected characteristics (length-scale, smoothness, cyclicity…

Machine Learning · Computer Science 2020-09-09 Alistair Shilton , Sunil Gupta , Santu Rana , Svetha Venkatesh

Bayesian persuasion studies how an informed sender should partially disclose information so as to influence the behavior of self-interested receivers. In the last years, a growing attention has been devoted to relaxing the assumption that…

Computer Science and Game Theory · Computer Science 2022-09-02 Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

We employ a unified framework for computing the information capacity of biological signaling systems using Fisher Information. By deriving closed-form or easily computable information capacity formulas, we quantify how well different…

Quantitative Methods · Quantitative Biology 2025-05-14 Michał Komorowski

In this manuscript, a general method for deriving filtering algorithms that involve a network of interconnected Bayesian filters is proposed. This method is based on the idea that the processing accomplished inside each of the Bayesian…

Statistics Theory · Mathematics 2020-04-22 Giorgio M. Vitetta , Pasquale Di Viesti , Emilio Sirignano , Francesco Montorsi

Measuring Mutual Information (MI) between high-dimensional, continuous, random variables from observed samples has wide theoretical and practical applications. Recent work, MINE (Belghazi et al. 2018), focused on estimating tight…

Machine Learning · Computer Science 2019-05-28 Xiao Lin , Indranil Sur , Samuel A. Nastase , Ajay Divakaran , Uri Hasson , Mohamed R. Amer

Integrated sensing and communication (ISAC) is an enabling technology for the sixth-generation mobile communications, which equips the wireless communication networks with sensing capabilities. In this paper, we investigate transmit…

Signal Processing · Electrical Eng. & Systems 2024-06-19 Chunwei Meng , Zhiqing Wei , Dingyou Ma , Wanli Ni , Liyan Su , Zhiyong Feng

We consider black-box global optimization of time-consuming-to-evaluate functions on behalf of a decision-maker (DM) whose preferences must be learned. Each feasible design is associated with a time-consuming-to-evaluate vector of…

Machine Learning · Statistics 2020-03-05 Raul Astudillo , Peter I. Frazier