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This article revisits the problem of Bayesian shape-restricted inference in the light of a recently developed approximate Gaussian process that admits an equivalent formulation of the shape constraints in terms of the basis coefficients. We…

Methodology · Statistics 2019-02-14 Pallavi Ray , Debdeep Pati , Anirban Bhattacharya

This paper presents a probabilistic surrogate model for the accelerated design of electric vehicle battery enclosures with a focus on crash performance. The study integrates high-throughput finite element simulations and Gaussian Process…

Machine Learning · Computer Science 2024-08-08 Shadab Anwar Shaikh , Harish Cherukuri , Kranthi Balusu , Ram Devanathan , Ayoub Soulami

Learning precise surrogate models of complex computer simulations and physical machines often require long-lasting or expensive experiments. Furthermore, the modeled physical dependencies exhibit nonlinear and nonstationary behavior.…

Machine Learning · Computer Science 2023-03-20 Matthias Bitzer , Mona Meister , Christoph Zimmer

The design of sampling set (DoS) for bandlimited graph signals (GS) has been extensively studied in recent years, but few of them exploit the benefits of the stochastic prior of GS. In this work, we introduce the optimization framework for…

Signal Processing · Electrical Eng. & Systems 2019-09-10 Xuan Xie , Junhao Yu , Hui Feng , Bo Hu

The accurate prediction of time-changing variances is an important task in the modeling of financial data. Standard econometric models are often limited as they assume rigid functional relationships for the variances. Moreover, function…

Methodology · Statistics 2014-02-14 Yue Wu , Jose Miguel Hernandez Lobato , Zoubin Ghahramani

We consider a dictionary learning problem whose objective is to design a dictionary such that the signals admits a sparse or an approximate sparse representation over the learned dictionary. Such a problem finds a variety of applications…

Machine Learning · Computer Science 2015-03-10 Linxiao Yang , Jun Fang , Hong Cheng , Hongbin Li

One of the fundamental tasks of science is to find explainable relationships between observed phenomena. One approach to this task that has received attention in recent years is based on probabilistic graphical modelling with sparsity…

Machine Learning · Statistics 2014-04-16 Peter Orchard , Felix Agakov , Amos Storkey

There is increasing interest in learning how human brain networks vary as a function of a continuous trait, but flexible and efficient procedures to accomplish this goal are limited. We develop a Bayesian semiparametric model, which…

Methodology · Statistics 2017-02-02 Lu Wang , Daniele Durante , Rex E. Jung , David B. Dunson

Machine learning models play a vital role in time series forecasting. These models, however, often overlook an important element: point uncertainty estimates. Incorporating these estimates is crucial for effective risk management, informed…

Machine Learning · Computer Science 2024-09-11 Leonid Erlygin , Vladimir Zholobov , Valeriia Baklanova , Evgeny Sokolovskiy , Alexey Zaytsev

Gaussian process is one of the most popular non-parametric Bayesian methodologies for modeling the regression problem. It is completely determined by its mean and covariance functions. And its linear property makes it relatively…

Machine Learning · Statistics 2020-06-16 Wenqi Fang , Huiyun Li , Hui Huang , Shaobo Dang , Zhejun Huang , Zheng Wang

This paper tackles the challenge presented by small-data to the task of Bayesian inference. A novel methodology, based on manifold learning and manifold sampling, is proposed for solving this computational statistics problem under the…

Machine Learning · Statistics 2019-10-29 Christian Soize , Roger Ghanem

Variational Bayesian inference and (collapsed) Gibbs sampling are the two important classes of inference algorithms for Bayesian networks. Both have their advantages and disadvantages: collapsed Gibbs sampling is unbiased but is also…

Machine Learning · Computer Science 2012-06-18 Max Welling , Yee Whye Teh , Hilbert Kappen

Sparse pseudo-point approximations for Gaussian process (GP) models provide a suite of methods that support deployment of GPs in the large data regime and enable analytic intractabilities to be sidestepped. However, the field lacks a…

Machine Learning · Statistics 2017-11-15 Thang D. Bui , Cuong V. Nguyen , Richard E. Turner

Variational inference is a powerful tool for approximate inference, and it has been recently applied for representation learning with deep generative models. We develop the variational Gaussian process (VGP), a Bayesian nonparametric…

Machine Learning · Statistics 2016-04-19 Dustin Tran , Rajesh Ranganath , David M. Blei

Multi-task learning models using Gaussian processes (GP) have been developed and successfully applied in various applications. The main difficulty with this approach is the computational cost of inference using the union of examples from…

Machine Learning · Computer Science 2012-11-29 Yuyang Wang , Roni Khardon

We introduce a novel Bayesian approach for variable selection using Gaussian process regression, which is crucial for enhancing interpretability and model regularization. Our method employs nearest neighbor Gaussian processes, serving as…

The ubiquity of multiscale interactions in complex systems is well-recognized, with development and heredity serving as a prime example of how processes at different temporal scales influence one another. This work introduces a novel…

Signal Processing · Electrical Eng. & Systems 2024-09-04 Nayely Vélez-Cruz , Manfred D. Laubichler

In this paper, we present Batch Informed Trees (BIT*), a planning algorithm based on unifying graph- and sampling-based planning techniques. By recognizing that a set of samples describes an implicit random geometric graph (RGG), we are…

Robotics · Computer Science 2015-08-14 Jonathan D. Gammell , Siddhartha S. Srinivasa , Timothy D. Barfoot

Basket trials are increasingly used for the simultaneous evaluation of a new treatment in various patient subgroups under one overarching protocol. We propose a Bayesian approach to sample size determination in basket trials that permit…

Methodology · Statistics 2022-09-02 Haiyan Zheng , Michael J. Grayling , Pavel Mozgunov , Thomas Jaki , James M. S. Wason

There is significant interest in learning and optimizing a complex system composed of multiple sub-components, where these components may be agents or autonomous sensors. Among the rich literature on this topic, agent-based and…

Machine Learning · Computer Science 2021-07-08 Kai Wang , Bryan Wilder , Sze-chuan Suen , Bistra Dilkina , Milind Tambe