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Stationary points embedded in the derivatives are often critical for a model to be interpretable and may be considered as key features of interest in many applications. We propose a semiparametric Bayesian model to efficiently infer the…
Unmeasured confounding bias threatens the validity of observational studies. While sensitivity analyses and study designs have been proposed to address this issue, they often overlook the growing availability of auxiliary data. Using…
Seismic inversion is a core problem in geophysical exploration, where traditional methods suffer from high computational costs and are susceptible to initial model dependence. In recent years, deep generative model-based seismic inversion…
We present a multi-fidelity method for uncertainty quantification of parameter estimates in complex systems, leveraging generative models trained to sample the target conditional distribution. In the Bayesian inference setting, traditional…
In many real-world scenarios, such as gas leak detection or environmental pollutant tracking, solving the Inverse Source Localization and Characterization problem involves navigating complex, dynamic fields with sparse and noisy…
It has long been noticed that the efficacy observed in small early phase studies is generally better than that observed in later larger studies. Historically, the inflation of the efficacy results from early proof-of-concept studies is…
The Bayesian update step poses significant computational challenges in high-dimensional nonlinear estimation. While log-homotopy particle flow filters offer an alternative to stochastic sampling, existing formulations usually yield stiff…
Approximate Bayesian inference methods provide a powerful suite of tools for finding approximations to intractable posterior distributions. However, machine learning applications typically involve selecting actions, which -- in a Bayesian…
Denoising Diffusion Probabilistic Models (DDPMs) have achieved impressive performance on various generation tasks. By modeling the reverse process of gradually diffusing the data distribution into a Gaussian distribution, generating a…
Stepped wedge cluster randomized trials (SWCRTs) often face challenges with potential confounding by time trends. Traditional frequentist methods can fail to provide adequate coverage of the intervention's true effect using confidence…
Past research on pedestrian trajectory forecasting mainly focused on deterministic predictions which provide only point estimates of future states. These future estimates can help an autonomous vehicle plan its trajectory and avoid…
We consider the so-called unfolding problem in experimental high energy physics, where the goal is to estimate the true spectrum of elementary particles given observations distorted by measurement error due to the limited resolution of a…
Computational fluid dynamics (CFD) is a powerful tool for modeling turbulent flow and is commonly used for urban microclimate simulations. However, traditional CFD methods are computationally intensive, requiring substantial hardware…
Deep stochastic state-space models enable Bayesian filtering in nonlinear, partially observed systems but typically assume a fixed latent structure. When this assumption is violated, parameter adaptation alone may result in persistent…
Bayesian optimization is a methodology for global optimization of unknown and expensive objectives. It combines a surrogate Bayesian regression model with an acquisition function to decide where to evaluate the objective. Typical regression…
Bayesian models quantify uncertainty and facilitate optimal decision-making in downstream applications. For most models, however, practitioners are forced to use approximate inference techniques that lead to sub-optimal decisions due to…
Bayesian analysis of state-space models includes computing the posterior distribution of the system's parameters as well as filtering, smoothing, and predicting the system's latent states. When the latent states wander around $\mathbb{R}^n$…
Autonomous unmanned aerial vehicles (UAVs) rely on global navigation satellite system (GNSS) pseudorange measurements for accurate real-time localization and navigation. However, this dependence exposes them to sophisticated spoofing…
Bayesian estimation approaches, which are capable of combining the information of experimental data from different likelihood functions to achieve high precisions, have been widely used in phase estimation via introducing a controllable…
In this paper, the problem of state estimation, in the context of both filtering and smoothing, for nonlinear state-space models is considered. Due to the nonlinear nature of the models, the state estimation problem is generally intractable…