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Sequential Monte Carlo (SMC) methods comprise one of the most successful approaches to approximate Bayesian filtering. However, SMC without good proposal distributions struggle in high dimensions. We propose nested sequential Monte Carlo…

Computation · Statistics 2016-12-30 Christian A. Naesseth , Fredrik Lindsten , Thomas B. Schön

Identifying governing equations for a dynamical system is a topic of critical interest across an array of disciplines, from mathematics to engineering to biology. Machine learning -- specifically deep learning -- techniques have shown their…

Dynamical Systems · Mathematics 2026-05-07 Nibodh Boddupalli , Timothy Matchen , Jeff Moehlis

Increasingly complex datasets pose a number of challenges for Bayesian inference. Conventional posterior sampling based on Markov chain Monte Carlo can be too computationally intensive, is serial in nature and mixes poorly between posterior…

Machine Learning · Statistics 2019-08-27 Edwin Fong , Simon Lyddon , Chris Holmes

Bayesian model selection enables comparison and ranking of conceptual subsurface models described by spatial prior models, according to the support provided by available geophysical data. Deep generative neural networks can efficiently…

Geophysics · Physics 2021-05-19 M. Amaya , N. Linde , E. Laloy

We propose two new Bayesian smoothing methods for general state-space models with unknown parameters. The first approach is based on the particle learning and smoothing algorithm, but with an adjustment in the backward resampling weights.…

Computation · Statistics 2016-04-20 Biao Yang , Jonathan R. Stroud , Gabriel Huerta

Approximate Bayesian computation (ABC) methods are standard tools for inferring parameters of complex models when the likelihood function is analytically intractable. A popular approach to improving the poor acceptance rate of the basic…

Methodology · Statistics 2025-01-27 Henri Pesonen , Jukka Corander

Recent developments in big data and analytics research have produced an abundance of large data sets that are too big to be analyzed in their entirety, due to limits on computer memory or storage capacity. To address these issues,…

Methodology · Statistics 2016-01-06 Alexey Miroshnikov , Erin M. Conlon

This paper concerns the use of sequential Monte Carlo methods (SMC) for smoothing in general state space models. A well-known problem when applying the standard SMC technique in the smoothing mode is that the resampling mechanism introduces…

Statistics Theory · Mathematics 2008-03-06 Jimmy Olsson , Olivier Cappé , Randal Douc , Eric Moulines

This article introduces a new symbolic regression algorithm based on the SPINEX (Similarity-based Predictions with Explainable Neighbors Exploration) family. This new algorithm (SPINEX_SymbolicRegression) adopts a similarity-based approach…

Machine Learning · Computer Science 2024-11-07 MZ Naser , Ahmed Z Naser

Machine learning models have become firmly established across all scientific fields. Extracting features from data and making inferences based on them with neural network models often yields high accuracy; however, this approach has several…

Machine Learning · Computer Science 2026-01-13 Mikhail Lazarev , Andrey Ustyuzhanin

Parameter inference is a fundamental problem in data-driven modeling. Given observed data that is believed to be a realization of some parameterized model, the aim is to find parameter values that are able to explain the observed data. In…

Data Structures and Algorithms · Computer Science 2016-04-20 Carlo Albert , Simone Ulzega , Ruedi Stoop

The posteriors over neural network weights are high dimensional and multimodal. Each mode typically characterizes a meaningfully different representation of the data. We develop Cyclical Stochastic Gradient MCMC (SG-MCMC) to automatically…

Machine Learning · Computer Science 2020-05-13 Ruqi Zhang , Chunyuan Li , Jianyi Zhang , Changyou Chen , Andrew Gordon Wilson

This study concerns the formulation and application of Bayesian optimal experimental design to symbolic discovery, which is the inference from observational data of predictive models taking general functional forms. We apply constrained…

Machine Learning · Computer Science 2022-11-30 Kenneth L. Clarkson , Cristina Cornelio , Sanjeeb Dash , Joao Goncalves , Lior Horesh , Nimrod Megiddo

As the amount and complexity of available data increases, the need for robust statistical learning becomes more pressing. To enhance resilience against model misspecification, the generalized posterior inference method adjusts the…

Computation · Statistics 2024-09-04 Masahiro Tanaka

Partial Bayesian neural networks (pBNNs) have been shown to perform competitively with fully Bayesian neural networks while only having a subset of the parameters be stochastic. Using sequential Monte Carlo (SMC) samplers as the inference…

Machine Learning · Computer Science 2026-01-30 Andrew Millard , Joshua Murphy , Simon Maskell , Zheng Zhao

In many signal processing problems, it may be fruitful to represent the signal under study in a frame. If a probabilistic approach is adopted, it becomes then necessary to estimate the hyper-parameters characterizing the probability…

Methodology · Statistics 2015-05-14 L. Chaâri , J. -C. Pesquet , J. -Y. Tourneret , Ph. Ciuciu , A. Benazza-Benyahia

Frequentist and likelihood methods of inference based on the multivariate skew-normal model encounter several technical difficulties with this model. In spite of the popularity of this class of densities, there are no broadly satisfactory…

Methodology · Statistics 2013-02-06 Brunero Liseo , Antonio Parisi

Posterior sampling by Monte Carlo methods provides a more comprehensive solution approach to inverse problems than computing point estimates such as the maximum posterior using optimization methods, at the expense of usually requiring many…

Numerical Analysis · Mathematics 2024-11-28 Paolo Villani , Daniel Andrés-Arcones , Jörg F. Unger , Martin Weiser

Symbolic regression is a machine learning technique that can learn the governing formulas of data and thus has the potential to transform scientific discovery. However, symbolic regression is still limited in the complexity and…

Machine Learning · Computer Science 2023-05-30 Michael Zhang , Samuel Kim , Peter Y. Lu , Marin Soljačić

We introduce a composition-weighted symbolic regression framework for interpretable prediction of materials properties directly from chemical composition. The method jointly learns analytical functional forms and task-dependent elemental…

Materials Science · Physics 2026-05-05 Yang Huang , Jingrun Chen