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Reliable state estimation hinges on accurate specification of sensor noise covariances, which weigh heterogeneous measurements. In practice, these covariances are difficult to identify due to environmental variability, front-end…

Robotics · Computer Science 2025-12-18 Haoying Li , Yifan Peng , Xinghan Li , Junfeng Wu

To obtain high-resolution images of subsurface structures from seismic data, seismic imaging techniques such as Full Waveform Inversion (FWI) serve as crucial tools. However, FWI involves solving a nonlinear and often non-unique inverse…

Geophysics · Physics 2024-06-10 Yuke Xie , Hervé Chauris , Nicolas Desassis

Radio-based localization systems conventionally require stationary reference points (e.g. anchors) with precisely surveyed positions, making deployment time-consuming and costly. This paper presents an empirical evaluation of collaborative…

Signal Processing · Electrical Eng. & Systems 2026-04-21 Paul Schwarzbach , Andrea Jung

Gaussian factor models have proven widely useful for parsimoniously characterizing dependence in multivariate data. There is a rich literature on their extension to mixed categorical and continuous variables, using latent Gaussian variables…

Methodology · Statistics 2013-01-14 Jared S. Murray , David B. Dunson , Lawrence Carin , Joseph E. Lucas

Gravitational wave detectors will need optimal signal-processing algorithms to extract weak signals from the detector noise. Most algorithms designed to date are based on the unrealistic assumption that the detector noise may be modeled as…

General Relativity and Quantum Cosmology · Physics 2009-11-07 Bruce Allen , Jolien D. E. Creighton , Eanna E. Flanagan , Joseph D. Romano

A novel stability-enhanced Gaussian process variational autoencoder (SEGP-VAE) is proposed for indirectly training a low-dimensional linear time invariant (LTI) system, using high-dimensional video data. The mean and covariance function of…

Machine Learning · Computer Science 2026-04-13 Carl R. Richardson , Jichen Zhang , Ethan King , Ján Drgoňa

A main purpose of spatial data analysis is to predict the objective variable for the unobserved locations. Although Geographically Weighted Regression (GWR) is often used for this purpose, estimation instability proves to be an issue. To…

Methodology · Statistics 2024-02-29 Toshiki Sakai , Jun Tsuchida , Hiroshi Yadohisa

Gaussian processes (GPs) are Bayesian nonparametric models for function approximation with principled predictive uncertainty estimates. Deep Gaussian processes (DGPs) are multilayer generalizations of GPs that can represent complex marginal…

Machine Learning · Statistics 2024-09-20 Qiuxian Meng , Yongyou Zhang

Full waveform inversion (FWI) enables us to obtain high-resolution velocity models of the subsurface. However, estimating the associated uncertainties in the process is not trivial. Commonly, uncertainty estimation is performed within the…

Geophysics · Physics 2023-05-16 Muhammad Izzatullah , Matteo Ravasi , Tariq Alkhalifah

The standard margin-based structured prediction commonly uses a maximum loss over all possible structured outputs. The large-margin formulation including latent variables not only results in a non-convex formulation but also increases the…

Machine Learning · Computer Science 2019-06-25 Kevin Bello , Jean Honorio

Data-driven modeling of non-Markovian dynamics is a recent topic of research with applications in many fields such as climate research, molecular dynamics, biophysics, or wind power modeling. In the frequently used standard Langevin…

Data Analysis, Statistics and Probability · Physics 2022-07-22 Clemens Willers , Oliver Kamps

Nearly all identifiability results in unsupervised representation learning inspired by, e.g., independent component analysis, factor analysis, and causal representation learning, rely on assumptions of additive independent noise or…

Machine Learning · Computer Science 2025-03-24 Yujia Zheng , Yang Liu , Jiaxiong Yao , Yingyao Hu , Kun Zhang

Accurate modeling and prediction of complex physical systems often rely on data assimilation techniques to correct errors inherent in model simulations. Traditional methods like the Ensemble Kalman Filter (EnKF) and its variants as well as…

Machine Learning · Computer Science 2024-09-12 Phillip Si , Peng Chen

One of the pivotal tasks in scientific machine learning is to represent underlying dynamical systems from time series data. Many methods for such dynamics learning explicitly require the derivatives of state data, which are not directly…

Machine Learning · Computer Science 2024-04-17 Dongwei Ye , Mengwu Guo

Score-based model research in the last few years has produced state of the art generative models by employing Gaussian denoising score-matching (DSM). However, the Gaussian noise assumption has several high-dimensional limitations,…

Machine Learning · Computer Science 2022-04-13 Jacob Deasy , Nikola Simidjievski , Pietro Liò

We propose a simple method that combines neural networks and Gaussian processes. The proposed method can estimate the uncertainty of outputs and flexibly adjust target functions where training data exist, which are advantages of Gaussian…

Machine Learning · Statistics 2017-07-20 Tomoharu Iwata , Zoubin Ghahramani

While stochastic variational inference is relatively well known for scaling inference in Bayesian probabilistic models, related methods also offer ways to circumnavigate the approximation of analytically intractable expectations. The key…

Machine Learning · Statistics 2015-09-08 David A. Knowles

Gaussian process classification (GPC) provides a flexible and powerful statistical framework describing joint distributions over function space. Conventional GPCs however suffer from (i) poor scalability for big data due to the full kernel…

Machine Learning · Statistics 2019-09-17 Haitao Liu , Yew-Soon Ong , Ziwei Yu , Jianfei Cai , Xiaobo Shen

Generation of high fidelity photonic non-Gaussian states is a crucial ingredient for universal quantum computation using continous-variable platforms, yet it remains a challenge to do so efficiently. We present a general framework for a…

Quantum Physics · Physics 2019-11-06 Daiqin Su , Casey R. Myers , Krishna Kumar Sabapathy

In a variety of disciplines such as social sciences, psychology, medicine and economics, the recorded data are considered to be noisy measurements of latent variables connected by some causal structure. This corresponds to a family of…

Machine Learning · Computer Science 2014-08-12 Ricardo Silva , Robert B. Gramacy