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Bayesian Optimisation has gained much popularity lately, as a global optimisation technique for functions that are expensive to evaluate or unknown a priori. While classical BO focuses on where to gather an observation next, it does not…

Robotics · Computer Science 2017-03-14 Philippe Morere , Roman Marchant , Fabio Ramos

We present a novel algorithm utilizing a deep Siamese neural network as a general object similarity function in combination with a Bayesian optimization (BO) framework to encode spatio-temporal information for efficient object tracking in…

Computer Vision and Pattern Recognition · Computer Science 2018-11-20 Anthony D. Rhodes , Manan Goel

The Kalman filter is the most powerful tool for estimation of the states of a linear Gaussian system. In addition, using this method, an expectation maximization algorithm can be used to estimate the parameters of the model. However, this…

Computation · Statistics 2020-06-01 Tsuyoshi Ishizone , Kazuyuki Nakamura

The ability to track a moving vehicle is of crucial importance in numerous applications. The task has often been approached by the importance sampling technique of particle filters due to its ability to model non-linear and non-Gaussian…

Machine Learning · Statistics 2016-11-16 Kira Kempinska , John Shawe-Taylor

Gaussian process regression is a machine learning approach which has been shown its power for estimation of unknown functions. However, Gaussian processes suffer from high computational complexity, as in a basic form they scale cubically…

Machine Learning · Statistics 2018-09-10 Danil Kuzin , Le Yang , Olga Isupova , Lyudmila Mihaylova

Bayesian optimization through Gaussian process regression is an effective method of optimizing an unknown function for which every measurement is expensive. It approximates the objective function and then recommends a new measurement point…

Machine Learning · Statistics 2017-05-17 Hildo Bijl , Thomas B. Schön , Jan-Willem van Wingerden , Michel Verhaegen

While Robert and Rousseau (2010) addressed the foundational aspects of Bayesian analysis, the current chapter details its practical aspects through a review of the computational methods available for approximating Bayesian procedures.…

Computation · Statistics 2010-02-25 Christian P. Robert , Jean-Michel Marin

We consider the problem of inference for the states and parameters of a continuous-time multitype branching process from partially observed time series data. Exact inference for this class of models, typically using sequential Monte Carlo,…

Methodology · Statistics 2025-12-01 Angus Lewis , Antonio Parrella , John Maclean , Andrew J. Black

Kalman Filtering problems often have inherent and known constraints in the physical dynamics that are not exploited despite potentially significant gains (e.g., fixed speed of a motor). In this paper, we review existing methods and propose…

Optimization and Control · Mathematics 2009-02-11 Nachi Gupta

Robots are used for collecting samples from natural environments to create models of, for example, temperature or algae fields in the ocean. Adaptive informative sampling is a proven technique for this kind of spatial field modeling. This…

Robotics · Computer Science 2021-04-27 Stephanie Kemna , Sara Kangaslahti , Oliver Kroemer , Gaurav S. Sukhatme

With the increasing demand for mobile robots and autonomous vehicles, several approaches for long-term robot navigation have been proposed. Among these techniques, ground segmentation and traversability estimation play important roles in…

Robotics · Computer Science 2024-01-04 Hyungtae Lim , Minho Oh , Seungjae Lee , Seunguk Ahn , Hyun Myung

The posterior probability distribution for a set of model parameters encodes all that the data have to tell us in the context of a given model; it is the fundamental quantity for Bayesian parameter estimation. In order to infer the…

Instrumentation and Methods for Astrophysics · Physics 2015-06-16 Rupert Allison , Joanna Dunkley

Extended Kalman filtering is a common approach to achieve floating base estimation of a humanoid robot. These filters rely on measurements from an Inertial Measurement Unit (IMU) and relative forward kinematics for estimating the base…

Robotics · Computer Science 2022-05-17 Prashanth Ramadoss , Stefano Dafarra , Silvio Traversaro , Daniele Pucci

Bayesian optimization is an approach to optimizing objective functions that take a long time (minutes or hours) to evaluate. It is best-suited for optimization over continuous domains of less than 20 dimensions, and tolerates stochastic…

Machine Learning · Statistics 2018-07-10 Peter I. Frazier

This work demonstrates simultaneous pose (position and orientation) and shape estimation for a free-floating, bioinspired multi-link robot with unactuated joints, link-mounted thrusters for control, and a single gyroscope per link,…

Robotics · Computer Science 2026-03-17 Nicholas B. Andrews , Yanhao Yang , Sofya Akhetova , Kristi A. Morgansen , Ross L. Hatton

Gaussian process (GP) based Bayesian optimization (BO) is a powerful method for optimizing black-box functions efficiently. The practical performance and theoretical guarantees of this approach depend on having the correct GP hyperparameter…

Machine Learning · Statistics 2024-06-07 Huong Ha , Vu Nguyen , Hung Tran-The , Hongyu Zhang , Xiuzhen Zhang , Anton van den Hengel

A hierarchical Bayesian approach that permits simultaneous inference for the regression coefficient matrix and the error precision (inverse covariance) matrix in the multivariate linear model is proposed. Assuming a natural ordering of the…

Methodology · Statistics 2024-10-29 Christina Zhao , Ding Xiang , Galin L. Jones , Adam J. Rothman

A new Bayesian approach to linear system identification has been proposed in a series of recent papers. The main idea is to frame linear system identification as predictor estimation in an infinite dimensional space, with the aid of…

Machine Learning · Statistics 2015-07-03 Diego Romeres , Gianluigi Pillonetto , Alessandro Chiuso

We investigate the accuracy of conventional machine learning aided algorithms for the prediction of lateral land movement in an area using the precise position time series of permanent GNSS stations. The machine learning algorithms that are…

Signal Processing · Electrical Eng. & Systems 2020-06-16 M. Kiani

Multi-robot systems must have the ability to accurately estimate relative states between robots in order to perform collaborative tasks, possibly with no external aiding. Three-dimensional relative pose estimation using range measurements…

Robotics · Computer Science 2024-09-20 Syed S. Ahmed , Mohammed A. Shalaby , Charles C. Cossette , Jerome Le Ny , James R. Forbes