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Gaussian graphical models are widely used to infer dependence structures. Bayesian methods are appealing to quantify uncertainty associated with structural learning, i.e., the plausibility of conditional independence statements given the…

Methodology · Statistics 2025-11-05 Deborah Sulem , Jack Jewson , David Rossell

The capabilities of additive manufacturing have facilitated the design and production of mechanical metamaterials with diverse unit cell geometries. Establishing linkages between the vast design space of unit cells and their effective…

Computational Engineering, Finance, and Science · Computer Science 2025-05-05 Hooman Danesh , Maruthi Annamaraju , Tim Brepols , Stefanie Reese , Surya R. Kalidindi

Ensuring safety in industrial control systems usually involves imposing constraints at the design stage of the control algorithm. Enforcing constraints is challenging if the underlying functional form is unknown. The challenge can be…

Optimization and Control · Mathematics 2023-06-09 Marta Zagorowska , Efe C. Balta , Varsha Behrunani , Alisa Rupenyan , John Lygeros

\noindent Hyper-parameter selection is a central practical problem in modern machine learning, governing regularization strength, model capacity, and robustness choices. Cross-validation is often computationally prohibitive at scale, while…

Machine Learning · Statistics 2025-12-24 Hedibert Lopes , Nick Polson , Vadim Sokolov

Bayesian optimization has attracted huge attention from diverse research areas in science and engineering, since it is capable of efficiently finding a global optimum of an expensive-to-evaluate black-box function. In general, a…

Machine Learning · Computer Science 2025-07-29 Jungtaek Kim

In many practices, scientists are particularly interested in detecting which of the predictors are truly associated with a multivariate response. It is more accurate to model multiple responses as one vector rather than separating each…

Methodology · Statistics 2021-11-16 Xiaotian Dai , Guifang Fu , Randall Reese , Shaofei Zhao , Zuofeng Shang

Multiscale computational modelling is challenging due to the high computational cost of direct numerical simulation by finite elements. To address this issue, concurrent multiscale methods use the solution of cheaper macroscale surrogates…

Computational Engineering, Finance, and Science · Computer Science 2022-01-20 Vasilis Krokos , Viet Bui Xuan , Stéphane P. A. Bordas , Philippe Young , Pierre Kerfriden

Optimal design is a critical yet challenging task within many applications. This challenge arises from the need for extensive trial and error, often done through simulations or running field experiments. Fortunately, sequential optimal…

Machine Learning · Computer Science 2025-03-25 Xubo Yue , Raed Al Kontar , Albert S. Berahas , Yang Liu , Blake N. Johnson

Bayesian optimization (BO) is a popular paradigm for global optimization of expensive black-box functions, but there are many domains where the function is not completely a black-box. The data may have some known structure (e.g. symmetries)…

Machine Learning · Computer Science 2022-12-08 Samuel Kim , Peter Y. Lu , Charlotte Loh , Jamie Smith , Jasper Snoek , Marin Soljačić

The present paper proposes a Bayesian framework for inverse problems that seamlessly integrates optimization and inversion to enable rapid surrogate modeling, accurate parameter inference, and rigorous uncertainty quantification. Bayesian…

Computational Engineering, Finance, and Science · Computer Science 2026-02-05 Mihaela Chiappetta , Massimo Carraturo , Alexander Raßloff , Markus Kästner , Ferdinando Auricchio

We address the problem of Bayesian structure learning for domains with hundreds of variables by employing non-parametric bootstrap, recursively. We propose a method that covers both model averaging and model selection in the same framework.…

Machine Learning · Statistics 2018-09-14 Raanan Y. Rohekar , Yaniv Gurwicz , Shami Nisimov , Guy Koren , Gal Novik

We present a framework for the efficient computation of optimal Bayesian decisions under intractable likelihoods, by learning a surrogate model for the expected utility (or its distribution) as a function of the action and data spaces. We…

Machine Learning · Statistics 2023-11-13 Justin Alsing , Thomas D. P. Edwards , Benjamin Wandelt

We introduce a novel Bayesian approach for both covariate selection and sparse precision matrix estimation in the context of high-dimensional Gaussian graphical models involving multiple responses. Our approach provides a sparse estimation…

Methodology · Statistics 2024-09-25 Anwesha Chakravarti , Naveen N. Narishetty , Feng Liang

Deep learning models have demonstrated outstanding performance in several problems, but their training process tends to require immense amounts of computational and human resources for training and labeling, constraining the types of…

Machine Learning · Computer Science 2019-04-29 Toan Tran , Thanh-Toan Do , Ian Reid , Gustavo Carneiro

The increasing availability of structured but high dimensional data has opened new opportunities for optimization. One emerging and promising avenue is the exploration of unsupervised methods for projecting structured high dimensional data…

Machine Learning · Computer Science 2021-01-07 Eero Siivola , Javier Gonzalez , Andrei Paleyes , Aki Vehtari

Many control problems require repeated tuning and adaptation of controllers across distinct closed-loop tasks, where data efficiency and adaptability are critical. We propose a hierarchical Bayesian optimization (BO) framework that is…

Systems and Control · Electrical Eng. & Systems 2026-03-27 Sebastian Hirt , Lukas Theiner , Maik Pfefferkorn , Rolf Findeisen

Bayesian optimal experiments that maximize the information gained from collected data are critical to efficiently identify behavioral models. We extend a seminal method for designing Bayesian optimal experiments by introducing two…

Applications · Statistics 2025-03-19 Stefano Balietti , Brennan Klein , Christoph Riedl

Subset selection is a valuable tool for interpretable learning, scientific discovery, and data compression. However, classical subset selection is often avoided due to selection instability, lack of regularization, and difficulties with…

Machine Learning · Statistics 2022-02-17 Daniel R. Kowal

The purpose of this paper is twofold. On one side, we present a general framework for Bayesian optimization and we compare it with some related fields in active learning and Bayesian numerical analysis. On the other hand, Bayesian…

Robotics · Computer Science 2018-02-13 Ruben Martinez-Cantin

Insights into complex, high-dimensional data can be obtained by discovering features of the data that match or do not match a model of interest. To formalize this task, we introduce the "data selection" problem: finding a lower-dimensional…

Methodology · Statistics 2021-09-10 Eli N. Weinstein , Jeffrey W. Miller
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