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Hyperparameter optimization (HPO) and neural architecture search (NAS) are powerful in attaining state-of-the-art machine learning models, with Bayesian optimization (BO) standing out as a mainstream method. Extending BO into the…
Approximate Bayesian Computation (ABC) methods often require extensive simulations, resulting in high computational costs. This paper focuses on multifidelity simulation models and proposes a pre-filtering hierarchical importance sampling…
Preferential Bayesian optimization allows optimization of objectives that are either expensive or difficult to measure directly, by relying on a minimal number of comparative evaluations done by a human expert. Generating candidate…
Software is highly contextual. While there are cross-cutting `global' lessons, individual software projects exhibit many `local' properties. This data heterogeneity makes drawing local conclusions from global data dangerous. A key research…
Hierarchical models are versatile tools for joint modeling of data sets arising from different, but related, sources. Fully Bayesian inference may, however, become computationally prohibitive if the source-specific data models are complex,…
Data collected from arrays of sensors are essential for informed decision-making in various systems. However, the presence of anomalies can compromise the accuracy and reliability of insights drawn from the collected data or information…
Aligning beamlines at synchrotron light sources is a high-dimensional, expensive-to-sample optimization problem, as beams are focused using a series of dynamic optical components. Bayesian Optimization is an efficient machine learning…
In longitudinal studies, it is not uncommon to make multiple attempts to collect a measurement after baseline. Recording whether these attempts are successful provides useful information for the purposes of assessing missing data…
This article introduces methods for constructing prediction bounds or intervals for the number of future failures from heterogeneous reliability field data. We focus on within-sample prediction where early data from a failure-time process…
Fairness concerns are increasingly critical as machine learning models are deployed in high-stakes applications. While existing fairness-aware methods typically intervene at the model level, they often suffer from high computational costs,…
We study optimal sensor placement for Bayesian state estimation problems in which sensors vary in cost and fidelity, resulting in a budget-constrained multifidelity optimal experimental design problem. Sensor placement optimality is…
Bayesian optimization has emerged as a strong candidate tool for global optimization of functions with expensive evaluation costs. However, due to the dynamic nature of research in Bayesian approaches, and the evolution of computing…
Bayesian optimization is a coherent, ubiquitous approach to decision-making under uncertainty, with applications including multi-arm bandits, active learning, and black-box optimization. Bayesian optimization selects decisions (i.e.…
This paper considers a distributed adaptive optimization problem, where all agents only have access to their local cost functions with a common unknown parameter, whereas they mean to collaboratively estimate the true parameter and find the…
Almost all fields of science rely upon statistical inference to estimate unknown parameters in theoretical and computational models. While the performance of modern computer hardware continues to grow, the computational requirements for the…
With the increasing penetration of high-frequency sensors across a number of biological and physical systems, the abundance of the resulting observations offers opportunities for higher statistical accuracy of down-stream estimates, but…
Most research in Bayesian optimization (BO) has focused on \emph{direct feedback} scenarios, where one has access to exact values of some expensive-to-evaluate objective. This direction has been mainly driven by the use of BO in machine…
Before autonomous systems can be deployed in safety-critical applications, we must be able to understand and verify the safety of these systems. For cases where the risk or cost of real-world testing is prohibitive, we propose a…
High-precision measurements require optimal setups and analysis tools to achieve continuous improvements. Systematic corrections need to be modeled with high accuracy and known uncertainty to reconstruct underlying physical phenomena. To…
Highly accurate numerical or physical experiments are often time-consuming or expensive to obtain. When time or budget restrictions prohibit the generation of additional data, the amount of available samples may be too limited to provide…