Related papers: Online Bayesian Calibration under Gradual and Abru…
Assimilation of continuously streamed monitored data is an essential component of a digital twin; the assimilated data are used to ensure the digital twin is a true representation of the monitored system. One way this is achieved is by…
Accurate uncertainty estimates are important in sequential model-based decision-making tasks such as Bayesian optimization. However, these estimates can be imperfect if the data violates assumptions made by the model (e.g., Gaussianity).…
We develop a Bayesian approach called Bayesian projected calibration to address the problem of calibrating an imperfect computer model using observational data from a complex physical system. The calibration parameter and the physical…
The process of calibrating computer models of natural phenomena is essential for applications in the physical sciences, where plenty of domain knowledge can be embedded into simulations and then calibrated against real observations. Current…
After deploying a clinical prediction model, subsequently collected data can be used to fine-tune its predictions and adapt to temporal shifts. Because model updating carries risks of over-updating/fitting, we study online methods with…
Real-world control systems frequently operate under \emph{piecewise stationary} conditions, where dynamics remain stable for extended periods before undergoing abrupt regime changes. Standard robust RL methods face a fundamental dilemma: a…
Real-world robots must operate under evolving dynamics caused by changing operating conditions, external disturbances, and unmodeled effects. These may appear as gradual drifts, transient fluctuations, or abrupt shifts, demanding real-time…
This study proposes the novel Bayesian and inverse Bayesian (BIB) inference framework that incorporates symmetry bias into the Bayesian updating process to perform both conventional and inverse Bayesian updates concurrently. Conventional…
Simulation-based digital twins must provide accurate, robust and reliable digital representations of their physical counterparts. Quantifying the uncertainty in their predictions plays, therefore, a key role in making better-informed…
A set of probabilistic predictions is well calibrated if the events that are predicted to occur with probability p do in fact occur about p fraction of the time. Well calibrated predictions are particularly important when machine learning…
Construction projects frequently experience schedule delays and forecasting uncertainty due to variability in labor productivity, material availability, weather conditions, and project coordination. Conventional deterministic scheduling…
Online joint estimation of unknown parameters and states in a dynamical system with uncertainty quantification is crucial in many applications. For example, digital twins dynamically update their knowledge of model parameters and states to…
Bayesian calibration of black-box computer models offers an established framework to obtain a posterior distribution over model parameters. Traditional Bayesian calibration involves the emulation of the computer model and an additive model…
This paper studies the problem of online performance optimization of constrained closed-loop control systems, where both the objective and the constraints are unknown black-box functions affected by exogenous time-varying contextual…
Computer models, aiming at simulating a complex real system, are often calibrated in the light of data to improve performance. Standard calibration methods assume that the optimal values of calibration parameters are invariant to the model…
Parameter calibration is essential for reducing uncertainty and improving predictive fidelity in physics-based models, yet it is often limited by the high computational cost of model evaluations. Bayesian calibration methods provide a…
We consider the problem of online learning in the presence of distribution shifts that occur at an unknown rate and of unknown intensity. We derive a new Bayesian online inference approach to simultaneously infer these distribution shifts…
This work shows how adaptivity can enhance value realization of digital twins in civil engineering. We focus on adapting the state transition models within digital twins represented through probabilistic graphical models. The bi-directional…
Bayesian calibration of computer models tunes unknown input parameters by comparing outputs with observations. For model outputs that are distributed over space, this becomes computationally expensive because of the output size. To overcome…
We propose a learning-based robust predictive control algorithm that compensates for significant uncertainty in the dynamics for a class of discrete-time systems that are nominally linear with an additive nonlinear component. Such systems…