Related papers: Online Bayesian Calibration under Gradual and Abru…
A framework for creating and updating digital twins for dynamical systems from a library of physics-based functions is proposed. The sparse Bayesian machine learning is used to update and derive an interpretable expression for the digital…
When faced with high frequency streams of data, clustering raises theoretical and algorithmic pitfalls. We introduce a new and adaptive online clustering algorithm relying on a quasi-Bayesian approach, with a dynamic (i.e., time-dependent)…
Online learning is an inferential paradigm in which parameters are updated incrementally from sequentially available data, in contrast to batch learning, where the entire dataset is processed at once. In this paper, we assume that…
Physics-informed dynamical system models form critical components of digital twins of the built environment. These digital twins enable the design of energy-efficient infrastructure, but must be properly calibrated to accurately reflect…
In the context of computer models, calibration is the process of estimating unknown simulator parameters from observational data. Calibration is variously referred to as model fitting, parameter estimation/inference, an inverse problem, and…
The predict-then-optimize paradigm bridges online learning and contextual optimization in dynamic environments. Previous works have investigated the sequential updating of predictors using feedback from downstream decisions to minimize…
A new recalibration post-processing method is presented to improve the quality of the posterior approximation when using Approximate Bayesian Computation (ABC) algorithms. Recalibration may be used in conjunction with existing…
Overparameterized models have recently challenged conventional learning theory by exhibiting improved generalization beyond the interpolation limit, a phenomenon known as benign overfitting. This work introduces Adaptive Benign Overfitting…
Brain-computer interfaces (BCIs) suffer from accuracy degradation as neural signals drift over time and vary across users, requiring frequent recalibration that limits practical deployment. We introduce EDAPT, a task- and model-agnostic…
We present the very first robust Bayesian Online Changepoint Detection algorithm through General Bayesian Inference (GBI) with $\beta$-divergences. The resulting inference procedure is doubly robust for both the parameter and the…
Most sensor calibrations rely on the linearity and steadiness of their response characteristics, but practical sensors are nonlinear, and their response drifts with time, restricting their choices for adoption. To broaden the realm of…
Calibration or parameter identification is used with computational mechanics models related to observed data of the modeled process to find model parameters such that good similarity between model prediction and observation is achieved. We…
A key challenge in learning-based model predictive control (MPC) is to collect informative data online for model adaptation while ensuring safety and without penalising control performance. In this paper, we propose an online model…
This paper proposes a novel fixed inducing points online Bayesian calibration (FIPO-BC) algorithm to efficiently learn the model parameters using a benchmark database. The standard Bayesian calibration (STD-BC) algorithm provides a…
Change points in real-world systems mark significant regime shifts in system dynamics, possibly triggered by exogenous or endogenous factors. These points define regimes for the time evolution of the system and are crucial for understanding…
Conformal prediction has emerged as a powerful framework for constructing distribution-free prediction sets with guaranteed coverage assuming only the exchangeability assumption. However, this assumption is often violated in online…
A Bayesian framework is attractive in the context of prediction, but a fast recursive update of the predictive distribution has apparently been out of reach, in part because Monte Carlo methods are generally used to compute the predictive.…
Predictive coding (PC) is an influential theory of information processing in the brain, providing a biologically plausible alternative to backpropagation. It is motivated in terms of Bayesian inference, as hidden states and parameters are…
Based on the framework of Conformal Prediction (CP), we study the online construction of confidence sets given a black-box machine learning model. By converting the target confidence levels into quantile levels, the problem can be reduced…
The state-of-the-art online learning models generally conduct a single online gradient descent when a new sample arrives and thus suffer from suboptimal model weights. To this end, we introduce an online broad learning system framework with…