Related papers: Online Bayesian Calibration under Gradual and Abru…
An important issue in model-based control design is that an accurate dynamic model of the system is generally nonlinear, complex, and costly to obtain. This limits achievable control performance in practice. Gaussian process (GP) based…
Bayesian optimization (BO) iteratively fits a Gaussian process (GP) surrogate to accumulated evaluations and selects new queries via an acquisition function such as expected improvement (EI). In practice, BO often concentrates evaluations…
Purpose: Bayesian calibration is theoretically superior to standard direct-search algorithm because it can reveal the full joint posterior distribution of the calibrated parameters. However, to date, Bayesian calibration has not been used…
Irregular multivariate time series forecasting is critical in many real-world applications, where time series are irregularly sampled and exhibit dynamically evolving missingness patterns. Although existing methods perform well in offline…
Modern Bayesian inference involves a mixture of computational techniques for estimating, validating, and drawing conclusions from probabilistic models as part of principled workflows for data analysis. Typical problems in Bayesian workflows…
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…
Conformal prediction has emerged as a cutting-edge methodology in statistics and machine learning, providing prediction intervals with finite-sample frequentist coverage guarantees. Yet, its interplay with Bayesian statistics, often…
Prompt learning has emerged as an effective technique for fine-tuning large-scale foundation models for downstream tasks. However, conventional prompt learning methods are prone to overfitting and can struggle with out-of-distribution…
Automated driving systems use multi-modal sensor suites to ensure the reliable, redundant and robust perception of the operating domain, for example camera and LiDAR. An accurate extrinsic calibration is required to fuse the camera and…
This paper considers the computer model calibration problem and provides a general frequentist solution. Under the proposed framework, the data model is semi-parametric with a nonparametric discrepancy function which accounts for any…
The calibration of simulators for complex social systems aims to identify the optimal parameter that drives the output of the simulator best matching the target data observed from the system. As many social systems may change internally…
Bayesian Networks (BNs) are of interest from an explainable AI viewpoint, offering transparent probabilistic models for decision support. Baymex is a recently introduced multi-objective evolutionary algorithm for learning discretized BNs,…
We present new Bayesian methodology for consumer sales forecasting. With a focus on multi-step ahead forecasting of daily sales of many supermarket items, we adapt dynamic count mixture models to forecast individual customer transactions,…
Modern epidemiological analytics increasingly use machine learning models that offer strong prediction but often lack calibrated uncertainty. Bayesian methods provide principled uncertainty quantification, yet are viewed as difficult to…
This paper presents a novel centralized, variational data assimilation approach for calibrating transient dynamic models in electrical power systems, focusing on load model parameters. With the increasing importance of inverter-based…
Artificial neural networks are often overconfident, undermining trust because their predicted probabilities do not match actual accuracy. Inspired by biological sleep and the role of spontaneous replay in memory and learning, we introduce…
This study presents a Bayesian learning perspective towards model predictive control algorithms. High-level frameworks have been developed separately in the earlier studies on Bayesian learning and sampling-based model predictive control.…
The Bayesian conjugate gradient method offers probabilistic solutions to linear systems but suffers from poor calibration, limiting its utility in uncertainty quantification tasks. Recent approaches leveraging postiterations to construct…
Axial piston pumps are indispensable power sources in high-stakes fluid power systems, including aerospace, marine, and heavy machinery applications. Their operational reliability is frequently compromised by compound faults that…
The recent increase in data availability and reliability has led to a surge in the development of learning-based model predictive control (MPC) frameworks for robot systems. Despite attaining substantial performance improvements over their…