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Sampling-based algorithms solve the path planning problem by generating random samples in the search-space and incrementally growing a connectivity graph or a tree. Conventionally, the sampling strategy used in these algorithms is biased…

Robotics · Computer Science 2021-02-26 Sagar Suhas Joshi , Seth Hutchinson , Panagiotis Tsiotras

Bayesian estimation is a vital tool in robotics as it allows systems to update the robot state belief using incomplete information from noisy sensors. To render the state estimation problem tractable, many systems assume that the motion and…

Robotics · Computer Science 2025-01-13 Miguel Saavedra-Ruiz , Steven A. Parkison , Ria Arora , James Richard Forbes , Liam Paull

The accuracy of Bayesian inference can be negatively affected by the use of inaccurate forward models. In the case of gravitational-wave inference, accurate but computationally expensive waveform models are sometimes substituted with faster…

Instrumentation and Methods for Astrophysics · Physics 2024-04-02 Miaoxin Liu , Xiao-Dong Li , Alvin J. K. Chua

We consider Bayesian optimization using Gaussian Process models, also referred to as kernel-based bandit optimization. We study the methodology of exploring the domain using random samples drawn from a distribution. We show that this random…

Machine Learning · Computer Science 2024-02-05 Sudeep Salgia , Sattar Vakili , Qing Zhao

This work discusses a novel method for estimating the location of a gas source based on spatially distributed concentration measurements taken, e.g., by a mobile robot or flying platform that follows a predefined trajectory to collect…

Machine Learning · Computer Science 2024-05-08 Victor Scott Prieto Ruiz , Patrick Hinsen , Thomas Wiedemann , Constantin Christof , Dmitriy Shutin

Causal discovery is crucial for understanding complex systems and informing decisions. While observational data can uncover causal relationships under certain assumptions, it often falls short, making active interventions necessary. Current…

Machine Learning · Computer Science 2024-06-18 Yuxuan Wang , Mingzhou Liu , Xinwei Sun , Wei Wang , Yizhou Wang

Motivated by the goal of improving the efficiency of small sample design, we propose a novel Bayesian stochastic approximation method to estimate the root of a regression function. The method features adaptive local modelling and…

Methodology · Statistics 2017-05-08 Jin Xu , Cui Xiong , Rongji Mu

The application of radio-based positioning systems is ever increasing. In light of the dissemination of the Internet of Things and location-aware communication systems, the demands on localization architectures and amount of possible use…

Signal Processing · Electrical Eng. & Systems 2022-07-19 Andrea Jung , Paul Schwarzbach , Oliver Michler

Machine Learning algorithms, such as Boosted Decisions Trees and Deep Neural Network, are widely used in High-Energy-Physics. The aim of this study is to apply Bayesian Optimization to tune the hyperparameters used in a machine learning…

Data Analysis, Statistics and Probability · Physics 2019-11-12 Oriel Kiss

A greedy algorithm is proposed for sparse-sensor selection in reduced-order sensing that contains correlated noise in measurement. The sensor selection is carried out by maximizing the determinant of the Fisher information matrix in a…

Optimization and Control · Mathematics 2021-04-28 Keigo Yamada , Yuji Saito , Koki Nankai , Taku Nonomura , Keisuke Asai , Daisuke Tsubakino

We consider the reconstruction of moving sources using partial measured data. A two-step deterministic-statistical approach is proposed. In the first step, an approximate direct sampling method is developed to obtain the locations of the…

Numerical Analysis · Mathematics 2021-07-07 Yanfang Liu , Yukun Guo , Jiguang Sun

Real-world robots are becoming increasingly complex and commonly act in poorly understood environments where it is extremely challenging to model or learn their true dynamics. Therefore, it might be desirable to take a task-specific…

Systems and Control · Computer Science 2017-09-25 Somil Bansal , Roberto Calandra , Ted Xiao , Sergey Levine , Claire J. Tomlin

The problem of mixed signals occurs in many different contexts; one of the most familiar being acoustics. The forward problem in acoustics consists of finding the sound pressure levels at various detectors resulting from sound signals…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Kevin H. Knuth

Bayesian optimization is proposed for automatic learning of optimal controller parameters from experimental data. A probabilistic description (a Gaussian process) is used to model the unknown function from controller parameters to a…

Systems and Control · Computer Science 2019-01-24 Matthias Neumann-Brosig , Alonso Marco , Dieter Schwarzmann , Sebastian Trimpe

Bayesian Optimization is methodology used in statistical modelling that utilizes a Gaussian process prior distribution to iteratively update a posterior distribution towards the true distribution of the data. Finding unbiased informative…

Machine Learning · Computer Science 2021-01-05 Ruduan Plug

This paper proposes a new class of real-time optimization schemes to overcome system-model mismatch of uncertain processes. This work's novelty lies in integrating derivative-free optimization schemes and multi-fidelity Gaussian processes…

Machine Learning · Computer Science 2021-11-11 Panagiotis Petsagkourakis , Benoit Chachuat , Ehecatl Antonio del Rio-Chanona

Optimization of expensive computer models with the help of Gaussian process emulators in now commonplace. However, when several (competing) objectives are considered, choosing an appropriate sampling strategy remains an open question. We…

Optimization and Control · Mathematics 2013-10-03 Victor Picheny

Adaptive control approaches yield high-performance controllers when a precise system model or suitable parametrizations of the controller are available. Existing data-driven approaches for adaptive control mostly augment standard…

Systems and Control · Electrical Eng. & Systems 2021-03-03 Christopher König , Matteo Turchetta , John Lygeros , Alisa Rupenyan , Andreas Krause

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…

Applications · Statistics 2018-08-24 Ran Rubin

In this paper we present a new fast and accurate method for Radial Basis Function (RBF) approximation, including interpolation as a special case, which enables us to effectively find the optimal value of the RBF shape parameter. In…

Numerical Analysis · Mathematics 2023-11-09 Roberto Cavoretto , Alessandra De Rossi , Sandro Lancellotti