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Bayesian learning is ubiquitous for implementing classification and regression tasks, however, it is accompanied by computationally intractable limitations when the feature spaces become extremely large. Aiming to solve this problem, we…

Quantum Physics · Physics 2019-12-24 Yusen Wu , Chao-hua Yu , Sujuan Qin , Qiaoyan Wen , Fei Gao

Developing deep learning techniques for geometric data is an active and fruitful research area. This paper tackles the problem of sphere-type surface learning by developing a novel surface-to-image representation. Using this representation…

Computer Vision and Pattern Recognition · Computer Science 2019-08-20 Niv Haim , Nimrod Segol , Heli Ben-Hamu , Haggai Maron , Yaron Lipman

A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…

Artificial Intelligence · Computer Science 2018-11-14 Zhenyu A. Liao , Charupriya Sharma , James Cussens , Peter van Beek

This paper is concerned with the filtering problem in continuous-time. Three algorithmic solution approaches for this problem are reviewed: (i) the classical Kalman-Bucy filter which provides an exact solution for the linear Gaussian…

Optimization and Control · Mathematics 2017-12-22 Amirhossein Taghvaei , Jana de Wiljes , Prashant G. Mehta , Sebastian Reich

We present a scalable and robust Bayesian inference method for linear state space models. The method is applied to demand forecasting in the context of a large e-commerce platform, paying special attention to intermittent and bursty target…

While modern machine learning has transformed numerous application domains, its growing computational demands increasingly constrain scalability and efficiency, particularly on embedded and resource-limited platforms. In practice, neural…

Machine Learning · Computer Science 2025-10-30 Bernhard Klein

Bayesian field-level inference of galaxy clustering guarantees optimal extraction of all cosmological information, provided that the data are correctly described by the forward model employed. The latter is unfortunately never strictly the…

Cosmology and Nongalactic Astrophysics · Physics 2025-10-08 Fabian Schmidt

Bayesian optimization is a popular tool for data-efficient optimization of expensive objective functions. In real-life applications like engineering design, the designer often wants to take multiple objectives as well as input uncertainty…

Artificial Intelligence · Computer Science 2022-02-28 J. Qing , I. Couckuyt , T. Dhaene

Bayesian approaches are one of the primary methodologies to tackle an inverse problem in high dimensions. Such an inverse problem arises in hydrology to infer the permeability field given flow data in a porous media. It is common practice…

Methodology · Statistics 2023-10-02 Navid Shervani-Tabar

In this paper we propose a Kalman filter aided saliency detection model which is based on the conjecture that salient regions are considerably different from our "visual expectation" or they are "visually surprising" in nature. In this…

Computer Vision and Pattern Recognition · Computer Science 2016-04-19 Sourya Roy , Pabitra Mitra

This paper presents a computational model of concept learning using Bayesian inference for a grammatically structured hypothesis space, and test the model on multisensory (visual and haptics) recognition of 3D objects. The study is…

Computer Vision and Pattern Recognition · Computer Science 2014-09-25 Ifeoma Nwogu , Goker Erdogan , Ilker Yildirim , Robert Jacobs

Variational inference enables approximate posterior inference of the highly over-parameterized neural networks that are popular in modern machine learning. Unfortunately, such posteriors are known to exhibit various pathological behaviors.…

Machine Learning · Computer Science 2021-06-15 Beau Coker , Weiwei Pan , Finale Doshi-Velez

One of the most common misconceptions made about the Kalman filter when applied to linear systems is that it requires an assumption that all error and noise processes are Gaussian. This misconception has frequently led to the Kalman filter…

Optimization and Control · Mathematics 2024-05-02 Jeffrey Uhlmann , Simon Julier

This paper deals with the representation and solution of asymmetric Bayesian decision problems. We present a formal framework, termed asymmetric influence diagrams, that is based on the influence diagram and allows an efficient…

Artificial Intelligence · Computer Science 2013-01-18 Thomas D. Nielsen , Finn Verner Jensen

We discuss properties of hierarchical Bayesian inversion through the ensemble Kalman filter (EnKF). Our focus will be primarily on deriving continuous-time limits for hierarchical inversion in the linear case. An important characteristic of…

Numerical Analysis · Mathematics 2018-01-04 Neil K. Chada

Biological systems commonly exhibit complex spatiotemporal patterns whose underlying generative mechanisms pose a significant analytical challenge. Traditional approaches to spatiodynamic inference rely on dimensionality reduction through…

Quantitative Methods · Quantitative Biology 2025-08-01 Jun Won Park , Kangyu Zhao , Sanket Rane

The Kalman filter (KF) provides optimal recursive state estimates for linear-Gaussian systems and underpins applications in control, signal processing, and others. However, it is vulnerable to outliers in the measurements and process noise.…

Systems and Control · Electrical Eng. & Systems 2025-07-02 Alan Yang , Stephen Boyd

The paper proposes a new recursive filter for non-linear systems that inherently computes a valid bound on the mean square estimation error. The proposed filter, bound based extended Kalman, (BEKF) is in the form of an extended Kalman…

Optimization and Control · Mathematics 2014-10-02 Gyorgy Hexner , Haim Weiss

The Bayesian approach to inverse problems is widely used in practice to infer unknown parameters from noisy observations. In this framework, the ensemble Kalman inversion has been successfully applied for the quantification of uncertainties…

Numerical Analysis · Mathematics 2019-10-15 Neil K. Chada , Claudia Schillings , Simon Weissmann

Deep neural networks have achieved impressive results on a wide variety of tasks. However, quantifying uncertainty in the network's output is a challenging task. Bayesian models offer a mathematical framework to reason about model…

Machine Learning · Computer Science 2019-05-28 Manikanta Srikar Yellapragada , Chandra Prakash Konkimalla