相关论文: Multivariate control charts based on Bayesian stat…

We propose a flexible Bayesian approach for estimating the joint density of a multivariate outcome of interest in the presence of categorical covariates. Leveraging a Gaussian copula framework, our method effectively captures the dependence…

Event-triggered and self-triggered control have been proposed in recent years as promising control strategies to reduce communication resources in Networked Control Systems (NCSs). Based on the notion of set-invariance theory, this note…

Adaptive machine learning (ML) aims to allow ML models to adapt to ever-changing environments with potential concept drift after model deployment. Traditionally, adaptive ML requires a new dataset to be manually labeled to tailor deployed…

To use control charts in practice, the in-control state usually has to be estimated. This estimation has a detrimental effect on the performance of control charts, which is often measured for example by the false alarm probability or the…

We propose a model predictive control approach for autonomous vehicles that exploits learned Gaussian processes for predicting human driving behavior. The proposed approach employs the uncertainty about the GP's prediction to achieve…

Investigating the problem of setting control limits in the case of parameter uncertainty is more accessible when monitoring the variance because only one parameter has to be estimated. Simply ignoring the induced uncertainty frequently…

Recently, a novel linear model predictive control algorithm based on a physics-informed Gaussian Process has been introduced, whose realizations strictly follow a system of underlying linear ordinary differential equations with constant…

Many systems such as autonomous vehicles and quadrotors are subject to parametric uncertainties and external disturbances. These uncertainties can lead to undesired performance degradation and safety issues. Therefore, it is important to…

We consider the problem of multivariate density deconvolution where the distribution of a random vector needs to be estimated from replicates contaminated with conditionally heteroscedastic measurement errors. We propose a conceptually…

Variational Auto-Encoders (VAEs) are capable of learning latent representations for high dimensional data. However, due to the i.i.d. assumption, VAEs only optimize the singleton variational distributions and fail to account for the…

This paper proposes a fast two-stage variational Bayesian (VB) algorithm to estimate unrestricted panel spatial autoregressive models. Using Dirichlet-Laplace priors, we are able to uncover the spatial relationships between cross-sectional…

Control variates are variance reduction techniques for Monte Carlo estimators. They play a critical role in improving Monte Carlo estimators in scientific and machine learning applications that involve computationally expensive integrals.…

Monte Carlo sampling for Bayesian posterior inference is a common approach used in machine learning. The Markov Chain Monte Carlo procedures that are used are often discrete-time analogues of associated stochastic differential equations…

Neural control variates (NCVs) have emerged as a powerful tool for variance reduction in Monte Carlo (MC) simulations, particularly in high-dimensional problems where traditional control variates are difficult to construct analytically. By…

Multivariate spatially-oriented data sets are prevalent in the environmental and physical sciences. Scientists seek to jointly model multiple variables, each indexed by a spatial location, to capture any underlying spatial association for…

A new methodology is presented for the construction of control variates to reduce the variance of additive functionals of Markov Chain Monte Carlo (MCMC) samplers. Our control variates are definedthrough the minimization of the asymptotic…

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…

In multivariate time series, the estimation of the covariance matrix of the observation innovations plays an important role in forecasting as it enables the computation of the standardized forecast error vectors as well as it enables the…

Variational autoencoder (VAE) neural networks can be trained to generate power system states that capture both marginal distribution and multivariate dependencies of historical data. The coordinates of the latent space codes of VAEs have…

Biopharmaceutical manufacturing is a rapidly growing industry with impact in virtually all branches of medicines. Biomanufacturing processes require close monitoring and control, in the presence of complex bioprocess dynamics with many…