相关论文: Input design for Bayesian identification of non-li…

This research delves into optimizing mechanism design, with an emphasis on the energy efficiency and the expansive design possibilities of reciprocating mechanisms. It investigates how to efficiently integrate Computer-Aided Design (CAD)…

An incremental/online state dynamic learning method is proposed for identification of the nonlinear Gaussian state space models. The method embeds the stochastic variational sparse Gaussian process as the probabilistic state dynamic model…

Bayesian optimisation (BO) is a standard approach for sample-efficient global optimisation of expensive black-box functions, yet its scalability to high dimensions remains challenging. Here, we investigate nonlinear dimensionality reduction…

The Bayesian Cram\'er-Rao bound (CRB) provides a lower bound on the mean square error of any Bayesian estimator under mild regularity conditions. It can be used to benchmark the performance of statistical estimators, and provides a…

Battery impedance spectroscopy models are given by fractional order (FO) differential equations. In the discrete-time domain, they give rise to state-space models where the latent process is not Markovian. Parameter estimation for these…

We design specific neural networks (NNs) for the identification of switching nonlinear systems in the state-space form, which explicitly model the switching behavior and address the inherent coupling between system parameters and switching…

This paper proposes a symbolic-numeric Bayesian filtering method for a class of discrete-time nonlinear stochastic systems to achieve high accuracy with a relatively small online computational cost. The proposed method is based on the…

Stochastic Computing (SC) is a computing paradigm that allows for the low-cost and low-power computation of various arithmetic operations using stochastic bit streams and digital logic. In contrast to conventional representation schemes…

The generation of decision-theoretic Bayesian optimal designs is complicated by the significant computational challenge of minimising an analytically intractable expected loss function over a, potentially, high-dimensional design space. A…

We study stochastic optimization algorithms for constrained nonconvex stochastic optimization problems with Markovian data. In particular, we focus on the case when the transition kernel of the Markov chain is state-dependent. Such…

Nonlocal operators of fractional type are a popular modeling choice for applications that do not adhere to classical diffusive behavior; however, one major challenge in nonlocal simulations is the selection of model parameters. In this work…

Finding methods for making generalizable predictions is a fundamental problem of machine learning. By looking into similarities between the prediction problem for unknown data and the lossless compression we have found an approach that…

The classical approach to system identification is based on stochastic assumptions about the measurement error, and provides estimates that have random nature. Worst-case identification, on the other hand, only assumes the knowledge of…

The paper suggests a generalization of the Sign-Perturbed Sums (SPS) finite sample system identification method for the identification of closed-loop observable stochastic linear systems in state-space form. The solution builds on the…

We consider Bayesian online static parameter estimation for state-space models. This is a very important problem, but is very computationally challenging as the state- of-the art methods that are exact, often have a computational cost that…

We analyze the statistical performance of identification of stochastic dynamical systems with non-linear measurement sensors. This includes stochastic Wiener systems, with linear dynamics, process noise and measured by a non-linear sensor…

Uncertainties such as manufacturing tolerances cause performance variations in complex engineering systems, making robust design optimization (RDO) essential. However, simulation-based RDO faces high computational cost for statistical…

Bayesian optimization (BO) is a popular approach to optimize expensive-to-evaluate black-box functions. A significant challenge in BO is to scale to high-dimensional parameter spaces while retaining sample efficiency. A solution considered…

There has been considerable recent interest in Bayesian modeling of high-dimensional networks via latent space approaches. When the number of nodes increases, estimation based on Markov Chain Monte Carlo can be extremely slow and show poor…

This paper focuses on radar waveform optimization for minimizing the Cram\'er-Rao bound (CRB) in a multiple-input multiple-output (MIMO) radar system. In contrast to conventional approaches relying on semi-definite programming (SDP) and…