相关论文: Distributional properties and parameters estimatio…

General Stochastic Hybrid Systems (GSHS) have been formulated to represent various types of uncertainties in hybrid dynamical systems. In this paper, we propose computational techniques for Bayesian estimation of GSHS. In particular, the…

With recent advances in sequencing technologies, large amounts of epigenomic data have become available and computational methods are contributing significantly to the progress of epigenetic research. As an orthogonal approach to methods…

This work presents a novel method for extracting potential barrier distributions from experimental fusion cross sections. We utilize a simple Gaussian process regression (GPR) framework to model the observed cross sections as a function of…

Gaussian Process Regression (GPR) is a Bayesian method for inferring profiles based on input data. The technique is increasing in popularity in the fusion community due to its many advantages over traditional fitting techniques including…

Gaussian processes are a natural way of defining prior distributions over functions of one or more input variables. In a simple nonparametric regression problem, where such a function gives the mean of a Gaussian distribution for an…

Many probabilistic models introduce strong dependencies between variables using a latent multivariate Gaussian distribution or a Gaussian process. We present a new Markov chain Monte Carlo algorithm for performing inference in models with…

When partitioning workflows in realistic scenarios, the knowledge of the processing units is often vague or unknown. A naive approach to addressing this issue is to perform many controlled experiments for different workloads, each…

In this paper, we discuss an extension of the Split Hamiltonian Monte Carlo (Split HMC) method for Gaussian process model (GPM). This method is based on splitting the Hamiltonian in a way that allows much of the movement around the state…

A Gaussian process (GP)-based methodology is proposed to emulate complex dynamical computer models (or simulators). The method relies on emulating the numerical flow map of the system over an initial (short) time step, where the flow map is…

Bayesian feature allocation models are a popular tool for modelling data with a combinatorial latent structure. Exact inference in these models is generally intractable and so practitioners typically apply Markov Chain Monte Carlo (MCMC)…

Generative Bayesian Filtering (GBF) provides a powerful and flexible framework for performing posterior inference in complex nonlinear and non-Gaussian state-space models. Our approach extends Generative Bayesian Computation (GBC) to…

Identifying the active factors that have significant impacts on the output of the complex system is an important but challenging variable selection problem in computer experiments. In this paper, a Bayesian hierarchical Gaussian process…

We introduce an ensemble learning method based on Gaussian Process Regression (GPR) for predicting conditional expected stock returns given stock-level and macro-economic information. Our ensemble learning approach significantly reduces the…

We introduce and document a class of probability distributions, called bilateral generalized inverse Gaussian (BGIG) distributions, that are obtained by convolution of two generalized inverse Gaussian distributions supported by the positive…

Gaussian process state-space models (GP-SSMs) are a very flexible family of models of nonlinear dynamical systems. They comprise a Bayesian nonparametric representation of the dynamics of the system and additional (hyper-)parameters…

We develop statistical models for samples of distribution-valued stochastic processes featuring time-indexed univariate distributions, with emphasis on functional principal component analysis. The proposed model presents an intrinsic rather…

Differential Equation (DE) is a commonly used modeling method in various scientific subjects such as finance and biology. The parameters in DE models often have interesting scientific interpretations, but their values are often unknown and…

In order to improve the performance of Bayesian optimisation, we develop a modified Gaussian process upper confidence bound (GP-UCB) acquisition function. This is done by sampling the exploration-exploitation trade-off parameter from a…

A Gaussian Process GP based ground segmentation method is proposed in this paper which is fully developed in a probabilistic framework. The proposed method tends to obtain a continuous realistic model of the ground. The LiDAR…

We introduce a general class of stochastic processes driven by a multifractional Brownian motion (mBm) and study the estimation problems of their pointwise H\"older exponents (PHE) based on a new localized generalized quadratic variation…