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Latent variable time-series models are among the most heavily used tools from machine learning and applied statistics. These models have the advantage of learning latent structure both from noisy observations and from the temporal ordering…

机器学习 · 统计学 2015-11-24 Evan Archer , Il Memming Park , Lars Buesing , John Cunningham , Liam Paninski

The majority of inverse kinematics (IK) algorithms search for solutions in a configuration space defined by joint angles. However, the kinematics of many robots can also be described in terms of distances between rigidly-attached points,…

机器人学 · 计算机科学 2022-07-06 Filip Marić , Matthew Giamou , Ivan Petrović , Jonathan Kelly

Structured low-rank matrix models have previously been introduced to enable calibrationless MR image reconstruction from sub-Nyquist data, and such ideas have recently been extended to enable navigator-free echo-planar imaging (EPI) ghost…

计算机视觉与模式识别 · 计算机科学 2019-02-11 Rodrigo A. Lobos , Tae Hyung Kim , W. Scott Hoge , Justin P. Haldar

Ensemble Kalman Inversion (EKI) has been a very popular algorithm used in Bayesian inverse problems. It samples particles from a prior distribution, and introduces a motion to move the particles around in pseudo-time. As the pseudo-time…

数值分析 · 数学 2025-03-07 Zhiyan Ding , Qin Li

In this work, we present an efficient rank-compression approach for the classical simulation of Kraus decoherence channels in noisy quantum circuits. The approximation is achieved through iterative compression of the density matrix based on…

量子物理 · 物理学 2020-09-16 Yi-Ting Chen , Collin Farquhar , Robert M. Parrish

We consider the problem of estimating the uncertainty in statistical inverse problems using Bayesian inference. When the probability density of the noise and the prior are Gaussian, the solution of such a statistical inverse problem is also…

数值分析 · 数学 2018-07-20 Peter Benner , Yue Qiu , Martin Stoll

In order to integrate uncertainty estimates into deep time-series modelling, Kalman Filters (KFs) (Kalman et al., 1960) have been integrated with deep learning models, however, such approaches typically rely on approximate inference…

机器学习 · 计算机科学 2019-05-20 Philipp Becker , Harit Pandya , Gregor Gebhardt , Cheng Zhao , James Taylor , Gerhard Neumann

The minimum error entropy (MEE) has been extensively used in unscented Kalman filter (UKF) to handle impulsive noises or abnormal measurement data in non-Gaussian systems. However, the MEE-UKF has poor numerical stability due to the inverse…

信号处理 · 电气工程与系统科学 2023-09-19 Boyu Tian , Haiquan Zhao

In this paper, we study the problem of image recovery from given partial (corrupted) observations. Recovering an image using a low-rank model has been an active research area in data analysis and machine learning. But often, images are not…

计算机视觉与模式识别 · 计算机科学 2020-03-13 Pawan Goyal , Hussam Al Daas , Peter Benner

High-dimensional matrix regression has been studied in various aspects, such as statistical properties, computational efficiency and application to specific instances including multivariate regression, system identification and matrix…

统计理论 · 数学 2024-03-06 Xin Li , Dongya Wu

The task of recovering a low-rank matrix from its noisy linear measurements plays a central role in computational science. Smooth formulations of the problem often exhibit an undesirable phenomenon: the condition number, classically…

Traditional hyperspectral unmixing methods neglect the underlying variability of spectral signatures often observed in typical hyperspectral images (HI), propagating these missmodeling errors throughout the whole unmixing process. Attempts…

计算机视觉与模式识别 · 计算机科学 2019-10-25 Tales Imbiriba , Ricardo Augusto Borsoi , José Carlos Moreira Bermudez

Many parameter estimation problems arising in applications are best cast in the framework of Bayesian inversion. This allows not only for an estimate of the parameters, but also for the quantification of uncertainties in the estimates.…

统计计算 · 统计学 2020-10-28 Emmet Cleary , Alfredo Garbuno-Inigo , Shiwei Lan , Tapio Schneider , Andrew M Stuart

Continuous latent time series models are prevalent in Bayesian modeling; examples include the Kalman filter, dynamic collaborative filtering, or dynamic topic models. These models often benefit from structured, non mean field variational…

机器学习 · 统计学 2017-07-05 Robert Bamler , Stephan Mandt

This work presents a scalable control framework based on nonlinear Model Predictive Control for high-dimensional dynamical systems. The proposed approach addresses the key challenges of model scalability and partial observability by…

流体动力学 · 物理学 2025-11-25 Luigi Marra , Onofrio Semeraro , Lionel Mathelin , Andrea Meilán-Vila , Stefano Discetti

Bayesian inverse problems use observed data to update a prior probability distribution for an unknown state or parameter of a scientific system to a posterior distribution conditioned on the data. In many applications, the unknown parameter…

数值分析 · 数学 2026-05-12 Josie König , Elizabeth Qian , Melina A. Freitag

Inverse problems aim to determine model parameters of a mathematical problem from given observational data. Neural networks can provide an efficient tool to solve these problems. In the context of Bayesian inverse problems, Uncertainty…

数值分析 · 数学 2025-09-16 Andrea Tonini , Tan Bui-Thanh , Francesco Regazzoni , Luca Dede' , Alfio Quarteroni

Reinforcement learning (RL) tackles sequential decision-making problems by creating agents that interacts with their environment. However, existing algorithms often view these problem as static, focusing on point estimates for model…

机器学习 · 统计学 2024-03-21 Frank Shih , Faming Liang

Low-cost inertial measurement units (IMUs) are widely utilized in mobile robot localization due to their affordability and ease of integration. However, their complex, nonlinear, and time-varying noise characteristics often lead to…

机器人学 · 计算机科学 2026-02-04 Yaohua Liu , Qiao Xu , Binkai Ou

We study an inverse scattering problem for a generic hyperbolic system of equations with an unknown coefficient called the reflectivity. The solution of the system models waves (sound, electromagnetic or elastic), and the reflectivity…