相关论文: Bayesian Parameter Estimations for Grey System Mod…

In transportation applications such as real-time route guidance, ramp metering, congestion pricing and special events traffic management, accurate short-term traffic flow prediction is needed. For this purpose, this paper proposes several…

We propose a novel approach to improve prediction accuracy of grey power models including GM(1,1) and grey Verhulst model through optimization of the initial condition and model parameters in this paper. And we propose a modified grey…

Parameter estimation is crucial for modeling, tracking, and control of complex dynamical systems. However, parameter uncertainties can compromise system performance under a controller relying on nominal parameter values. Typically,…

Dynamic behavior of traffic adversely affect the performance of the prediction models in intelligent transportation applications. This study applies Gaussian processes (GPs) to traffic speed prediction. Such predictions can be used by…

Gaussian process (GP) priors are non-parametric generative models with appealing modelling properties for Bayesian inference: they can model non-linear relationships through noisy observations, have closed-form expressions for training and…

This paper examines the issue of fairness in the estimation of graphical models (GMs), particularly Gaussian, Covariance, and Ising models. These models play a vital role in understanding complex relationships in high-dimensional data.…

Graphical models describe associations between variables through the notion of conditional independence. Gaussian graphical models are a widely used class of such models where the relationships are formalized by non-null entries of the…

We extend the recently introduced regularization/Bayesian System Identification procedures to the estimation of time-varying systems. Specifically, we consider an online setting, in which new data become available at given time steps. The…

Traffic congestion at a signalized intersection greatly reduces the travel time reliability in urban areas. Adaptive signal control system (ASCS) is the most advanced traffic signal technology that regulates the signal phasing and timings…

We compare the accuracy, precision and reliability of different methods for estimating key system parameters for two-level systems subject to Hamiltonian evolution and decoherence. It is demonstrated that the use of Bayesian modelling and…

Modeling stochastic traffic behaviors at the microscopic level, such as car-following and lane-changing, is a crucial task to understand the interactions between individual vehicles in traffic streams. Leveraging a recently developed theory…

We propose a machine learning framework for parameter estimation of single mode Gaussian quantum states. Under a Bayesian framework, our approach estimates parameters of suitable prior distributions from measured data. For phase-space…

Inference for streaming time-series is tightly coupled with the problem of Bayesian on-line state and parameter inference. In this paper we will introduce Dynamic Generalised Linear Models, the class of models often chosen to model…

Modeling the relationship between vehicle speed and density on the road is a fundamental problem in traffic flow theory. Recent research found that using the least-squares (LS) method to calibrate single-regime speed-density models is…

We present and assess a Bayesian method to interpret gravitational wave signals from binary black holes. Our method directly compares gravitational wave data to numerical relativity simulations. This procedure bypasses approximations used…

The purpose of the article is twofold. Firstly, we review some recent results on the maximum likelihood estimation in the regression model of the form $X_t = \theta G(t) + B_t$, where $B$ is a Gaussian process, $G(t)$ is a known function,…

Whitening is a classical technique in unsupervised learning that can facilitate estimation tasks by standardizing data. An important application is the estimation of latent variable models via the decomposition of tensors built from…

This paper re-examines the problem of parameter estimation in Bayesian networks with missing values and hidden variables from the perspective of recent work in on-line learning [Kivinen & Warmuth, 1994]. We provide a unified framework for…

This paper deals with estimating model parameters in graphical models. We reformulate it as an information geometric optimization problem and introduce a natural gradient descent strategy that incorporates additional meta parameters. We…

Distributed estimation methods have recently been used to compute the maximum likelihood estimate of the precision matrix for large graphical Gaussian models. Our aim, in this paper, is to give a Bayesian estimate of the precision matrix…