相关论文: Probabilistic Models for Manufacturing Lead Times

Machine learning models play a vital role in time series forecasting. These models, however, often overlook an important element: point uncertainty estimates. Incorporating these estimates is crucial for effective risk management, informed…

This paper argues that there has not been enough discussion in the field of applications of Gaussian Process for the fast moving consumer goods industry. Yet, this technique can be important as it e.g., can provide automatic feature…

Stochastic processes find applications in modelling systems in a variety of disciplines. A large number of stochastic models considered are Markovian in nature. It is often observed that higher order Markov processes can model the data…

Bayesian modelling of dynamic systems must achieve a compromise between providing a complete mechanistic specification of the process while retaining the flexibility to handle those situations in which data is sparse relative to model…

Preference modelling lies at the intersection of economics, decision theory, machine learning and statistics. By understanding individuals' preferences and how they make choices, we can build products that closely match their expectations,…

This paper proposes a new class of real-time optimization schemes to overcome system-model mismatch of uncertain processes. This work's novelty lies in integrating derivative-free optimization schemes and multi-fidelity Gaussian processes…

Purpose: Machine learning is broadly used for clinical data analysis. Before training a model, a machine learning algorithm must be selected. Also, the values of one or more model parameters termed hyper-parameters must be set. Selecting…

High dimensional predictive regressions are useful in wide range of applications. However, the theory is mainly developed assuming that the model is stationary with time invariant parameters. This is at odds with the prevalent evidence for…

Throughout the life sciences we routinely seek to interpret measurements and observations using parameterised mechanistic mathematical models. A fundamental and often overlooked choice in this approach involves relating the solution of a…

Gaussian processes (GPs) are a powerful tool for probabilistic inference over functions. They have been applied to both regression and non-linear dimensionality reduction, and offer desirable properties such as uncertainty estimates,…

The optimization of composition and processing to obtain materials that exhibit desirable characteristics has historically relied on a combination of scientist intuition, trial and error, and luck. We propose a methodology that can…

Almost all scientific data have uncertainties originating from different sources. Gaussian process regression (GPR) models are a natural way to model data with Gaussian-distributed uncertainties. GPR also has the benefit of reducing I/O…

Investigating the relationship, particularly the lead-lag effect, between time series is a common question across various disciplines, especially when uncovering biological process. However, analyzing time series presents several…

Generalized linear models (GLMs) -- such as logistic regression, Poisson regression, and robust regression -- provide interpretable models for diverse data types. Probabilistic approaches, particularly Bayesian ones, allow coherent…

For the efficient and safe use of lithium-ion batteries, diagnosing their current state and predicting future states are crucial. Although there exist many models for the prediction of battery cycle life, they typically have very complex…

In this paper we review the concepts of Bayesian evidence and Bayes factors, also known as log odds ratios, and their application to model selection. The theory is presented along with a discussion of analytic, approximate and numerical…

We present a unified probabilistic gradient boosting framework for regression tasks that models and predicts the entire conditional distribution of a univariate response variable as a function of covariates. Our likelihood-based approach…

State-space models (SSMs) are a highly expressive model class for learning patterns in time series data and for system identification. Deterministic versions of SSMs (e.g. LSTMs) proved extremely successful in modeling complex time series…

In biomanufacturing, developing an accurate model to simulate the complex dynamics of bioprocesses is an important yet challenging task. This is partially due to the uncertainty associated with bioprocesses, high data acquisition cost, and…

The Gaussian process (GP) regression model is a widely employed surrogate modeling technique for computer experiments, offering precise predictions and statistical inference for the computer simulators that generate experimental data.…