相关论文: A Corrected Expected Improvement Acquisition Funct…

A greedy algorithm is proposed for sparse-sensor selection in reduced-order sensing that contains correlated noise in measurement. The sensor selection is carried out by maximizing the determinant of the Fisher information matrix in a…

Black-box problems are common in real life like structural design, drug experiments, and machine learning. When optimizing black-box systems, decision-makers always consider multiple performances and give the final decision by comprehensive…

Global optimization of black-box functions from noisy samples is a fundamental challenge in machine learning and scientific computing. Traditional methods such as Bayesian Optimization often converge to local minima on multi-modal…

Bayesian Optimization using Gaussian Processes is a popular approach to deal with the optimization of expensive black-box functions. However, because of the a priori on the stationarity of the covariance matrix of classic Gaussian…

Information theoretic active learning has been widely studied for probabilistic models. For simple regression an optimal myopic policy is easily tractable. However, for other tasks and with more complex models, such as classification with…

This note addresses the question of optimally estimating a linear functional of an object acquired through linear observations corrupted by random noise, where optimality pertains to a worst-case setting tied to a symmetric, convex, and…

We introduce a class of acquisition functions for sample selection that leads to faster convergence in applications related to Bayesian experimental design and uncertainty quantification. The approach follows the paradigm of active…

Speech enhancement in hearing aids remains a difficult task in nonstationary acoustic environments, mainly because current signal processing algorithms rely on fixed, manually tuned parameters that cannot adapt in situ to different users or…

We consider the utilization of a computational model to guide the optimal acquisition of experimental data to inform the stochastic description of model input parameters. Our formulation is based on the recently developed consistent…

We propose an adaptive learning procedure to learn patch-based image priors for image denoising. The new algorithm, called the Expectation-Maximization (EM) adaptation, takes a generic prior learned from a generic external database and…

Estimating posteriors and the associated model evidences, with desired accuracy and affordable computational cost, is a core issue of Bayesian model updating, and can be of great challenge given expensive-to-evaluate models and posteriors…

Bayesian optimisation has gained great popularity as a tool for optimising the parameters of machine learning algorithms and models. Somewhat ironically, setting up the hyper-parameters of Bayesian optimisation methods is notoriously hard.…

Bayesian Optimization is a sample-efficient black-box optimization procedure that is typically applied to problems with a small number of independent objectives. However, in practice we often wish to optimize objectives defined over many…

We consider optimal experimental design (OED) for nonlinear inverse problems within the Bayesian framework. Optimizing the data acquisition process for large-scale nonlinear Bayesian inverse problems is a computationally challenging task…

We consider the Bayesian active learning and experimental design problem, where the goal is to learn the value of some unknown target variable through a sequence of informative, noisy tests. In contrast to prior work, we focus on the…

Global optimisation to optimise expensive-to-evaluate black-box functions without gradient information. Bayesian optimisation, one of the most well-known techniques, typically employs Gaussian processes as surrogate models, leveraging their…

We introduce a scalable Bayesian preference learning method for identifying convincing arguments in the absence of gold-standard rat- ings or rankings. In contrast to previous work, we avoid the need for separate methods to perform quality…

We study the problem of estimating the mode and maximum of an unknown regression function in the presence of noise. We adopt the Bayesian approach by using tensor-product B-splines and endowing the coefficients with Gaussian priors. In the…

Dynamic pricing is the practice of adjusting the selling price of a product to maximize a firm's revenue by responding to market demand. The literature typically distinguishes between two settings: infinite inventory, where the firm has…

We present a noise-injected version of the Expectation-Maximization (EM) algorithm: the Noisy Expectation Maximization (NEM) algorithm. The NEM algorithm uses noise to speed up the convergence of the EM algorithm. The NEM theorem shows that…