相关论文: Bayesian Hierarchical Modelling of Noisy Gamma Pro…

We introduce graph gamma process (GGP) linear dynamical systems to model real-valued multivariate time series. For temporal pattern discovery, the latent representation under the model is used to decompose the time series into a…

We propose a multistage method for making inference at all levels of a Bayesian hierarchical model (BHM) using natural data partitions to increase efficiency by allowing computations to take place in parallel form using software that is…

A central challenge in computational modeling of dynamic biological systems is parameter inference from experimental time course measurements. However, one would not only like to infer kinetic parameters but also study their variability…

Accurate prediction of engine-out NOx is essential for meeting stringent emissions regulations and optimizing engine performance. Traditional approaches rely on models trained on data from a small number of engines, which can be…

Mathematical models of real life phenomena are highly nonlinear involving multiple parameters and often exhibiting complex dynamics. Experimental data sets are typically small and noisy, rendering estimation of parameters from such data…

We introduce a simple and scalable method for training Gaussian process (GP) models that exploits cross-validation and nearest neighbor truncation. To accommodate binary and multi-class classification we leverage P\`olya-Gamma auxiliary…

Bayesian mechanics provides a framework that addresses dynamical systems that can be conceptualised as Bayesian inference. However, elucidating the requisite generative models is essential for empirical applications to realistic…

In all areas of human knowledge, datasets are increasing in both size and complexity, creating the need for richer statistical models. This trend is also true for economic data, where high-dimensional and nonlinear/nonparametric inference…

Many real world problems exhibit patterns that have periodic behavior. For example, in astrophysics, periodic variable stars play a pivotal role in understanding our universe. An important step when analyzing data from such processes is the…

The vast majority of network datasets contains errors and omissions, although this is rarely incorporated in traditional network analysis. Recently, an increasing effort has been made to fill this methodological gap by developing network…

Extracting meaning from uncertain, noisy data is a fundamental problem across time series analysis, pattern recognition, and language modeling. This survey presents a unified mathematical framework that connects classical estimation theory,…

Degradation data are considered for assessing reliability in highly reliable systems. The usual assumption is that degradation units come from a homogeneous population. But in presence of high variability in the manufacturing process, this…

Gaussian process emulators of computationally expensive computer codes provide fast statistical approximations to model physical processes. The training of these surrogates depends on the set of design points chosen to run the simulator.…

Procedural noise is a fundamental component of computer graphics pipelines, offering a flexible way to generate textures that exhibit "natural" random variation. Many different types of noise exist, each produced by a separate algorithm. In…

Many industrial and engineering processes monitored as times series have smooth trends that indicate normal behavior and occasionally anomalous patterns that can indicate a problem. This kind of behavior can be modeled by a smooth trend,…

Building a machine learning solution in real-life applications often involves the decomposition of the problem into multiple models of various complexity. This has advantages in terms of overall performance, better interpretability of the…

This paper considers the problem of estimating linear dynamic system models when the observations are corrupted by random disturbances with nonstandard distributions. The paper is particularly motivated by applications where sensor…

Intuitive human-machine interfaces may be developed using pattern classification to estimate executed human motions from electromyogram (EMG) signals generated during muscle contraction. The continual use of EMG-based interfaces gradually…

We propose an approach utilizing gamma-distributed random variables, coupled with log-Gaussian modeling, to generate synthetic datasets suitable for training neural networks. This addresses the challenge of limited real observations in…

Many inverse problems arising in applications come from continuum models where the unknown parameter is a field. In practice the unknown field is discretized resulting in a problem in $\mathbb{R}^N$, with an understanding that refining the…