相关论文: Rate-Informed Discovery via Bayesian Adaptive Mult…

Anomaly detection in connected autonomous vehicles (CAVs) is crucial for maintaining safe and reliable transportation networks, as CAVs can be susceptible to sensor malfunctions, cyber-attacks, and unexpected environmental disruptions. This…

Parameter tuning for vehicle controllers remains a costly and time-intensive challenge in automotive development. Traditional approaches rely on extensive real-world testing, making the process inefficient. We propose a multi-fidelity…

In applications of Gaussian processes where quantification of uncertainty is a strict requirement, it is necessary to accurately characterize the posterior distribution over Gaussian process covariance parameters. Normally, this is done by…

Agent-based modelling (ABMing) is a powerful and intuitive approach to modelling complex systems; however, the intractability of ABMs' likelihood functions and the non-differentiability of the mathematical operations comprising these models…

In Reinforcement Learning (RL), multi-armed Bandit (MAB) problems have found applications across diverse domains such as recommender systems, healthcare, and finance. Traditional MAB algorithms typically assume stationary reward…

Sampling-based algorithms, which eliminate ''unimportant'' computations during forward and/or back propagation (BP), offer potential solutions to accelerate neural network training. However, since sampling introduces approximations to…

This paper is on Bayesian inference for parametric statistical models that are defined by a stochastic simulator which specifies how data is generated. Exact sampling is then possible but evaluating the likelihood function is typically…

During online decision making in Multi-Armed Bandits (MAB), one needs to conduct inference on the true mean reward of each arm based on data collected so far at each step. However, since the arms are adaptively selected--thereby yielding…

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…

This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…

Autonomous driving vehicles aim to free the hands of vehicle operators, helping them to drive easier and faster, meanwhile, improving the safety of driving on the highway or in complex scenarios. Automated driving systems (ADS) are…

We propose an importance sampling (IS)-based transport map Hamiltonian Monte Carlo procedure for performing full Bayesian analysis in general nonlinear high-dimensional hierarchical models. Using IS techniques to construct a transport map,…

Reinforcement learning (RL) has shown great potential for solving complex tasks in a variety of domains. However, applying RL to safety-critical systems in the real-world is not easy as many algorithms are sample-inefficient and maximising…

Bayesian optimization (BO) is increasingly employed in critical applications such as materials design and drug discovery. An increasingly popular strategy in BO is to forgo the sole reliance on high-fidelity data and instead use an ensemble…

As an extension of the classical multi-armed bandit problem, multi-fidelity multi-armed bandits (MF-MAB) enable individual arms to be evaluated using diverse feedback sources that vary in both cost and accuracy. Prior stochastic models…

Approximate Bayesian computation (ABC) performs statistical inference for otherwise intractable probability models by accepting parameter proposals when corresponding simulated datasets are sufficiently close to the observations. Producing…

Bayesian optimization (BO) is a powerful approach for optimizing black-box, expensive-to-evaluate functions. To enable a flexible trade-off between the cost and accuracy, many applications allow the function to be evaluated at different…

Markov Chain Monte Carlo (MCMC) methods, such as the Metropolis-Hastings (MH) algorithm, are widely used for Bayesian inference. One of the most important issues for any MCMC method is the convergence of the Markov chain, which depends…

We extend Bayesian multi-armed bandit (MAB) algorithms beyond their original setting by making use of sequential Monte Carlo (SMC) methods. A MAB is a sequential decision making problem where the goal is to learn a policy that maximizes…

Methods of approximate Bayesian computation (ABC) are increasingly used for analysis of complex models. A major challenge for ABC is over-coming the often inherent problem of high rejection rates in the accept/reject methods based on…