相关论文: Neural Bayesian Filtering

The Kalman filter is a fundamental filtering algorithm that fuses noisy sensory data, a previous state estimate, and a dynamics model to produce a principled estimate of the current state. It assumes, and is optimal for, linear models and…

Implicit particle filtering is a sequential Monte Carlo method for data assim- ilation, designed to keep the number of particles manageable by focussing attention on regions of large probability. These regions are found by min- imizing, for…

In this paper, we introduce the concept of observability of targeted state variables for systems that may not be fully observable. For their estimation, we introduce and exemplify a deep filter, which is a neural network specifically…

Bayesian neural networks (BNNs) hold great promise as a flexible and principled solution to deal with uncertainty when learning from finite data. Among approaches to realize probabilistic inference in deep neural networks, variational Bayes…

Federated learning is a contemporary machine learning paradigm where locally trained models are distilled into a global model. Due to the intrinsic permutation invariance of neural networks, Probabilistic Federated Neural Matching (PFNM)…

Matrix factorization is a common machine learning technique for recommender systems. Despite its high prediction accuracy, the Bayesian Probabilistic Matrix Factorization algorithm (BPMF) has not been widely used on large scale data because…

In this paper, we derive a Bayesian model order selection rule by using the exponentially embedded family method, termed Bayesian EEF. Unlike many other Bayesian model selection methods, the Bayesian EEF can use vague proper priors and…

Convolutional Neural Networks (CNNs) are well established models capable of achieving state-of-the-art classification accuracy for various computer vision tasks. However, they are becoming increasingly larger, using millions of parameters,…

Probabilistic (or Bayesian) modeling and learning offers interesting possibilities for systematic representation of uncertainty using probability theory. However, probabilistic learning often leads to computationally challenging problems.…

Modern neural networks have found to be miscalibrated in terms of confidence calibration, i.e., their predicted confidence scores do not reflect the observed accuracy or precision. Recent work has introduced methods for post-hoc confidence…

Bayesian Filtering for plan and activity recognition is challenging for scenarios that contain many observation equivalent entities (i.e. entities that produce the same observations). This is due to the combinatorial explosion in the number…

Bayesian neural networks (BNNs) have recently regained a significant amount of attention in the deep learning community due to the development of scalable approximate Bayesian inference techniques. There are several advantages of using…

In this work we target a learnable output representation that allows continuous, high resolution outputs of arbitrary shape. Recent works represent 3D surfaces implicitly with a Neural Network, thereby breaking previous barriers in…

We present an algorithm for model-based reinforcement learning that combines Bayesian neural networks (BNNs) with random roll-outs and stochastic optimization for policy learning. The BNNs are trained by minimizing $\alpha$-divergences,…

This work studies networked agents cooperating to track a dynamical state of nature under partial information. The proposed algorithm is a distributed Bayesian filtering algorithm for finite-state hidden Markov models (HMMs). It can be used…

We introduce NPEFF (Non-Negative Per-Example Fisher Factorization), an interpretability method that aims to uncover strategies used by a model to generate its predictions. NPEFF decomposes per-example Fisher matrices using a novel…

This work studies the distributed learning process on a network of agents. Agents make partial observation about an unknown hypothesis and iteratively share their beliefs over a set of possible hypotheses with their neighbors to learn the…

This paper is concerned with particle filtering for $\alpha$-stable stochastic volatility models. The $\alpha$-stable distribution provides a flexible framework for modeling asymmetry and heavy tails, which is useful when modeling financial…

Bayesian neural networks (BNNs) have been long considered an ideal, yet unscalable solution for improving the robustness and the predictive uncertainty of deep neural networks. While they could capture more accurately the posterior…

Distributed inference/estimation in Bayesian framework in the context of sensor networks has recently received much attention due to its broad applicability. The variational Bayesian (VB) algorithm is a technique for approximating…