相关论文: Dynamic Correction of Erroneous State Estimates vi…

Much is now known about the consistency of Bayesian updating on infinite-dimensional parameter spaces with independent or Markovian data. Necessary conditions for consistency include the prior putting enough weight on the correct…

Bayesian inference represents a principled way to incorporate Earth structure uncertainty in full-waveform moment tensor inversions, but traditional approaches generally require significant approximations that risk biasing the resulting…

This article presents the formulation and steady-state analysis of the distributed estimation algorithms based on the diffusion cooperation scheme in the presence of errors due to the unreliable data transfer among nodes. In particular, we…

Especially when facing reliability data with limited information (e.g., a small number of failures), there are strong motivations for using Bayesian inference methods. These include the option to use information from physics-of-failure or…

A method for sequential Bayesian inference of the static parameters of a dynamic state space model is proposed. The method is based on the observation that many dynamic state space models have a relatively small number of static parameters…

Bayesian simulation-based inference (SBI) methods are used in statistical models where simulation is feasible but the likelihood is intractable. Standard SBI methods can perform poorly in cases of model misspecification, and there has been…

Real-world time-series datasets often violate the assumptions of standard supervised learning for forecasting -- their distributions evolve over time, rendering the conventional training and model selection procedures suboptimal. In this…

Bayesian model updating facilitates the calibration of analytical models based on observations and the quantification of uncertainties in model parameters such as stiffness and mass. This process significantly enhances damage assessment and…

Discrete Markov random fields are undirected graphical models that capture complex conditional dependencies between discrete variables. Conducting exact posterior inference in these models is often computationally challenging because…

Generative Bayesian Filtering (GBF) provides a powerful and flexible framework for performing posterior inference in complex nonlinear and non-Gaussian state-space models. Our approach extends Generative Bayesian Computation (GBC) to…

Causal inference in spatio-temporal settings is critically hindered by unmeasured confounders with complex spatio-temporal dynamics and the prevalence of multi-resolution data. While diffusion models present a promising avenue for…

First-principles statistical mechanics enables the prediction of thermodynamic and kinetic properties of materials, but is computationally expensive. Many approaches require surrogate models to calculate energies within Monte Carlo or…

Diffusion-based imitation learning has shown strong promise for robot manipulation. However, most existing policies condition only on the current observation or a short window of recent observations, limiting their ability to resolve…

We introduce Deep Variational Bayes Filters (DVBF), a new method for unsupervised learning and identification of latent Markovian state space models. Leveraging recent advances in Stochastic Gradient Variational Bayes, DVBF can overcome…

We consider the problem of inference for nonlinear, multivariate diffusion processes, satisfying It\^o stochastic differential equations (SDEs), using data at discrete times that may be incomplete and subject to measurement error. Our…

Creep under a sustained load can persist for long times yet culminate in abrupt yielding or rupture, implying a finite lifetime even when the material appears solid. Here, we formulate lifetime prediction as Bayesian inference over an…

Expectation propagation (EP) is a deterministic approximation algorithm that is often used to perform approximate Bayesian parameter learning. EP approximates the full intractable posterior distribution through a set of local approximations…

The design of reliable indicators to anticipate critical transitions in complex systems is an im portant task in order to detect a coming sudden regime shift and to take action in order to either prevent it or mitigate its consequences. We…

Diffusion models have marked a significant breakthrough in the synthesis of semantically coherent images. However, their extensive noise estimation networks and the iterative generation process limit their wider application, particularly on…

Spatial regression of random fields based on potentially biased sensing information is proposed in this paper. One major concern in such applications is that since it is not known a-priori what the accuracy of the collected data from each…