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相关论文: Online Bayesian Calibration under Gradual and Abru…

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Assimilation of continuously streamed monitored data is an essential component of a digital twin; the assimilated data are used to ensure the digital twin is a true representation of the monitored system. One way this is achieved is by…

计算工程、金融与科学 · 计算机科学 2021-05-11 Rebecca Ward , Ruchi Choudhary , Alastair Gregory , Melanie Jans-Singh , Mark Girolami

Accurate uncertainty estimates are important in sequential model-based decision-making tasks such as Bayesian optimization. However, these estimates can be imperfect if the data violates assumptions made by the model (e.g., Gaussianity).…

机器学习 · 计算机科学 2024-06-27 Shachi Deshpande , Charles Marx , Volodymyr Kuleshov

We develop a Bayesian approach called Bayesian projected calibration to address the problem of calibrating an imperfect computer model using observational data from a complex physical system. The calibration parameter and the physical…

统计方法学 · 统计学 2019-02-08 Fangzheng Xie , Yanxun Xu

The process of calibrating computer models of natural phenomena is essential for applications in the physical sciences, where plenty of domain knowledge can be embedded into simulations and then calibrated against real observations. Current…

机器学习 · 计算机科学 2025-01-20 Rafael Oliveira , Dino Sejdinovic , David Howard , Edwin V. Bonilla

After deploying a clinical prediction model, subsequently collected data can be used to fine-tune its predictions and adapt to temporal shifts. Because model updating carries risks of over-updating/fitting, we study online methods with…

机器学习 · 统计学 2021-10-14 Jean Feng , Alexej Gossmann , Berkman Sahiner , Romain Pirracchio

Real-world control systems frequently operate under \emph{piecewise stationary} conditions, where dynamics remain stable for extended periods before undergoing abrupt regime changes. Standard robust RL methods face a fundamental dilemma: a…

机器学习 · 计算机科学 2026-05-20 Yifan Zhang , Liang Zheng

Real-world robots must operate under evolving dynamics caused by changing operating conditions, external disturbances, and unmodeled effects. These may appear as gradual drifts, transient fluctuations, or abrupt shifts, demanding real-time…

机器人学 · 计算机科学 2025-12-17 Rishabh Dev Yadav , Avirup Das , Hongyu Song , Samuel Kaski , Wei Pan

This study proposes the novel Bayesian and inverse Bayesian (BIB) inference framework that incorporates symmetry bias into the Bayesian updating process to perform both conventional and inverse Bayesian updates concurrently. Conventional…

Simulation-based digital twins must provide accurate, robust and reliable digital representations of their physical counterparts. Quantifying the uncertainty in their predictions plays, therefore, a key role in making better-informed…

计算工程、金融与科学 · 计算机科学 2024-10-14 Daniel Andrés Arcones , Martin Weiser , Phaedon-Stelios Koutsourelakis , Jörg F. Unger

A set of probabilistic predictions is well calibrated if the events that are predicted to occur with probability p do in fact occur about p fraction of the time. Well calibrated predictions are particularly important when machine learning…

机器学习 · 统计学 2014-01-14 Mahdi Pakdaman Naeini , Gregory F. Cooper , Milos Hauskrecht

Construction projects frequently experience schedule delays and forecasting uncertainty due to variability in labor productivity, material availability, weather conditions, and project coordination. Conventional deterministic scheduling…

计算工程、金融与科学 · 计算机科学 2026-05-19 Atena Khoshkonesh , Mohsen Mohammadagha , Vinayak Kaushal , Navid Ebrahimi

Online joint estimation of unknown parameters and states in a dynamical system with uncertainty quantification is crucial in many applications. For example, digital twins dynamically update their knowledge of model parameters and states to…

统计方法学 · 统计学 2026-01-01 Liliang Wang , Alex Gorodetsky

Bayesian calibration of black-box computer models offers an established framework to obtain a posterior distribution over model parameters. Traditional Bayesian calibration involves the emulation of the computer model and an additive model…

机器学习 · 统计学 2018-10-30 Sébastien Marmin , Maurizio Filippone

This paper studies the problem of online performance optimization of constrained closed-loop control systems, where both the objective and the constraints are unknown black-box functions affected by exogenous time-varying contextual…

机器学习 · 计算机科学 2023-09-22 Wenjie Xu , Yuning Jiang , Bratislav Svetozarevic , Colin N. Jones

Computer models, aiming at simulating a complex real system, are often calibrated in the light of data to improve performance. Standard calibration methods assume that the optimal values of calibration parameters are invariant to the model…

统计方法学 · 统计学 2017-09-01 Georgios Karagiannis , Bledar A. Konomi , Guang Lin

Parameter calibration is essential for reducing uncertainty and improving predictive fidelity in physics-based models, yet it is often limited by the high computational cost of model evaluations. Bayesian calibration methods provide a…

统计方法学 · 统计学 2026-01-21 Maike F. Holthuijzen , Atlanta Chakraborty , Elizabeth Krath , Tommie Catanach

We consider the problem of online learning in the presence of distribution shifts that occur at an unknown rate and of unknown intensity. We derive a new Bayesian online inference approach to simultaneously infer these distribution shifts…

机器学习 · 统计学 2021-10-28 Aodong Li , Alex Boyd , Padhraic Smyth , Stephan Mandt

This work shows how adaptivity can enhance value realization of digital twins in civil engineering. We focus on adapting the state transition models within digital twins represented through probabilistic graphical models. The bi-directional…

机器学习 · 计算机科学 2026-05-12 Eugenio Varetti , Matteo Torzoni , Marco Tezzele , Andrea Manzoni

Bayesian calibration of computer models tunes unknown input parameters by comparing outputs with observations. For model outputs that are distributed over space, this becomes computationally expensive because of the output size. To overcome…

统计方法学 · 统计学 2018-10-05 Kai-Lan Chang , Serge Guillas

We propose a learning-based robust predictive control algorithm that compensates for significant uncertainty in the dynamics for a class of discrete-time systems that are nominally linear with an additive nonlinear component. Such systems…

系统与控制 · 电气工程与系统科学 2022-12-05 Rohan Sinha , James Harrison , Spencer M. Richards , Marco Pavone
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