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A framework for creating and updating digital twins for dynamical systems from a library of physics-based functions is proposed. The sparse Bayesian machine learning is used to update and derive an interpretable expression for the digital…

机器学习 · 统计学 2022-12-20 Tapas Tripura , Aarya Sheetal Desai , Sondipon Adhikari , Souvik Chakraborty

When faced with high frequency streams of data, clustering raises theoretical and algorithmic pitfalls. We introduce a new and adaptive online clustering algorithm relying on a quasi-Bayesian approach, with a dynamic (i.e., time-dependent)…

机器学习 · 统计学 2018-09-24 Le Li , Benjamin Guedj , Sébastien Loustau

Online learning is an inferential paradigm in which parameters are updated incrementally from sequentially available data, in contrast to batch learning, where the entire dataset is processed at once. In this paper, we assume that…

统计理论 · 数学 2026-02-12 Jeyong Lee , Junhyeok Choi , Minwoo Chae

Physics-informed dynamical system models form critical components of digital twins of the built environment. These digital twins enable the design of energy-efficient infrastructure, but must be properly calibrated to accurately reflect…

机器学习 · 计算机科学 2021-06-30 Ankush Chakrabarty , Gordon Wichern , Christopher Laughman

In the context of computer models, calibration is the process of estimating unknown simulator parameters from observational data. Calibration is variously referred to as model fitting, parameter estimation/inference, an inverse problem, and…

统计方法学 · 统计学 2023-10-16 Richard D. Wilkinson , Christopher W. Lanyon

The predict-then-optimize paradigm bridges online learning and contextual optimization in dynamic environments. Previous works have investigated the sequential updating of predictors using feedback from downstream decisions to minimize…

最优化与控制 · 数学 2025-11-26 Zhuojun Xie , Adam Abdin , Yiping Fang

A new recalibration post-processing method is presented to improve the quality of the posterior approximation when using Approximate Bayesian Computation (ABC) algorithms. Recalibration may be used in conjunction with existing…

统计计算 · 统计学 2017-04-24 G. S. Rodrigues , D. Prangle , S. A. Sisson

Overparameterized models have recently challenged conventional learning theory by exhibiting improved generalization beyond the interpolation limit, a phenomenon known as benign overfitting. This work introduces Adaptive Benign Overfitting…

统计金融 · 定量金融 2026-02-02 Luis Ontaneda Mijares , Nick Firoozye

Brain-computer interfaces (BCIs) suffer from accuracy degradation as neural signals drift over time and vary across users, requiring frequent recalibration that limits practical deployment. We introduce EDAPT, a task- and model-agnostic…

机器学习 · 计算机科学 2025-08-15 Lisa Haxel , Jaivardhan Kapoor , Ulf Ziemann , Jakob H. Macke

We present the very first robust Bayesian Online Changepoint Detection algorithm through General Bayesian Inference (GBI) with $\beta$-divergences. The resulting inference procedure is doubly robust for both the parameter and the…

机器学习 · 统计学 2018-11-28 Jeremias Knoblauch , Jack Jewson , Theodoros Damoulas

Most sensor calibrations rely on the linearity and steadiness of their response characteristics, but practical sensors are nonlinear, and their response drifts with time, restricting their choices for adoption. To broaden the realm of…

信号处理 · 电气工程与系统科学 2022-08-31 Soumyabrata Talukder , Souvik Kundu , Ratnesh Kumar

Calibration or parameter identification is used with computational mechanics models related to observed data of the modeled process to find model parameters such that good similarity between model prediction and observation is achieved. We…

计算工程、金融与科学 · 计算机科学 2022-12-26 Harald Willmann , Jonas Nitzler , Sebastian Brandstaeter , Wolfgang A. Wall

A key challenge in learning-based model predictive control (MPC) is to collect informative data online for model adaptation while ensuring safety and without penalising control performance. In this paper, we propose an online model…

This paper proposes a novel fixed inducing points online Bayesian calibration (FIPO-BC) algorithm to efficiently learn the model parameters using a benchmark database. The standard Bayesian calibration (STD-BC) algorithm provides a…

计算物理 · 物理学 2021-03-17 Yu Duan , Matthew Eaton , Michael Bluck

Change points in real-world systems mark significant regime shifts in system dynamics, possibly triggered by exogenous or endogenous factors. These points define regimes for the time evolution of the system and are crucial for understanding…

机器学习 · 统计学 2025-09-30 Ioanna-Yvonni Tsaknaki , Fabrizio Lillo , Piero Mazzarisi

Conformal prediction has emerged as a powerful framework for constructing distribution-free prediction sets with guaranteed coverage assuming only the exchangeability assumption. However, this assumption is often violated in online…

机器学习 · 统计学 2025-11-07 Jungbin Jun , Ilsang Ohn

A Bayesian framework is attractive in the context of prediction, but a fast recursive update of the predictive distribution has apparently been out of reach, in part because Monte Carlo methods are generally used to compute the predictive.…

统计方法学 · 统计学 2018-12-11 P. Richard Hahn , Ryan Martin , Stephen G. Walker

Predictive coding (PC) is an influential theory of information processing in the brain, providing a biologically plausible alternative to backpropagation. It is motivated in terms of Bayesian inference, as hidden states and parameters are…

Based on the framework of Conformal Prediction (CP), we study the online construction of confidence sets given a black-box machine learning model. By converting the target confidence levels into quantile levels, the problem can be reduced…

机器学习 · 统计学 2025-05-23 Zhiyu Zhang , Zhou Lu , Heng Yang

The state-of-the-art online learning models generally conduct a single online gradient descent when a new sample arrives and thus suffer from suboptimal model weights. To this end, we introduce an online broad learning system framework with…

机器学习 · 计算机科学 2025-12-09 Chunyu Lei , Guang-Ze Chen , C. L. Philip Chen , Tong Zhang