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

Model Predictive Control (MPC) is a powerful framework for constrained control, but its performance and safety can be severely degraded when the prediction model is learned online and thus remains uncertain. In this work, we develop a…

Bayesian optimization (BO) is a widely used framework for optimizing expensive black-box functions, commonly based on Gaussian process (GP) surrogate models. Its effectiveness relies on uncertainty quantification that is both sharp…

In this thesis, we introduce Bayesian filtering as a principled framework for tackling diverse sequential machine learning problems, including online (continual) learning, prequential (one-step-ahead) forecasting, and contextual bandits. To…

Calibration of computer models is a key step in making inferences, predictions, and decisions for complex science and engineering systems. We formulate and analyze a nonparametric Bayesian methodology for computer model calibration. This…

Nonlinear Model Predictive Control (NMPC) is a powerful and widely used technique for nonlinear dynamic process control under constraints. In NMPC, the state and control weights of the corresponding state and control costs are commonly…

In online continual learning (CL), models trained on changing distributions easily forget previously learned knowledge and bias toward newly received tasks. To address this issue, we present Continual Bias Adaptor (CBA), a bi-level…

Standard gradient descent methods yield point estimates with no measure of confidence. This limitation is acute in overparameterized and low-data regimes, where models have many parameters relative to available data and can easily overfit.…

In a sequential regression setting, a decision-maker may be primarily concerned with whether the future observation will increase or decrease compared to the current one, rather than the actual value of the future observation. In this…

For models consisting of a classifier in some representation space, learning online from a non-stationary data stream often necessitates changes in the representation. So, the question arises of what is the best way to adapt the classifier…

We propose a \textit{guided multi-fidelity Bayesian optimization} framework for data-efficient controller tuning that integrates corrected digital twin simulations with real-world measurements. The method targets closed-loop systems with…

This article presents the guided Bayesian optimization algorithm as an efficient data-driven method for iteratively tuning closed-loop controller parameters using an event-triggered digital twin of the system based on available closed-loop…

There are many practical difficulties in the calibration of computer models to experimental data. One such complication is the fact that certain combinations of the calibration inputs can cause the code to output data lacking fundamental…

In the realm of statistical learning, the increasing volume of accessible data and increasing model complexity necessitate robust methodologies. This paper explores two branches of robust Bayesian methods in response to this trend. The…

In time series data analysis, detecting change points on a real-time basis (online) is of great interest in many areas, such as finance, environmental monitoring, and medicine. One promising means to achieve this is the Bayesian online…

As a powerful Bayesian non-parameterized algorithm, the Gaussian process (GP) has performed a significant role in Bayesian optimization and signal processing. GPs have also advanced online decision-making systems because their posterior…

Computational models provide crucial insights into complex biological processes such as cancer evolution, but their mechanistic nature often makes them nonlinear and parameter-rich, complicating calibration. We systematically evaluate…

For constrained linear systems with bounded disturbances and parametric uncertainty, we propose a robust adaptive model predictive control strategy with online parameter estimation. Constraints enforcing persistently exciting closed loop…

Recursive Bayesian inference, in which posterior beliefs are updated in light of accumulating data, is a tool for implementing Bayesian models in applications with streaming and/or very large data sets. As the posterior of one iteration…

Model predictive control allows to provide high performance and safety guarantees in the form of constraint satisfaction. These properties, however, can be satisfied only if the underlying model, used for prediction, of the controlled…

This paper studies the problem of online parameter estimation for cyber-physical systems with binary outputs that may be subject to adversarial data tampering. Existing methods are primarily offline and unsuitable for real-time learning. To…