相关论文: Constrained Curve Fitting
We present a promising method to learn physical parameters from a bayesian inference, using modern tools to replace both our traditional fits and the way errors are computed and propagated. A few models are built as illustrations for a…
Bayesian inference provides a rigorous framework to encapsulate our knowledge and uncertainty regarding various physical quantities in a well-defined and self-contained manner. Utilising modern tools, such Bayesian models can be constructed…
Bayesian methods have proven themselves to be successful across a wide range of scientific problems and have many well-documented advantages over competing methods. However, these methods run into difficulties for two major and prevalent…
We propose a sampling-based trajectory optimization methodology for constrained problems. We extend recent works on stochastic search to deal with box control constraints,as well as nonlinear state constraints for discrete dynamical…
Adhesive joints are increasingly used in industry for a wide variety of applications because of their favorable characteristics such as high strength-to-weight ratio, design flexibility, limited stress concentrations, planar force transfer,…
This paper is motivated by the problem of quantitatively bounding the convergence of adaptive control methods for stochastic systems to a stationary distribution. Such bounds are useful for analyzing statistics of trajectories and…
We develop the theory and practice of an approach to modelling and probabilistic inference in causal networks that is suitable when application-specific or analysis-specific constraints should inform such inference or when little or no data…
Stochastic-approximation gradient methods are attractive for large-scale convex optimization because they offer inexpensive iterations. They are especially popular in data-fitting and machine-learning applications where the data arrives in…
We study system design problems stated as parameterized stochastic programs with a chance-constraint set. We adopt a Bayesian approach that requires the computation of a posterior predictive integral which is usually intractable. In…
Geometric modeling by constraints, whose applications are of interest to communities from various fields such as mechanical engineering, computer aided design, symbolic computation or molecular chemistry, is now integrated into standard…
In this paper we consider adjoint restriction estimates for space curves with respect to general measures and obtain optimal estimates when the curves satisfy a finite type condition. The argument here is new in that it doesn't rely on the…
Constraints are a natural choice for prior information in Bayesian inference. In various applications, the parameters of interest lie on the boundary of the constraint set. In this paper, we use a method that implicitly defines a…
Bayesian Optimization, leveraging Gaussian process models, has proven to be a powerful tool for minimizing expensive-to-evaluate objective functions by efficiently exploring the search space. Extensions such as constrained Bayesian…
ReRecent studies in machine learning are based on models in which parameters or state variables are bounded restricted. These restrictions are from prior information to ensure the validity of scientific theories or structural consistency…
Bayesian filtering is a key tool in many problems that involve the online processing of data, including data assimilation, optimal control, nonlinear tracking and others. Unfortunately, the implementation of filters for nonlinear, possibly…
Quantile regression has received increased attention in the statistics community in recent years. This article adapts an auxiliary variable method, commonly used in Bayesian variable selection for mean regression models, to the fitting of…
This paper considers data-driven chance-constrained stochastic optimization problems in a Bayesian framework. Bayesian posteriors afford a principled mechanism to incorporate data and prior knowledge into stochastic optimization problems.…
Based on Bayesian theorem an empirical Baye's method is discussed. A programming chart for mass spectrum fitting is suggested. A weakly constrained way for getting priors to solve the chiral log data fitting singularity is tested.
This paper describes new results linking constrained optimization theory and nonlinear contraction analysis. Generalizations of Lagrange parameters are derived based on projecting system dynamics on the tangent space of possibly…
Stochastic contraction analysis is a recently developed tool for studying the global stability properties of nonlinear stochastic systems, based on a differential analysis of convergence in an appropriate metric. To date, stochastic…