A fully Bayesian treatment of complicated predictive models (such as deep neural networks) would enable rigorous uncertainty quantification and the automation of higher-level tasks …
Sequential algorithms such as sequential importance sampling (SIS) and sequential Monte Carlo (SMC) have proven fundamental in Bayesian inference for models not admitting a …
Abstract The ensemble Kalman filter (EnKF) is a Monte Carlo approximation of the Kalman filter for high dimensional linear Gaussian state space models. EnKF methods have also …
A Bouillon, T Ingelaere, G Samaey - arXiv preprint arXiv:2405.10146, 2024 - arxiv.org
To solve problems in domains such as filtering, optimization, and posterior sampling, interacting-particle methods have recently received much attention. These parallelizable …
Approximate Bayesian computation (ABC) is the most popular approach to inferring parameters in the case where the data model is specified in the form of a simulator. It is not …
Abstract Ensemble Kalman Inversion (EKI) has been proposed as an efficient method for the approximate solution of Bayesian inverse problems with expensive forward models …
A Pensoneault, X Zhu - Journal of Computational Physics, 2024 - Elsevier
Abstract Bayesian Physics Informed Neural Networks (B-PINNs) have gained significant attention for inferring physical parameters and learning the forward solutions for problems …
S Duffield, SS Singh - arXiv preprint arXiv:2211.12580, 2022 - arxiv.org
Sequential Monte Carlo samplers represent a compelling approach to posterior inference in Bayesian models, due to being parallelisable and providing an unbiased estimate of the …
Optimal power management of battery energy storage systems (BESS) is crucial for their safe and efficient operation. Numerical optimization techniques are frequently utilized to …