MFBO-SSM: Multi-fidelity Bayesian optimization for fast inference in state-space models

M Imani, SF Ghoreishi, D Allaire… - Proceedings of the AAAI …, 2019 - ojs.aaai.org
Nonlinear state-space models are ubiquitous in modeling real-world dynamical systems.
Sequential Monte Carlo (SMC) techniques, also known as particle methods, are a well …

Physics-informed data assimilation model for displacement prediction of hydrodynamic pressure-driven landslide

Y Liu, J Long, C Li, W Zhan - Computers and Geotechnics, 2024 - Elsevier
Due to the complex and non-linear characteristics of landslide evolution, the deformation
law of landslides is always hard to be predicted. Considering the dynamical evolution …

Two-stage Bayesian optimization for scalable inference in state-space models

M Imani, SF Ghoreishi - IEEE transactions on neural networks …, 2021 - ieeexplore.ieee.org
State-space models (SSMs) are a rich class of dynamical models with a wide range of
applications in economics, healthcare, computational biology, robotics, and more. Proper …

Predicting political violence using a state-space model

A Lindholm, J Hendriks, A Wills… - International Interactions, 2022 - Taylor & Francis
We provide a proof-of-concept for a novel state-space modelling approach for predicting
monthly deaths due to political violence. Attention is focused on developing the method and …

Marginalizing Gaussian process hyperparameters using sequential Monte Carlo

A Svensson, J Dahlin, TB Schön - 2015 IEEE 6th International …, 2015 - ieeexplore.ieee.org
Gaussian process regression is a popular method for non-parametric probabilistic modeling
of functions. The Gaussian process prior is characterized by so-called hyperparameters …

On the construction of probabilistic Newton-type algorithms

AG Wills, TB Schön - 2017 IEEE 56th Annual Conference on …, 2017 - ieeexplore.ieee.org
It has recently been shown that many of the existing quasi-Newton algorithms can be
formulated as learning algorithms, capable of learning local models of the cost functions …

Newton-based maximum likelihood estimation in nonlinear state space models

M Kok, J Dahlin, TB Schön, A Wills - IFAC-PapersOnLine, 2015 - Elsevier
Maximum likelihood (ML) estimation using Newton's method in nonlinear state space
models (SSMs) is a challenging problem due to the analytical intractability of the …

Real-time servo press force estimation based on dual particle filter

J Olaizola, CS Bouganis… - IEEE Transactions …, 2019 - ieeexplore.ieee.org
The ability to monitor the quality of the metal forming process as well as the machine's
condition is of significant importance in modern industrial processes. In the case where a …

Altering Gaussian process to Student-t process for maximum distribution construction

W Wang, Q Yu, M Fasli - International Journal of Systems Science, 2021 - Taylor & Francis
Gaussian process (GP) regression is widely used to find the extreme of a black-box function
by iteratively approximating an objective function when new evaluation obtained. Such …

[PDF][PDF] Estimation, inference and learning in nonlinear state-space models

M Imani - PhD thesis, 2019 - academia.edu
Demand for learning, design and decision making is higher than ever before. Autonomous
vehicles need to learn how to ride safely by recognizing pedestrians, traffic signs, and other …