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stat.ML updates on arXiv.org

Adaptive multi-fidelity optimization with fast learning rates Enhancing AI and Dynamical Subseasonal Forecasts with Probabilistic Bias Correction Sample Complexity Bounds for Stochastic Shortest Path with a Generative Model The Harder Path: Last Iterate Convergence for Uncoupled Learning in Zero-Sum Games with Bandit Feedback Stylistic-STORM (ST-STORM) : Perceiving the Semantic Nature of Appearance Collective Kernel EFT for Pre-activation ResNets PRIM-cipal components analysis One-Shot Generative Flows: Existence and Obstructions Structural interpretability in SVMs with truncated orthogonal polynomial kernels Amortized Optimal Transport from Sliced Potentials MinShap: A Modified Shapley Value Approach for Feature Selection Unsupervised feature selection using Bayesian Tucker decomposition Multi-User mmWave Beam and Rate Adaptation via Combinatorial Satisficing Bandits Best of both worlds: Stochastic & adversarial best-arm identification Scalable Model-Based Clustering with Sequential Monte Carlo Expert-Guided Class-Conditional Goodness-of-Fit Scores for Interpretable Classification with Informative Missingness: An Application to Seismic Monitoring Lightweight Geometric Adaptation for Training Physics-Informed Neural Networks Gating Enables Curvature: A Geometric Expressivity Gap in Attention Zeroth-Order Optimization at the Edge of Stability Differentially Private Conformal Prediction CLion: Efficient Cautious Lion Optimizer with Enhanced Generalization Generative Augmented Inference Improving Machine Learning Performance with Synthetic Augmentation PAC-MCTS: Bias-Aware Pruning for Robust LLM-Guided Search and Planning Path-Sampled Integrated Gradients Heat and Matérn Kernels on Matchings Doubly Outlier-Robust Online Infinite Hidden Markov Model Momentum Further Constrains Sharpness at the Edge of Stochastic Stability Multistage Conditional Compositional Optimization BOAT: Navigating the Sea of In Silico Predictors for Antibody Design via Multi-Objective Bayesian Optimization
Probabilistic Numeric SMC Sampling for Bayesian Nonlinear...
Joe D. Longbottom, Max D. Champneys, Timothy J. Rogers · 2024-04-19 · via stat.ML updates on arXiv.org

In engineering, accurately modeling nonlinear dynamic systems from data contaminated by noise is both essential and complex. Established Sequential Monte Carlo (SMC) methods, used for the Bayesian identification of these systems, facilitate the quantification of uncertainty in the parameter identification process. A significant challenge in this context is the numerical integration of continuous-time ordinary differential equations (ODEs), crucial for aligning theoretical models with discretely sampled data. This integration introduces additional numerical uncertainty, a factor that is often over looked. To address this issue, the field of probabilistic numerics combines numerical methods, such as numerical integration, with probabilistic modeling to offer a more comprehensive analysis of total uncertainty. By retaining the accuracy of classical deterministic methods, these probabilistic approaches offer a deeper understanding of the uncertainty inherent in the inference process. This paper demonstrates the application of a probabilistic numerical method for solving ODEs in the joint parameter-state identification of nonlinear dynamic systems. The presented approach efficiently identifies latent states and system parameters from noisy measurements. Simultaneously incorporating probabilistic solutions to the ODE in the identification challenge. The methodology's primary advantage lies in its capability to produce posterior distributions over system parameters, thereby representing the inherent uncertainties in both the data and the identification process.