11 accepted papers
An important and often overlooked aspect of particle filtering methods is the estimation of unknown static parameters. A simple approach for addressing this problem is to augment the unknown static parameters as auxiliary states that are jointly estimated with the time-varying parameters of interest…
Time series with missing or irregularly sampled data are a persistent challenge in machine learning. Many methods operate on the frequency-domain, relying on the Fast Fourier Transform (FFT) which assumes uniform sampling, therefore requiring prior interpolation that can distort the spectra. To addr…
In recent years, mixup regularization has gained popularity as an effective way to improve the generalization performance of deep learning models by training on convex combinations of training data. While many mixup variants have been explored, the proper adoption of the technique to conditional den
Data augmentation techniques play an important role in enhancing the performance of deep learning models. Despite their proven benefits in computer vision tasks, their application in the other domains remains limited. This paper proposes a Mixup regularization scheme, referred to as UMAP Mixup, desi…
Stochastic differential equations (SDEs) have been widely used to model real world random phenomena. Existing works mainly focus on the case where the time series is modeled by a single SDE, which might be restrictive for modeling time series with distributional shift. In this work, we propose a cha…
This work introduces a novel probabilistic deep learning technique called deep Gaussian mixture ensembles (DGMEs), which enables accurate quantification of both epistemic and aleatoric uncertainty. By assuming the data generating process follows that of a Gaussian mixture, DGMEs are capable of appro…
Regime-switching state-space models (RS-SSMs) are an important class of statistical models that can be used to represent real-world phenomena. Unlike regular state-space models, RS-SSMs allow for dynamic uncertainty in the state transition and observations distributions, making them much more expres…
In this paper, we propose a novel Bayesian approach for estimating a gene network’s topology using particle Gibbs sampling. The conditional posterior distributions of the unknowns in a state-space model describing the time evolution of gene expressions are derived and employed for exact Bayesian pos…
The population Monte Carlo (PMC) algorithm is a popular adaptive importance sampling (AIS) method used for approximate computation of intractable integrals. Over the years, many advances have been made in the theory and implementation of PMC schemes. The mixture PMC (M-PMC) algorithm, for instance,…
Altitude estimation is important for successful control and navigation of unmanned aerial vehicles (UAVs). UAVs do not have indoor access to GPS signals and can only use on-board sensors for reliable estimation of altitude. Unfortunately, most existing navigation schemes are not robust to the presen…
Adaptive importance sampling (AIS) methods are a family of algorithms which can be used to approximate Bayesian posterior distributions. Many AIS algorithms exist in the literature, where the differences arise in the manner by which the proposal distribution is adapted at each iteration. The adaptiv…