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Gaussian Variational Inference with Non-Gaussian Factors for State Estimation
This letter extends the exactly sparse Gaussian variational inference (ESGVI) algorithm for state estimation in to operate on matrix Lie groups, and to accommodate heavy-tailed and skewed noise distributions.
Andrew Stirling
,
Mykola Lukashchuk
,
Dmitry Bagaev
,
Wouter M. Kouw
,
James Forbes
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Factor graph-based online Bayesian identification and component evaluation for multivariate autoregressive exogenous input models
We present a Forney-style factor graph representation for the class of multivariate autoregressive models with exogenous inputs, and propose an online Bayesian parameter-identification procedure based on message-passing within this graph.
Tim Nisslbeck
,
Wouter M. Kouw
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Multiple variational Kalman-GRU for ship trajectory prediction with uncertainty
We propose a Bayesian multiple model with an online model selection strategy to dynamically represent the latent motion modal from early observations. Each sub-model integrates a variational Kalman filter and Gated Recurrent Unit (GRU) neural network, enabling the estimation of time-varying transition coefficients and the process noise specific to different motion modalities.
Chengfeng Jia
,
Jie Ma
,
Wouter M. Kouw
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DOI
Bayesian inference of collision avoidance intent during ship encounters
We propose a probabilistic graph model and perform message passing to infer the hidden avoidance intent of ships during encounters.
Chengfeng Jia
,
Jie Ma
,
Bert De Vries
,
Wouter M. Kouw
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DOI
Information-seeking polynomial NARX model-predictive control through expected free energy minimization
An adaptive model-predictive controller that balances driving the system to a goal state and seeking system observations that are informative with respect to the parameters of a nonlinear autoregressive exogenous model.
Wouter M. Kouw
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On epistemics in expected free energy for linear Gaussian state space models
Active Inference (AIF) is a framework that can be used both to describe information processing in naturally intelligent systems, such …
Magnus Koudahl
,
Wouter M. Kouw
,
Bert De Vries
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Message passing-based inference for time-varying autoregressive models
Time-varying autoregressive (TVAR) models are widely used for modeling of non-stationary signals. Unfortunately, online joint adaptation of both states and parameters in these models remains a challenge. In this paper, we represent the TVAR model by a factor graph and solve the inference problem by automated message passing-based inference for states and parameters.
Albert Podusenko
,
Wouter M. Kouw
,
Bert De Vries
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Robust domain-adaptive discriminant analysis
Consider a domain-adaptive supervised learning setting, where a classifier learns from labeled data in a source domain and unlabeled …
Wouter M. Kouw
,
Marco Loog
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The data representativeness criterion
In a broad range of fields it may be desirable to reuse a supervised classification algorithm and apply it to a new data set. However, …
Evelien Hart
,
Rens Van De Schoot
,
Wouter M. Kouw
,
Duco Veen
,
Adriënne Mendrik
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A review of domain adaptation without target labels
Domain adaptation has become a prominent problem setting in machine learning and related fields. This review asks the question: how can …
Wouter M. Kouw
,
Marco Loog
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