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Bayesian autoregression to optimize temporal Matérn-kernel Gaussian process hyperparameters
We present a probabilistic numerical procedure for optimizing Matérn-class temporal Gaussian processes with respect to the kernel covariance function’s hyperparameters based on Bayesian autoregression.
Wouter M. Kouw
Online Bayesian system identification in multivariate autoregressive models via message passing
We propose a recursive Bayesian estimation procedure for multivariate autoregressive models with exogenous inputs based on message passing in a factor graph
Tim Nisslbeck
,
Wouter M. Kouw
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Coupled autoregressive active inference agents for control of multi-joint dynamical systems
We propose an active inference agent, consisting of multiple scalar autoregressive model-based agents coupled by virtue of sharing memories, to learn and control a mechanical system with multiple bodies connected by joints.
Tim Nisslbeck
,
Wouter M. Kouw
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Message passing-based Bayesian control of a cart-pole system
We describe a Bayesian controller for a cart-pole system, where the entire computational process consists of online Bayesian inference executed by message passing in factor graphs.
Sepideh Adamiat
,
Wouter M. Kouw
,
Bart Van Erp
,
Bert De Vries
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Planning to avoid ambiguous states through Gaussian approximations to non-linear sensors in active inference agents
For expected free energy minimization, we show that Gaussian approximations that are sensitive to the curvature of the measurement function, such as a second-order Taylor approximation, produce a state-dependent ambiguity term. This induces a preference over states, based on how accurately the state can be inferred from the observation.
Wouter M. Kouw
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Bayesian grey-box identification of convection effects in heat transfer dynamics
We propose a computational procedure for identifying convection in heat transfer dynamics of motion control systems, using a Gaussian Process Latent Force Model.
Wouter M. Kouw
,
Caspar Gruijthuijsen
,
Lennart Blanken
,
Enzo Evers
,
Timothy Rogers
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Message-passing-based system identification for NARMAX models
We present a Bayesian identification procedure for polynomial NARMAX models based on message passing on a factor graph.
Albert Podusenko
,
Semih Akbayrak
,
Ismail Senoz
,
Maarten Schoukens
,
Wouter M. Kouw
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Variational Bayes for robust radar single object tracking
We address the robustness of the current state-of-the-art radar object trackers and propose a modification by modelling process noise with a distribution that has heavier tails than a Gaussian.
Alp Sarı
,
Tak Kaneko
,
Lense Swaenen
,
Wouter M. Kouw
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Variational message passing for online polynomial NARMAX identification
We propose a variational message passing algorithm for estimating coeffcients of a polynomial NARMAX model, which outperforms a recursive least-squares estimator.
Wouter M. Kouw
,
Albert Podusenko
,
Magnus Koudahl
,
Maarten Schoukens
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Target robust discriminant analysis
Often, in practice, the data distribution at test time differs, to a smaller or larger extent, from that of the original training data. …
Wouter M. Kouw
,
Marco Loog
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