Paper-Conference

Online system identification in a Duffing oscillator by free energy minimisation
Online system identification is the estimation of parameters of a dynamical system, such as mass or friction coefficients, for each …
Wouter M. Kouw
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Online variational message passing in hierarchical autoregressive models
In this paper, we track states and parameters in a hierarchical AR filter by means of variational message passing (VMP) in a factor graph. We derive VMP update rules for an “AR node” that can be re-used at various hierarchical levels and supports automated message passing-based inference for states and parameters.
Albert Podusenko, Wouter M. Kouw, Bert De Vries
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Bayesian joint state and parameter tracking in autoregressive models
We address the problem of online Bayesian state and parameter tracking in autoregressive (AR) models with time-varying process noise …
Ismail Senoz, Albert Podusenko, Wouter M. Kouw, Bert De Vries
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Back to the future - temporal adaptation of text representations
Language evolves over time in many ways relevant to natural language processing tasks. For example, recent occurrences of tokens …
Johannes Bjerva, Wouter M. Kouw, Isabelle Augenstein
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Robust importance-weighted cross-validation under sample selection bias
Cross-validation under sample selection bias can, in principle, be done by importance-weighting the empirical risk. However, the …
Wouter M. Kouw, Marco Loog
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A cross-center smoothness prior for variational Bayesian brain tissue segmentation
Suppose one is faced with the challenge of tissue segmentation in MR images, without annotators at their center to provide labeled …
Wouter M. Kouw, Silas Ørting, Jens Petersen, Kim Pedersen, Marleen De Bruijne
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Learning an MR acquisition-invariant representation using Siamese neural networks
Generalization of voxelwise classifiers is hampered by differences between MRI-scanners, e.g. different acquisition protocols and field …
Wouter M. Kouw, Marco Loog, Wilbert Bartels, Adriënne Mendrik
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Effects of sampling skewness of the importance-weighted risk estimator on model selection
Importance-weighting is a popular and well-researched technique for dealing with sample selection bias and covariate shift. It has …
Wouter M. Kouw, Marco Loog
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On regularization parameter estimation under covariate shift
This paper identifies a problem with the usual procedure for L2-regularization parameter estimation in a domain adaptation setting. In …
Wouter M. Kouw, Marco Loog
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