Abstract: A class of iterative Bayesian estimation methods known as Type I methods use a variational representation of the posterior distribution. However, Type I methods can exhibit slow convergence ...

Abstract: This paper addresses robust adaptive state estimation for a linear dynamical system subject to measurement outliers and Gaussian noises with unknown time-varying covariances. The proposed ...

We will keep our notes and code on dealing with censored variables in Bayesian models in this repo. My initial idea for this is that we can basically treat each worked out example or section that we ...

Fault detection and diagnosis (FDD) is essential for maintaining safety and preventing hazardous situations in industrial process control. Effective fault diagnosis allows for the timely detection and ...

How do we estimate the duration of a temporal interval in a familiar context? A new study finds that it is appropriate, perhaps even advantageous, to tolerate a small ...