{"id":"https://openalex.org/W4415180311","doi":"https://doi.org/10.23919/ecc65951.2025.11186866","title":"Beta-Bernoulli Filtering and Linear Feedback Control Based Step-Size Adaptation for HMC and MALA","display_name":"Beta-Bernoulli Filtering and Linear Feedback Control Based Step-Size Adaptation for HMC and MALA","publication_year":2025,"publication_date":"2025-06-24","ids":{"openalex":"https://openalex.org/W4415180311","doi":"https://doi.org/10.23919/ecc65951.2025.11186866"},"language":"en","primary_location":{"id":"doi:10.23919/ecc65951.2025.11186866","is_oa":false,"landing_page_url":"https://doi.org/10.23919/ecc65951.2025.11186866","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2025 European Control Conference (ECC)","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5075994876","display_name":"Simo S\u00e4rkk\u00e4","orcid":"https://orcid.org/0000-0002-7031-9354"},"institutions":[{"id":"https://openalex.org/I9927081","display_name":"Aalto University","ror":"https://ror.org/020hwjq30","country_code":"FI","type":"education","lineage":["https://openalex.org/I9927081"]}],"countries":["FI"],"is_corresponding":true,"raw_author_name":"Simo S\u00e4rkk\u00e4","raw_affiliation_strings":["Aalto University,Department of Electrical Engineering and Automation,Espoo,Finland"],"affiliations":[{"raw_affiliation_string":"Aalto University,Department of Electrical Engineering and Automation,Espoo,Finland","institution_ids":["https://openalex.org/I9927081"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5066349434","display_name":"Christos Merkatas","orcid":"https://orcid.org/0000-0001-7880-7443"},"institutions":[{"id":"https://openalex.org/I98805295","display_name":"University of the Aegean","ror":"https://ror.org/03zsp3p94","country_code":"GR","type":"education","lineage":["https://openalex.org/I98805295"]}],"countries":["GR"],"is_corresponding":false,"raw_author_name":"Christos Merkatas","raw_affiliation_strings":["University of the Aegean,Department of Statistics and Actuarial-Financial Mathematics,Karlovasi,Greece"],"affiliations":[{"raw_affiliation_string":"University of the Aegean,Department of Statistics and Actuarial-Financial Mathematics,Karlovasi,Greece","institution_ids":["https://openalex.org/I98805295"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5075994876"],"corresponding_institution_ids":["https://openalex.org/I9927081"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.32670567,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"1696","last_page":"1701"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11233","display_name":"Advanced Adaptive Filtering Techniques","score":0.9682999849319458,"subfield":{"id":"https://openalex.org/subfields/2206","display_name":"Computational Mechanics"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11233","display_name":"Advanced Adaptive Filtering Techniques","score":0.9682999849319458,"subfield":{"id":"https://openalex.org/subfields/2206","display_name":"Computational Mechanics"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11236","display_name":"Control Systems and Identification","score":0.9193000197410583,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10791","display_name":"Advanced Control Systems Optimization","score":0.9053000211715698,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.5921000242233276},{"id":"https://openalex.org/keywords/sequence","display_name":"Sequence (biology)","score":0.5324000120162964},{"id":"https://openalex.org/keywords/control-theory","display_name":"Control theory (sociology)","score":0.5241000056266785},{"id":"https://openalex.org/keywords/markov-chain-monte-carlo","display_name":"Markov chain Monte Carlo","score":0.5189999938011169},{"id":"https://openalex.org/keywords/bayesian-probability","display_name":"Bayesian probability","score":0.5184000134468079},{"id":"https://openalex.org/keywords/adaptation","display_name":"Adaptation (eye)","score":0.4490000009536743},{"id":"https://openalex.org/keywords/filter","display_name":"Filter (signal processing)","score":0.44670000672340393},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.42640000581741333},{"id":"https://openalex.org/keywords/posterior-probability","display_name":"Posterior probability","score":0.3955000042915344}],"concepts":[{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.5921000242233276},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5541999936103821},{"id":"https://openalex.org/C2778112365","wikidata":"https://www.wikidata.org/wiki/Q3511065","display_name":"Sequence (biology)","level":2,"score":0.5324000120162964},{"id":"https://openalex.org/C47446073","wikidata":"https://www.wikidata.org/wiki/Q5165890","display_name":"Control theory (sociology)","level":3,"score":0.5241000056266785},{"id":"https://openalex.org/C111350023","wikidata":"https://www.wikidata.org/wiki/Q1191869","display_name":"Markov chain Monte Carlo","level":3,"score":0.5189999938011169},{"id":"https://openalex.org/C107673813","wikidata":"https://www.wikidata.org/wiki/Q812534","display_name":"Bayesian probability","level":2,"score":0.5184000134468079},{"id":"https://openalex.org/C139807058","wikidata":"https://www.wikidata.org/wiki/Q352374","display_name":"Adaptation (eye)","level":2,"score":0.4490000009536743},{"id":"https://openalex.org/C106131492","wikidata":"https://www.wikidata.org/wiki/Q3072260","display_name":"Filter (signal processing)","level":2,"score":0.44670000672340393},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.42640000581741333},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.39879998564720154},{"id":"https://openalex.org/C57830394","wikidata":"https://www.wikidata.org/wiki/Q278079","display_name":"Posterior probability","level":3,"score":0.3955000042915344},{"id":"https://openalex.org/C152361515","wikidata":"https://www.wikidata.org/wiki/Q181328","display_name":"Bernoulli's principle","level":2,"score":0.3756999969482422},{"id":"https://openalex.org/C186886427","wikidata":"https://www.wikidata.org/wiki/Q5441213","display_name":"Feedback loop","level":2,"score":0.3720000088214874},{"id":"https://openalex.org/C27956954","wikidata":"https://www.wikidata.org/wiki/Q391371","display_name":"Bernoulli distribution","level":3,"score":0.3716000020503998},{"id":"https://openalex.org/C149441793","wikidata":"https://www.wikidata.org/wiki/Q200726","display_name":"Probability distribution","level":2,"score":0.3628999888896942},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3492000102996826},{"id":"https://openalex.org/C140779682","wikidata":"https://www.wikidata.org/wiki/Q210868","display_name":"Sampling (signal processing)","level":3,"score":0.3294999897480011},{"id":"https://openalex.org/C52421305","wikidata":"https://www.wikidata.org/wiki/Q1151499","display_name":"Particle filter","level":3,"score":0.3188999891281128},{"id":"https://openalex.org/C160234255","wikidata":"https://www.wikidata.org/wiki/Q812535","display_name":"Bayesian inference","level":3,"score":0.30480000376701355},{"id":"https://openalex.org/C157286648","wikidata":"https://www.wikidata.org/wiki/Q846780","display_name":"Kalman filter","level":2,"score":0.29510000348091125},{"id":"https://openalex.org/C52740198","wikidata":"https://www.wikidata.org/wiki/Q1539564","display_name":"Importance sampling","level":3,"score":0.28700000047683716},{"id":"https://openalex.org/C122123141","wikidata":"https://www.wikidata.org/wiki/Q176623","display_name":"Random variable","level":2,"score":0.27639999985694885},{"id":"https://openalex.org/C2780004032","wikidata":"https://www.wikidata.org/wiki/Q6485978","display_name":"Langevin dynamics","level":2,"score":0.2685000002384186},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.2680000066757202},{"id":"https://openalex.org/C68022304","wikidata":"https://www.wikidata.org/wiki/Q842217","display_name":"Bayes estimator","level":3,"score":0.26260000467300415}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.23919/ecc65951.2025.11186866","is_oa":false,"landing_page_url":"https://doi.org/10.23919/ecc65951.2025.11186866","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2025 European Control Conference (ECC)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":[],"abstract_inverted_index":{"In":[0],"this":[1],"paper,":[2],"we":[3],"propose":[4],"step-size":[5],"adaptation":[6,20,90],"methods":[7],"for":[8],"the":[9,36,63,68,78],"Hamiltonian":[10],"Monte":[11],"Carlo":[12],"(HMC)":[13],"and":[14,53],"Metropolis-adjusted":[15],"Langevin":[16],"algorithms":[17],"(MALA).":[18],"The":[19,71,88],"procedures":[21],"consist":[22],"of":[23],"an":[24],"acceptance":[25,38,72,81],"rate":[26,73,82],"estimator":[27],"which":[28],"is":[29,43,56,66,74,92],"implemented":[30],"as":[31,45],"a":[32,46,50,59,84],"Bayesian":[33],"filter":[34,65],"on":[35],"observed":[37],"indicator":[39],"sequence.":[40],"This":[41],"sequence":[42,48],"modeled":[44],"Bernoulli":[47],"with":[49],"time-varying":[51],"probability,":[52],"its":[54],"distribution":[55],"represented":[57],"by":[58],"beta":[60],"distribution.":[61],"Therefore,":[62],"resulting":[64,89],"called":[67],"Beta-Bernoulli":[69],"filter.":[70],"then":[75],"controlled":[76],"to":[77],"desired":[79],"target":[80],"using":[83],"linear":[85],"feedback":[86],"controller.":[87],"mechanism":[91],"experimentally":[93],"evaluated":[94],"in":[95],"practical":[96],"MCMC":[97],"sampling":[98],"tasks.":[99]},"counts_by_year":[],"updated_date":"2026-03-07T16:01:11.037858","created_date":"2025-10-15T00:00:00"}