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Artificial Intelligence for Decision Making: Dynamic Planning under Fundamental Uncertainty

Project Member(s): Bishop, A.

Funding or Partner Organisation: NSW Department of Industry (NSW Defence Innovation Network)
NSW Department of Industry (NSW Defence Innovation Network)

Start year: 2021

Summary: Broadly, here we address the challenge of taking existing machine learning methods that make strong assumptions about stationarity in dynamical processes, and adapting these methods and/or understanding how existing methods perform in situations where that assumption cannot be made.

Publications:

Bishop, AN & Del Moral, P 2023, 'Robust Kalman and Bayesian Set-Valued Filtering and Model Validation for Linear Stochastic Systems', SIAM/ASA Journal on Uncertainty Quantification, vol. 11, no. 2, pp. 389-425.
View/Download from: Publisher's site

Bishop, AN & Bonilla, EV 1970, 'Recurrent Neural Networks and Universal Approximation of Bayesian Filters', Proceedings of Machine Learning Research, pp. 6956-6967.

FOR Codes: Emerging Defence Technologies, Applied mathematics, Numerical and computational mathematics