arXiv Machine Learning

Unscented KalmanNet: Structure-Preserving Deep Learning with Calibrated Posterior Uncertainty under Incomplete Physics and Unknown Noise

arXiv:2608. 04201v2 Announce Type: replace Abstract: Nonlinear state estimation requires sequentially fusing model-based predictions with noisy measurements.

arXiv Machine Learning
Sep 24

Full-Covariance Smoothing of Bayesian Neural Networks for Online Adaptation

The paper proposes treating a neural network’s layers as time steps in a state‑space model, converting Bayesian training into a smoothing problem. By propagating Gaussian moments forward and applying a Rauch–Tung–Striebel backward pass, weight posteriors are updated in closed form without gradient iterations or replay. The authors extend prior work by introducing a cross‑covariance identity that allows full‑covariance propagation through nonlinear activations, enabling more accurate online adaptation in non‑stationary classification, dynamics learning, and vision‑language‑action policy adaptation.

By Oren Wright, Haoming Jing, Qiaoan Shen, Koichiro Niinuma, Yorie Nakahira, Jos\'e M. F. Moura