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In this article, we propose a new class of priors for Bayesian inference with multiple Gaussian graphical models. We introduce fully Bayesian treatments of two popular procedures, the group graphical lasso and the fused graphical lasso, and…
We propose a mixed integer programming (MIP) model and iterative algorithms based on topological orders to solve optimization problems with acyclic constraints on a directed graph. The proposed MIP model has a significantly lower number of…
This paper addresses the adaptive radar target detection problem in the presence of Gaussian interference with unknown statistical properties. To this end, the problem is first formulated as a binary hypothesis test, and then we derive a…
There are proposals that extend the classical generalized additive models (GAMs) to accommodate high-dimensional data ($p>>n$) using group sparse regularization. However, the sparse regularization may induce excess shrinkage when estimating…
We present Bayesian Binary Search (BBS), a novel probabilistic variant of the classical binary search/bisection algorithm. BBS leverages machine learning/statistical techniques to estimate the probability density of the search space and…
Factorizing low-rank matrices is a problem with many applications in machine learning and statistics, ranging from sparse PCA to community detection and sub-matrix localization. For probabilistic models in the Bayes optimal setting, general…
The direct detection of Gravitational Waves (GWs) by Pulsar Timing Arrays (PTAs) is very likely within the next decade. While the stochastic GW background is a promising candidate for detection it is also possible that single resolvable…
Stage-IV dark energy wide-field surveys, such as the Vera C. Rubin Observatory Legacy Survey of Space and Time (LSST), will observe an unprecedented number density of galaxies. As a result, the majority of imaged galaxies will visually…
Extreme learning machine (ELM) as a simple and rapid neural network has been shown its good performance in various areas. Different from the general single hidden layer feedforward neural network (SLFN), the input weights and biases in…
This study proposes the first Bayesian approach for learning high-dimensional linear Bayesian networks. The proposed approach iteratively estimates each element of the topological ordering from backward and its parent using the inverse of a…
Exploring the limits of an Analog and Mixed Signal (AMS) circuit by driving appropriate inputs has been a serious challenge to the industry. Doing an exhaustive search of the entire input state space is a time-consuming exercise and the…
The LISA International Science Team Working Group on Data Analysis (LIST-WG1B) is sponsoring several rounds of mock data challenges, with the purpose of fostering development of LISA data-analysis capabilities, and of demonstrating…
We consider the problem of signal estimation in a generalized linear model (GLM). GLMs include many canonical problems in statistical estimation, such as linear regression, phase retrieval, and 1-bit compressed sensing. Recent work has…
The coalescences of massive black hole binaries are one of the main targets of space-based gravitational wave observatories. Such gravitational wave sources are expected to be accompanied by electromagnetic emissions. Low latency detection…
We develop an accurate simulation-based inference framework for high-mass ($\gtrsim\!10^7 \rm{M_\odot}$) black-hole binaries observable by LISA. The method is implemented within the DINGO gravitational-wave parameter-estimation code,…
The Laser Interferometer Space Antenna (LISA) will be capable of detecting gravitational waves (GWs) in the milli-Hertz band. Among various sources, LISA will detect the coalescence of supermassive black hole binaries (SMBHBs). Accurate and…
The Laser Interferometer Space Antenna (LISA) is scheduled to launch in the mid 2030s, and is expected to observe gravitational-wave candidates from massive black-hole binary mergers, extreme mass-ratio inspirals, and more. Accurately…
Spatial photonic Ising machines (SPIMs) based on spatial light modulators (SLMs) have emerged as highly effective solvers for many tasks, including combinatorial optimization problems and spin-glass simulations. However, traditional SPIMs…
This work considers black-box Bayesian inference over high-dimensional parameter spaces. The well-known adaptive Metropolis (AM) algorithm of (Haario etal. 2001) is extended herein to scale asymptotically uniformly with respect to the…
This paper introduces a new Markov Chain Monte Carlo method for Bayesian variable selection in high dimensional settings. The algorithm is a Hastings-Metropolis sampler with a proposal mechanism which combines a Metropolis Adjusted Langevin…