Related papers: Unsupervised Frequency Tracking beyond the Nyquist…
The maximum a-posteriori (MAP) perturbation framework has emerged as a useful approach for inference and learning in high dimensional complex models. By maximizing a randomly perturbed potential function, MAP perturbations generate unbiased…
We consider the discrete-time filtering problem in scenarios where the observation noise is degenerate or low. More precisely, one is given access to a discrete time observation sequence which at any time $k$ depends only on the state of an…
This paper introduces the novel class of modulated cyclostationary processes, a class of non-stationary processes exhibiting frequency coupling, and proposes a method of their estimation from repeated trials. Cyclostationary processes also…
Frequency Modulated Continuous Wave (FMCW) radar has been widely applied in automotive anti-collision systems, automatic cruise control, and indoor monitoring. However, conventional analog-to-digital converters (ADCs) can suffer from…
Uncertainty quantification is a critical missing component in radio interferometric imaging that will only become increasingly important as the big-data era of radio interferometry emerges. Since radio interferometric imaging requires…
Atom gradiometers have emerged as compelling broadband probes of scalar ultralight dark matter (ULDM) candidates that oscillate with frequencies between approximately $10^{-2}$ Hz and $10^3$ Hz. ULDM signals with frequencies greater than…
Compressed Sensing suggests that the required number of samples for reconstructing a signal can be greatly reduced if it is sparse in a known discrete basis, yet many real-world signals are sparse in a continuous dictionary. One example is…
Gaussian time-series models are often specified through their spectral density. Such models present several computational challenges, in particular because of the non-sparse nature of the covariance matrix. We derive a fast approximation of…
Digital acquisition of high bandwidth signals is particularly challenging when Nyquist rate sampling is impractical. This has led to extensive research in sub-Nyquist sampling methods, primarily for spectral and sinusoidal frequency…
Complex systems are characterized by a huge number of degrees of freedom often interacting in a non-linear manner. In many cases macroscopic states, however, can be characterized by a small number of order parameters that obey stochastic…
Recently, global pulsar timing arrays have released results from searching for a nano-Hertz gravitational wave background signal. Although there has not been any definite evidence of the presence of such a signal in residuals of pulsar…
The Markov Chain Monte Carlo method is the dominant paradigm for posterior computation in Bayesian analysis. It is common to control computation time by making approximations to the Markov transition kernel. Comparatively little attention…
This paper presents a novel robust predictive controller for constrained nonlinear systems that is able to track piece-wise constant setpoint signals. The tracking model predictive controller presented in this paper extends the nonlinear…
Stellar oscillations can provide a wealth of information about a star, which can be extracted from observed time series of the star's brightness or radial velocity. In this paper we address the question of how to extract as much information…
With the unprecedented photometric precision of the Kepler Spacecraft, significant systematic and stochastic errors on transit signal levels are observable in the Kepler photometric data. These errors, which include discontinuities,…
We propose sequential Monte Carlo based algorithms for maximum likelihood estimation of the static parameters in hidden Markov models with an intractable likelihood using ideas from approximate Bayesian computation. The static parameter…
This paper presents a nonlinear mixing model for joint hyperspectral image unmixing and nonlinearity detection. The proposed model assumes that the pixel reflectances are linear combinations of known pure spectral components corrupted by an…
Models with intractable likelihood functions arise in areas including network analysis and spatial statistics, especially those involving Gibbs random fields. Posterior parameter es timation in these settings is termed a doubly-intractable…
We address the problem of uncertainty quantification for the deconvolution model \(Z = X + Y\), where \(X\) and \(Y\) are nonnegative random variables and the goal is to estimate the signal's distribution of \(X \sim F_0\) supported…
Sequential scaling is a prominent inference-time scaling paradigm, yet its performance improvements are typically modest and not well understood, largely due to the prevalence of heuristic, non-principled approaches that obscure clear…