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We present a Bayesian approach to the problem of determining parameters for coalescing binary systems observed with laser interferometric detectors. By applying a Markov Chain Monte Carlo (MCMC) algorithm, specifically the Gibbs sampler, we…

General Relativity and Quantum Cosmology · Physics 2009-11-07 Nelson Christensen , Renate Meyer

Bayesian inference in state-space models is challenging due to high-dimensional state trajectories. A viable approach is particle Markov chain Monte Carlo, combining MCMC and sequential Monte Carlo to form "exact approximations" to…

Computation · Statistics 2022-10-27 Anna Wigren , Riccardo Sven Risuleo , Lawrence Murray , Fredrik Lindsten

Multiple-input multiple-output (MIMO) technology is essential for the optimal functioning of next-generation wireless networks; however, enhancing its signal-detection performance for improved spectral efficiency is challenging. Here, we…

Networking and Internet Architecture · Computer Science 2025-11-18 Junichiro Hagiwara , Toshihiko Nishimura , Takanori Sato , Yasutaka Ogawa , Takeo Ohgane

Multiple-input multiple-output (MIMO) systems will play a crucial role in future wireless communication, but improving their signal detection performance to increase transmission efficiency remains a challenge. To address this issue, we…

Networking and Internet Architecture · Computer Science 2024-03-08 Junichiro Hagiwara , Kazushi Matsumura , Hiroki Asumi , Yukiko Kasuga , Toshihiko Nishimura , Takanori Sato , Yasutaka Ogawa , Takeo Ohgane

Monte Carlo methods are essential tools for Bayesian inference. Gibbs sampling is a well-known Markov chain Monte Carlo (MCMC) algorithm, extensively used in signal processing, machine learning, and statistics, employed to draw samples from…

Computation · Statistics 2017-12-21 Luca Martino , Victor Elvira , Gustau Camps-Valls

We present a novel method for reducing the computational complexity of rigorously estimating the partition functions (normalizing constants) of Gibbs (Boltzmann) distributions, which arise ubiquitously in probabilistic graphical models. A…

Machine Learning · Statistics 2021-11-16 Shahrzad Haddadan , Yue Zhuang , Cyrus Cousins , Eli Upfal

There has been growing interest in implementing massive MIMO systems by one-bit analog-to-digital converters (ADCs), which have the benefit of reducing the power consumption and hardware complexity. One-bit MIMO detection arises in such a…

Information Theory · Computer Science 2023-07-04 Cheng-Yang Yu , Mingjie Shao , Wei-Kun Chen , Ya-Feng Liu , Wing-Kin Ma

In wireless communication systems, the use of multiple antennas at both the transmitter and receiver is a widely known method for improving both reliability and data rates, as it increases the former through transmit or receive diversity…

Information Theory · Computer Science 2014-12-31 Fathurrahman Hilman , Jong-Hyen Baek , Eun-Kyung Chae , KyungchunLee

Gibbs sampling is one of the most popular Markov chain Monte Carlo algorithms because of its simplicity, scalability, and wide applicability within many fields of statistics, science, and engineering. In the labeled random finite sets…

Systems and Control · Electrical Eng. & Systems 2023-06-28 Anthony Trezza , Donald J. Bucci , Pramod K. Varshney

Markov chain Monte Carlo (MCMC) methods are often used in clustering since they guarantee asymptotically exact expectations in the infinite-time limit. In finite time, though, slow mixing often leads to poor performance. Modern computing…

Methodology · Statistics 2022-02-24 Tin D. Nguyen , Brian L. Trippe , Tamara Broderick

Blind algorithms for multiple-input multiple-output (MIMO) signals interception have recently received considerable attention because of their important applications in modern civil and military communication fields. One key step in the…

Information Theory · Computer Science 2017-03-07 Mohammad Rida Bahloul , Mohd Zuki Yusoff , Abdel-Haleem Abdel-Aty , M Naufal M Saad

Performing exact Bayesian inference for complex models is computationally intractable. Markov chain Monte Carlo (MCMC) algorithms can provide reliable approximations of the posterior distribution but are expensive for large datasets and…

Computation · Statistics 2021-12-09 Maxime Vono , Daniel Paulin , Arnaud Doucet

Sampling from lattice Gaussian distribution has emerged as an important problem in coding, decoding and cryptography. In this paper, the classic Gibbs algorithm from Markov chain Monte Carlo (MCMC) methods is demonstrated to be…

Information Theory · Computer Science 2018-12-03 Zheng Wang

In multiple-input multiple-output (MIMO) spatially multiplexing (SM) systems, achievable error rate performance is determined by signal detection strategy. The optimal maximum-likelihood detection (MLD) that exhaustively examines all symbol…

Information Theory · Computer Science 2015-03-17 Makoto Tanahashi , Hideki Ochiai

A novel computationally efficient Markov chain Monte Carlo (MCMC) scheme for latent Gaussian models (LGMs) is proposed in this paper. The sampling scheme is a two block Gibbs sampling scheme designed to exploit the model structure of LGMs.…

Computation · Statistics 2015-06-23 Óli Páll Geirsson , Birgir Hrafnkelsson , Daniel Simpson , Helgi Sigurðarson

A neighborhood restricted Mixed Gibbs Sampling (MGS) based approach is proposed for low-complexity high-order modulation large-scale Multiple-Input Multiple-Output (LS-MIMO) detection. The proposed LS-MIMO detector applies a neighborhood…

Information Theory · Computer Science 2021-04-20 Alex Mussi , Taufik Abrão

We introduce a new Markov chain Monte Carlo (MCMC) sampler called the Markov Interacting Importance Sampler (MIIS). The MIIS sampler uses conditional importance sampling (IS) approximations to jointly sample the current state of the Markov…

Computation · Statistics 2015-06-26 Eduardo F. Mendes , Marcel Scharth , Robert Kohn

We introduce a new Markov-Chain Monte Carlo (MCMC) approach designed for efficient sampling of highly correlated and multimodal posteriors. Parallel tempering, though effective, is a costly technique for sampling such posteriors. Our…

Instrumentation and Methods for Astrophysics · Physics 2014-10-01 Benjamin Farr , Vicky Kalogera , Erik Luijten

Markov chain Monte Carlo (MCMC) algorithms are simple and extremely powerful techniques to sample from almost arbitrary distributions. The flaw in practice is that it can take a large and/or unknown amount of time to converge to the…

Machine Learning · Computer Science 2014-11-13 Xianghang Liu , Justin Domke

Markov chain Monte Carlo (MCMC) samplers are numerical methods for drawing samples from a given target probability distribution. We discuss one particular MCMC sampler, the MALA-within-Gibbs sampler, from the theoretical and practical…

Computation · Statistics 2020-03-19 X. T. Tong , M. Morzfeld , Y. M. Marzouk