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The multivariate extended skew-normal distribution allows for accommodating raw data which are skewed and heavy tailed, and has at least three appealing statistical properties, namely closure under conditioning, affine transformations, and…

Methodology · Statistics 2015-06-19 Mathieu Gerber , Florian Pelgrin

We present a new probabilistic method for detecting, deblending, and cataloging astronomical sources called the Bayesian Light Source Separator (BLISS). BLISS is based on deep generative models, which embed neural networks within a Bayesian…

Instrumentation and Methods for Astrophysics · Physics 2022-07-13 Derek Hansen , Ismael Mendoza , Runjing Liu , Ziteng Pang , Zhe Zhao , Camille Avestruz , Jeffrey Regier

We propose a very fast approximate Markov Chain Monte Carlo (MCMC) sampling framework that is applicable to a large class of sparse Bayesian inference problems, where the computational cost per iteration in several models is of order…

Computation · Statistics 2021-08-17 Yves Atchadé , Liwei Wang

We propose a novel method for the extraction of unresolved point sources from CMB maps. This method is based on the analysis of the phase distribution of the Fourier components for the observed signal and unlike most other methods of…

Astrophysics · Physics 2009-10-31 P. Naselsky , D. Novikov , Joseph Silk

The Planck satellite, along with several ground based telescopes, have mapped the cosmic microwave background (CMB) at sufficient resolution and signal-to-noise so as to allow a detection of the subtle distortions due to the gravitational…

Cosmology and Nongalactic Astrophysics · Physics 2015-08-06 Ethan Anderes , Benjamin Wandelt , Guilhem Lavaux

We propose an algorithm for segmenting natural images based on texture and color information, which leverages the co-sparse analysis model for image segmentation within a convex multilabel optimization framework. As a key ingredient of this…

Computer Vision and Pattern Recognition · Computer Science 2013-12-18 Claudia Nieuwenhuis , Daniel Cremers , Simon Hawe , Martin Kleinsteuber

We propose a sequential Monte Carlo (SMC) method to efficiently and accurately compute cut-Bayesian posterior quantities of interest, variations of standard Bayesian approaches constructed primarily to account for model misspecification. We…

Computation · Statistics 2024-11-13 Joseph Mathews , Giri Gopalan , James Gattiker , Sean Smith , Devin Francom

The Laser Interferometer Space Antenna (LISA) defines new demands on data analysis efforts in its all-sky gravitational wave survey, recording simultaneously thousands of galactic compact object binary foreground sources and tens to…

Instrumentation and Methods for Astrophysics · Physics 2009-11-06 Alexander Stroeer , John Veitch

In this work, we are interested in the determination of the shape of the scatterer for the two dimensional time harmonic inverse medium scattering problems in acoustics. The scatterer is assumed to be a piecewise constant function with a…

Numerical Analysis · Mathematics 2021-01-12 J. Huang , Z. Deng , L. Xu

Bayesian calibration of black-box computer models offers an established framework to obtain a posterior distribution over model parameters. Traditional Bayesian calibration involves the emulation of the computer model and an additive model…

Machine Learning · Statistics 2018-10-30 Sébastien Marmin , Maurizio Filippone

Approximate Bayesian computation (ABC) using a sequential Monte Carlo method provides a comprehensive platform for parameter estimation, model selection and sensitivity analysis in differential equations. However, this method, like other…

Machine Learning · Statistics 2015-07-21 Sanmitra Ghosh , Srinandan Dasmahapatra , Koushik Maharatna

We consider a class of colored graphical Gaussian models obtained by placing symmetry constraints on the precision matrix in a Bayesian framework. The prior distribution on the precision matrix is the colored $G$-Wishart prior which is the…

Methodology · Statistics 2020-04-03 Qiong Li , Xin Gao , Helene Massam

This work proposes a decentralized, iterative, Bayesian algorithm called CB-DSBL for in-network estimation of multiple jointly sparse vectors by a network of nodes, using noisy and underdetermined linear measurements. The proposed algorithm…

Machine Learning · Computer Science 2016-11-15 Saurabh Khanna , Chandra R. Murthy

We propose a Monte Carlo sampler from the reverse diffusion process. Unlike the practice of diffusion models, where the intermediary updates -- the score functions -- are learned with a neural network, we transform the score matching…

Machine Learning · Statistics 2024-03-14 Xunpeng Huang , Hanze Dong , Yifan Hao , Yi-An Ma , Tong Zhang

We propose a sampling algorithm to perform system identification from a set of input-output graph signal pairs. The dynamics of the systems we study are given by a partially known adjacency matrix and a generic parametric graph filter of…

Signal Processing · Electrical Eng. & Systems 2024-01-01 Martín Sevilla , Santiago Segarra

We introduce an exact Bayesian approach to search for non-Gaussianity of local type in Cosmic Microwave Background (CMB) radiation data. Using simulated CMB temperature maps, the newly developed technique is compared against the…

Cosmology and Nongalactic Astrophysics · Physics 2010-11-15 Franz Elsner , Benjamin D. Wandelt

We propose a new computationally efficient sampling scheme for Bayesian inference involving high dimensional probability distributions. Our method maps the original parameter space into a low-dimensional latent space, explores the latent…

Computation · Statistics 2019-10-15 Babak Shahbaba , Luis Martinez Lomeli , Tian Chen , Shiwei Lan

A common task in experimental sciences is to fit mathematical models to real-world measurements to improve understanding of natural phenomenon (reverse-engineering or inverse modeling). When complex dynamical systems are considered, such as…

Numerical Analysis · Mathematics 2018-06-18 Jean-Charles Croix , Nicolas Durrande , Mauricio Alvarez

Joint deconvolution and segmentation of ultrasound images is a challenging problem in medical imaging. By adopting a hierarchical Bayesian model, we propose an accelerated Markov chain Monte Carlo scheme where the tissue reflectivity…

Image and Video Processing · Electrical Eng. & Systems 2020-01-23 Corbineau Marie-Caroline , Kouamé Denis , Chouzenoux Emilie , Tourneret Jean-Yves , Pesquet Jean-Christophe

We consider the reconstruction of moving sources using partial measured data. A two-step deterministic-statistical approach is proposed. In the first step, an approximate direct sampling method is developed to obtain the locations of the…

Numerical Analysis · Mathematics 2021-07-07 Yanfang Liu , Yukun Guo , Jiguang Sun