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In the following article we consider approximate Bayesian parameter inference for observation driven time series models. Such statistical models appear in a wide variety of applications, including econometrics and applied mathematics. This…

Computation · Statistics 2013-04-01 Ajay Jasra , Nikolas Kantas , Elena Ehrlich

This paper combines two ingredients in order to get a rather surprising result on one of the most studied, elegant and powerful tools for solving convex feasibility problems, the method of alternating projections (MAP). Going back to names…

Optimization and Control · Mathematics 2021-11-11 Roger Behling , Yunier Bello-Cruz , Luiz-Rafael Santos

This article presents a new search algorithm for the NP-hard problem of optimizing functions of binary variables that decompose according to a graphical model. It can be applied to models of any order and structure. The main novelty is a…

Data Structures and Algorithms · Computer Science 2010-09-22 Bjoern Andres , Joerg H. Kappes , Ullrich Koethe , Fred A. Hamprecht

We present a Bayesian approach to adapting parameters of a well-trained context-dependent, deep-neural-network, hidden Markov model (CD-DNN-HMM) to improve automatic speech recognition performance. Given an abundance of DNN parameters but…

Machine Learning · Computer Science 2015-08-13 Zhen Huang , Sabato Marco Siniscalchi , I-Fan Chen , Jiadong Wu , Chin-Hui Lee

In this paper, we develop Bayes and maximum a posteriori probability (MAP) approaches to monotonicity testing. In order to simplify this problem, we consider a simple white Gaussian noise model and with the help of the Haar transform we…

Statistics Theory · Mathematics 2019-09-23 Yuri Golubev , Christophe Pouet

Graph matching is one of the most important problems in graph theory and combinatorial optimization, with many applications in various domains. Although meta-heuristic algorithms have had good performance on many NP-Hard and NP-Complete…

Neural and Evolutionary Computing · Computer Science 2019-04-01 Hashem Ezzati , Mahmood Amintoosi , Hashem Tabasi

Federated Bayesian neural networks require fixing a prior on the model parameters together with a likelihood. Eliciting meaningful priors on the weight space of modern overparameterized models is notoriously difficult, and misspecification…

Machine Learning · Computer Science 2026-05-19 Boning Zhang , Matteo Zecchin , Mingzhao Guo , Dongzhu Liu , Osvaldo Simeone

Classic Bayesian methods with complex models are frequently infeasible due to an intractable likelihood. Simulation-based inference methods, such as Approximate Bayesian Computing (ABC), calculate posteriors without accessing a likelihood…

Computation · Statistics 2026-01-09 Elliot Maceda , Emily C. Hector , Amanda Lenzi , Brian J. Reich

In performing a Bayesian analysis, two difficult problems often emerge. First, in estimating the parameters of some model for the data, the resulting posterior distribution may be multi-modal or exhibit pronounced (curving) degeneracies.…

Instrumentation and Methods for Astrophysics · Physics 2013-12-20 F. Feroz , J. Skilling

The pretrained diffusion model as a strong prior has been leveraged to address inverse problems in a zero-shot manner without task-specific retraining. Different from the unconditional generation, the measurement-guided generation requires…

Optimization and Control · Mathematics 2025-03-14 Ji Li , Chao Wang

In this paper, we present an information theoretic analysis of the blind signal classification algorithm. We show that the algorithm is equivalent to a Maximum A Posteriori (MAP) estimator based on estimated parametric probability models.…

Information Theory · Computer Science 2010-01-13 Xudong Ma

Solving inverse problems in imaging requires models that support efficient inference, uncertainty quantification, and principled probabilistic reasoning. Energy-Based Models (EBMs), with their interpretable energy landscapes and…

Image and Video Processing · Electrical Eng. & Systems 2026-01-07 Jyothi Rikhab Chand , Mathews Jacob

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…

Machine Learning · Statistics 2017-11-02 Young Woong Park , Diego Klabjan

Estimating a Gibbs density function given a sample is an important problem in computational statistics and statistical learning. Although the well established maximum likelihood method is commonly used, it requires the computation of the…

Machine Learning · Computer Science 2023-03-14 Eldad Haber , Moshe Eliasof , Luis Tenorio

We consider the energy minimization problem for undirected graphical models, also known as MAP-inference problem for Markov random fields which is NP-hard in general. We propose a novel polynomial time algorithm to obtain a part of its…

Artificial Intelligence · Computer Science 2015-08-19 Paul Swoboda , Alexander Shekhovtsov , Jörg Hendrik Kappes , Christoph Schnörr , Bogdan Savchynskyy

We study the inverse problem of estimating a field $u$ from data comprising a finite set of nonlinear functionals of $u$, subject to additive noise; we denote this observed data by $y$. Our interest is in the reconstruction of piecewise…

Numerical Analysis · Mathematics 2016-09-13 Matthew M. Dunlop , Andrew M. Stuart

We present a new proximal bundle method for Maximum-A-Posteriori (MAP) inference in structured energy minimization problems. The method optimizes a Lagrangean relaxation of the original energy minimization problem using a multi plane…

Machine Learning · Computer Science 2019-04-08 Paul Swoboda , Vladimir Kolmogorov

The problem of estimating a sparse channel, i.e. a channel with a few non-zero taps, appears in various areas of communications. Recently, we have developed an algorithm based on iterative alternating minimization which iteratively detects…

Information Theory · Computer Science 2013-08-27 Rad Niazadeh , Masoud Babaie-Zadeh , Christian Jutten

Maximum-a-posteriori (MAP) approaches are an effective framework for inverse problems with known forward operators, particularly when combined with expressive priors and careful parameter selection. In blind settings, however, their use…

Information Theory · Computer Science 2026-02-13 Nathan Buskulic , Luca Calatroni

Many problems in robotics involve both continuous and discrete components, and modeling them together for estimation tasks has been a long standing and difficult problem. Hybrid Factor Graphs give us a mathematical framework to model these…

Robotics · Computer Science 2026-05-04 Varun Agrawal , Frank Dellaert
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