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Maximum a Posteriori assignment (MAP) is the problem of finding the most probable instantiation of a set of variables given the partial evidence on the other variables in a Bayesian network. MAP has been shown to be a NP-hard problem [22],…
This paper concerns the use of Markov chain Monte Carlo methods for posterior sampling in Bayesian nonparametric mixture models with normalized random measure priors. Making use of some recent posterior characterizations for the class of…
In this paper, Bayesian parameter estimation through the consideration of the Maximum A Posteriori (MAP) criterion is revisited under the prism of the Expectation-Maximization (EM) algorithm. By incorporating a sparsity-promoting penalty…
Monte Carlo methods represent the "de facto" standard for approximating complicated integrals involving multidimensional target distributions. In order to generate random realizations from the target distribution, Monte Carlo techniques use…
We present a novel approach using neural networks to recover X-ray spectral model parameters and quantify uncertainties, balancing accuracy and computational efficiency against traditional frequentist and Bayesian methods. Frequentist…
When recovering an unknown signal from noisy measurements, the computational difficulty of performing optimal Bayesian MMSE (minimum mean squared error) inference often necessitates the use of maximum a posteriori (MAP) inference, a special…
We introduce multi-scale energy models to learn the prior distribution of images, which can be used in inverse problems to derive the Maximum A Posteriori (MAP) estimate and to sample from the posterior distribution. Compared to the…
Tuning of measurement models is challenging in real-world applications of sequential Monte Carlo methods. Recent advances in differentiable particle filters have led to various efforts to learn measurement models through neural networks.…
We present a new nonlinear dimensionality reduction method, MAPLE, that enhances UMAP by improving manifold modeling. MAPLE employs a self-supervised learning approach to more efficiently encode low-dimensional manifold geometry. Central to…
We present a comparison between a number of recently introduced low-memory wave function optimization methods for variational Monte Carlo in which we find that first and second derivative methods possess strongly complementary relative…
An experimental protocol is developed to directly measure the new material functions revealed by medium amplitude parallel superposition (MAPS) rheology. This experimental protocol measures the medium amplitude response of a material to a…
We present a randomized maximum a posteriori (rMAP) method for generating approximate samples of posteriors in high dimensional Bayesian inverse problems governed by large-scale forward problems. We derive the rMAP approach by: 1) casting…
In this paper, we present a method of maximum a posteriori estimation of parameters in dynamic factor models with incomplete data. We extend maximum likelihood expectation maximization iterations by Ba\'nbura & Modugno (2014) to penalized…
Modern parallel computing devices, such as the graphics processing unit (GPU), have gained significant traction in scientific and statistical computing. They are particularly well-suited to data-parallel algorithms such as the particle…
In this article we develop a new sequential Monte Carlo (SMC) method for multilevel (ML) Monte Carlo estimation. In particular, the method can be used to estimate expectations with respect to a target probability distribution over an…
Modern wireless systems require not only position estimates, but also quantified uncertainty to support planning, control, and radio resource management. We formulate localization as posterior inference of an unknown transmitter location…
Image filtering algorithms are applied on images to remove the different types of noise that are either present in the image during capturing or injected in to the image during transmission. Underwater images when captured usually have…
In this paper, a new adaptive noise reduction scheme for images corrupted by impulse noise is presented. The proposed scheme efficiently identifies and reduces salt and pepper noise. MAG (Mean Absolute Gradient) is used to identify pixels…
Maximum-a-posteriori (MAP) estimation is the main Bayesian estimation methodology in imaging sciences, where high dimensionality is often addressed by using Bayesian models that are log-concave and whose posterior mode can be computed…
The use of low-rank approximation filters in the field of NMR is increasing due to their flexibility and effectiveness. Despite their ability to reduce the Mean Square Error between the processed signal and the true signal is well known,…