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This paper develops a mathematical and computational framework for analyzing the expected performance of Bayesian data fusion, or joint statistical inference, within a sensor network. We use variational techniques to obtain the posterior…

Statistics Theory · Mathematics 2016-02-23 Gaurav Thakur

This paper examines the joint problem of detection and identification of a sudden and unobservable change in the probability distribution function (pdf) of a sequence of independent and identically distributed (i.i.d.) random variables to…

Information Theory · Computer Science 2009-04-16 Savas Dayanik , Christian Goulding , H. Vincent Poor

The prior distribution on parameters of a sampling distribution is the usual starting point for Bayesian uncertainty quantification. In this paper, we present a different perspective which focuses on missing observations as the source of…

Methodology · Statistics 2021-11-23 Edwin Fong , Chris Holmes , Stephen G. Walker

Given the joint chances of a pair of random variables one can compute quantities of interest, like the mutual information. The Bayesian treatment of unknown chances involves computing, from a second order prior distribution and the data…

Machine Learning · Computer Science 2007-05-23 Marcus Hutter , Marco Zaffalon

We present a general framework for Bayesian estimation of incompletely observed multivariate diffusion processes. Observations are assumed to be discrete in time, noisy and incomplete. We assume the drift and diffusion coefficient depend on…

Methodology · Statistics 2019-02-04 Frank van der Meulen , Moritz Schauer

Ensemble learning is a standard approach to building machine learning systems that capture complex phenomena in real-world data. An important aspect of these systems is the complete and valid quantification of model uncertainty. We…

Machine Learning · Computer Science 2019-11-12 Jeremiah Zhe Liu , John Paisley , Marianthi-Anna Kioumourtzoglou , Brent Coull

In this paper, we consider a distributed detection problem for a censoring sensor network where each sensor's communication rate is significantly reduced by transmitting only "informative" observations to the Fusion Center (FC), and…

Applications · Statistics 2023-07-19 Hao He , Pramod K. Varshney

Distributed detection fusion with high-dimension conditionally dependent observations is known to be a challenging problem. When a fusion rule is fixed, this paper attempts to make progress on this problem for the large sensor networks by…

Information Theory · Computer Science 2016-05-03 Hang Rao , Xiaojing Shen , Yunmin Zhu , Jianxin Pan

In this paper, we address the fusion problem in wireless sensor networks, where the cross-correlation between the estimates is unknown. To solve the problem within the Bayesian framework, we assume that the covariance matrix has a prior…

Information Theory · Computer Science 2015-09-14 Zhiyuan Weng , Petar Djuric

The correlated binomial (CB) distribution was proposed by Luce\~no (Computational Statistics $\&$ Data Analysis, 20, 1995, 511-520) as an alternative to the binomial distribution for the analysis of the data in the presence of correlations…

Methodology · Statistics 2022-02-25 Andrea Bennett , Min Wang

Deterministic mathematical models, such as those specified via differential equations, are a powerful tool to communicate scientific insight. However, such models are necessarily simplified descriptions of the real world. Generalised…

Methodology · Statistics 2025-03-24 Zheyang Shen , Jeremias Knoblauch , Sam Power , Chris. J. Oates

The integration of data and knowledge from several sources is known as data fusion. When data is only available in a distributed fashion or when different sensors are used to infer a quantity of interest, data fusion becomes essential. In…

Machine Learning · Computer Science 2023-12-11 Peng Wu , Tales Imbiriba , Victor Elvira , Pau Closas

Bayesian analyses require that all variable model parameters are given a prior probability distribution. This can pose a challenge for analyses where multiple experiments are combined if these experiments use different parametrisations for…

Methodology · Statistics 2026-03-13 Lukas Koch

In this paper we tackle distributed detection of a non-cooperative target with a Wireless Sensor Network (WSN). When the target is present, sensors observe an unknown random signal with amplitude attenuation depending on the distance…

Information Theory · Computer Science 2016-12-20 D. Ciuonzo , P. Salvo Rossi

We consider the following problem of decentralized statistical inference: given i.i.d. samples from an unknown distribution, estimate an arbitrary quantile subject to limits on the number of bits exchanged. We analyze a standard…

Information Theory · Computer Science 2007-07-13 Ram Rajagopal , Martin J. Wainwright

Large-scale Gaussian process models are becoming increasingly important and widely used in many areas, such as, computer experiments, stochastic optimization via simulation, and machine learning using Gaussian processes. The standard…

Methodology · Statistics 2018-08-02 Yongxiang Li , Qiang Zhou , Kwok Leung Tsui , Javier Cabrera

In this paper, we study a class of non-parametric density estimators under Bayesian settings. The estimators are piecewise constant functions on binary partitions. We analyze the concentration rate of the posterior distribution under a…

Statistics Theory · Mathematics 2015-08-21 Linxi Liu , Wing Hung Wong

This paper studies the problem of distributed classification with a network of heterogeneous agents. The agents seek to jointly identify the underlying target class that best describes a sequence of observations. The problem is first…

Artificial Intelligence · Computer Science 2020-11-24 James Z. Hare , Cesar A. Uribe , Lance Kaplan , Ali Jadbabaie

We investigate the problem of jointly testing two hypotheses and estimating a random parameter based on data that is observed sequentially by sensors in a distributed network. In particular, we assume the data to be drawn from a Gaussian…

Signal Processing · Electrical Eng. & Systems 2020-03-04 Dominik Reinhard , Michael Fauß , Abdelhak M. Zoubir

A distributed detection scheme where the sensors transmit with constant modulus signals over a Gaussian multiple access channel is considered. The deflection coefficient of the proposed scheme is shown to depend on the characteristic…

Information Theory · Computer Science 2017-04-05 Cihan Tepedelenlioglu , Sivaraman Dasarathan