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In Bayesian inference, an unknown measurement uncertainty is often quantified in terms of a Gamma distributed precision parameter, which is impractical when prior information on the standard deviation of the measurement uncertainty shall be…

Methodology · Statistics 2021-01-19 Manuel M. Eichenlaub

Over the past decades, researchers and ML practitioners have come up with better and better ways to build, understand and improve the quality of ML models, but mostly under the key assumption that the training data is distributed…

Machine Learning · Computer Science 2019-10-14 Yeounoh Chung , Peter J. Haas , Eli Upfal , Tim Kraska

We prove the weak consistency of the posterior distribution and that of the Bayes estimator for a two-phase piecewise linear regression mdoel where the break-point is unknown. The non-differentiability of the likelihood of the model with…

Statistics Theory · Mathematics 2012-06-22 Tristan Launay , Anne Philippe , Sophie Lamarche

Nonparametric Bayesian models are used routinely as flexible and powerful models of complex data. Many times, a statistician may have additional informative beliefs about data distribution of interest, e.g., its mean or subset components,…

Methodology · Statistics 2022-11-08 Bingjing Tang , Vinayak Rao

The problem of decentralized sequential change detection is considered, where an abrupt change occurs in an area monitored by a number of sensors; the sensors transmit their data to a fusion center, subject to bandwidth and energy…

Statistics Theory · Mathematics 2013-11-12 Georgios Fellouris , George V. Moustakides

Ensemble learning is a mainstay in modern data science practice. Conventional ensemble algorithms assign to base models a set of deterministic, constant model weights that (1) do not fully account for individual models' varying accuracy…

Methodology · Statistics 2019-04-02 Jeremiah Zhe Liu , John Paisley , Marianthi-Anna Kioumourtzoglou , Brent A. Coull

In this article we consider the problems of distributed detection and estimation in wireless sensor networks. In the first part, we provide a general framework aimed to show how an efficient design of a sensor network requires a joint…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-07-08 Sergio Barbarossa , Stefania Sardellitti , Paolo Di Lorenzo

Bayesian estimation is a powerful theoretical paradigm for the operation of quantum sensors. However, the Bayesian method for statistical inference generally suffers from demanding calibration requirements that have so far restricted its…

Quantum Physics · Physics 2021-09-22 Samuel P. Nolan , Augusto Smerzi , Luca Pezzè

Accurate representations of unknown and sub-grid physical processes through parameterizations (or closure) in numerical simulations with quantified uncertainty are critical for resolving the coarse-grained partial differential equations…

Machine Learning · Computer Science 2024-05-08 Yongquan Qu , Mohamed Aziz Bhouri , Pierre Gentine

We consider distributed estimation of a Gaussian vector with a linear observation model in an inhomogeneous wireless sensor network, where a fusion center (FC) reconstructs the unknown vector, using a linear estimator. Sensors employ…

Information Theory · Computer Science 2016-08-24 Alireza Sani , Azadeh Vosoughi

Machine learning tools have empowered a qualitatively new way to perform differential cross section measurements whereby the data are unbinned, possibly in many dimensions. Unbinned measurements can enable, improve, or at least simplify…

The main object of this paper is to show how we can use classical probabilistic methods such as Maximum Entropy (ME), maximum likelihood (ML) and/or Bayesian (BAYES) approaches to do microscopic and macroscopic data fusion. Actually ME can…

Data Analysis, Statistics and Probability · Physics 2007-05-23 A. Mohammad-Djafari

There is significant interest in learning and optimizing a complex system composed of multiple sub-components, where these components may be agents or autonomous sensors. Among the rich literature on this topic, agent-based and…

Machine Learning · Computer Science 2021-07-08 Kai Wang , Bryan Wilder , Sze-chuan Suen , Bistra Dilkina , Milind Tambe

Fusing probabilistic information is a fundamental task in signal and data processing with relevance to many fields of technology and science. In this work, we investigate the fusion of multiple probability density functions (pdfs) of a…

Signal Processing · Electrical Eng. & Systems 2023-01-20 Günther Koliander , Yousef El-Laham , Petar M. Djurić , Franz Hlawatsch

We consider the problem of distributed estimation of a Gaussian vector with linear observation model. Each sensor makes a scalar noisy observation of the unknown vector, quantizes its observation, maps it to a digitally modulated symbol,…

Information Theory · Computer Science 2020-05-01 Mojtaba Shirazi , Azadeh Vosoughi

Consider a distributed detection problem in which the underlying distributions of the observations are unknown; instead of these distributions, noisy versions of empirically observed statistics are available to the fusion center. These…

Information Theory · Computer Science 2020-02-13 Haiyun He , Lin Zhou , Vincent Y. F. Tan

A hybrid detector that fuses both quantized and full-precision observations is proposed for weak signal detection under additive and multiplicative Gaussian noise. We first derive a locally most powerful test (LMPT)--based hybrid detector…

Signal Processing · Electrical Eng. & Systems 2025-10-09 Linlin Mao , Zeping Sui , Michail Matthaiou , Hongbin Li

This paper introduces a novel Bayesian approach to detect changes in the variance of a Gaussian sequence model, focusing on quantifying the uncertainty in the change point locations and providing a scalable algorithm for inference. Such a…

Methodology · Statistics 2025-03-04 Lorenzo Cappello , Oscar Hernan Madrid Padilla

We introduce a Bayesian approach to predictive density calibration and combination that accounts for parameter uncertainty and model set incompleteness through the use of random calibration functionals and random combination weights.…

Applications · Statistics 2016-10-26 Federico Bassetti , Roberto Casarin , Francesco Ravazzolo

The problem of detecting changes with multiple sensors has received significant attention in the literature. In many practical applications such as critical infrastructure monitoring and modeling of disease spread, a useful change…

Information Theory · Computer Science 2019-02-19 Mehmet Necip Kurt , Xiaodong Wang
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