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Anomaly detection is a field of intense research. Identifying low probability events in data/images is a challenging problem given the high-dimensionality of the data, especially when no (or little) information about the anomaly is…

Machine Learning · Computer Science 2022-04-13 José A. Padrón-Hidalgo , Valero Laparra , Gustau Camps-Valls

Due to their intuitive appeal, Bayesian methods of modeling and uncertainty quantification have become popular in modern machine and deep learning. When providing a prior distribution over the parameter space, it is straightforward to…

Machine Learning · Statistics 2025-06-05 Ivan Melev , Goeran Kauermann

Data-driven discovery of partial differential equations (PDEs) has emerged as a promising approach for deriving governing physics when domain knowledge about observed data is limited. Despite recent progress, the identification of governing…

Machine Learning · Computer Science 2024-08-16 Pongpisit Thanasutives , Ken-ichi Fukui

We introduce a new approach for decoupling trends (drift) and changepoints (shifts) in time series. Our locally adaptive model-based approach for robustly decoupling combines Bayesian trend filtering and machine learning based…

Methodology · Statistics 2024-01-09 Haoxuan Wu , Toryn L. J. Schafer , Sean Ryan , David S. Matteson

Under model misspecification, the MLE generally converges to the pseudo-true parameter, the parameter corresponding to the distribution within the model that is closest to the distribution from which the data are sampled. In many problems,…

Methodology · Statistics 2012-11-02 Peter Hoff , Jon Wakefield

Distributed inference/estimation in Bayesian framework in the context of sensor networks has recently received much attention due to its broad applicability. The variational Bayesian (VB) algorithm is a technique for approximating…

Machine Learning · Statistics 2020-11-30 Junhao Hua , Chunguang Li

We propose a quickest change detection problem over sensor networks where both the subset of sensors undergoing a change and the local post-change distributions are unknown. Each sensor in the network observes a local discrete time random…

Signal Processing · Electrical Eng. & Systems 2021-02-11 Deniz Sargun , C. Emre Koksal

Distributed statistical inference has recently attracted immense attention. The asymptotic efficiency of the maximum likelihood estimator (MLE), the one-step MLE, and the aggregated estimating equation estimator are established for…

Methodology · Statistics 2020-08-14 Ping Zhou , Zhen Yu , Jingyi Ma , Maozai Tian , Ye Fan

There has been much recent interest in modifying Bayesian inference for misspecified models so that it is useful for specific purposes. One popular modified Bayesian inference method is "cutting feedback" which can be used when the model…

In this paper we propose a bayesian approach for near-duplicate image detection, and investigate how different probabilistic models affect the performance obtained. The task of identifying an image whose metadata are missing is often…

Computer Vision and Pattern Recognition · Computer Science 2021-08-23 Lucas Moutinho Bueno , Eduardo Valle , Ricardo da Silva Torres

Bayesian optimization (BO) is a sample-efficient method and has been widely used for optimizing expensive black-box functions. Recently, there has been a considerable interest in BO literature in optimizing functions that are affected by…

Machine Learning · Computer Science 2023-12-22 Xiaobin Huang , Lei Song , Ke Xue , Chao Qian

Using observation data to estimate unknown parameters in computational models is broadly important. This task is often challenging because solutions are non-unique due to the complexity of the model and limited observation data. However,…

Methodology · Statistics 2018-12-18 Jiacheng Wu , Jian-Xun Wang , Shawn C. Shadden

Conventional frequentist FL schemes are known to yield overconfident decisions. Bayesian FL addresses this issue by allowing agents to process and exchange uncertainty information encoded in distributions over the model parameters. However,…

Machine Learning · Computer Science 2022-09-20 Jinu Gong , Osvaldo Simeone , Joonhyuk Kang

Three different inferential problems related to a two dimensional categorical data from a Bayesian perspective have been discussed in this article. Conjugate prior distribution with symmetric and asymmetric hyper parameters are considered.…

Statistics Theory · Mathematics 2024-09-05 Samyajoy Pal , Christian Heumann , M. Subbiah

Coding and testing schemes for binary hypothesis testing over noisy networks are proposed and their corresponding type-II error exponents are derived. When communication is over a discrete memoryless channel (DMC), our scheme combines…

Information Theory · Computer Science 2018-06-15 Sadaf Salehkalaibar , Michele Wigger

In this paper, we propose a Bayesian approach for multiscale problems with the availability of dynamic observational data. Our method selects important degrees of freedom probabilistically in a Generalized multiscale finite element method…

Numerical Analysis · Mathematics 2018-06-18 Siu Wun Cheung , Nilabja Guha

The prior distribution for the unknown model parameters plays a crucial role in the process of statistical inference based on Bayesian methods. However, specifying suitable priors is often difficult even when detailed prior knowledge is…

Methodology · Statistics 2020-03-18 Marcelo Hartmann , Georgi Agiashvili , Paul Bürkner , Arto Klami

We consider the problem of soft decision fusion in a bandwidth-constrained wireless sensor network (WSN). The WSN is tasked with the detection of an intruder transmitting an unknown signal over a fading channel. A binary hypothesis testing…

Information Theory · Computer Science 2015-06-04 Edmond Nurellari , Sami Aldalahmeh , Mounir Ghogho , Des McLernon

Bayesian methods are a popular choice for statistical inference in small-data regimes due to the regularization effect induced by the prior. In the context of density estimation, the standard nonparametric Bayesian approach is to target the…

Machine Learning · Statistics 2023-02-21 Sahra Ghalebikesabi , Chris Holmes , Edwin Fong , Brieuc Lehmann

After a derivation of the quantum Bayes theorem, and a discussion of the reconstruction of the unknown state of identical spin systems by repeated measurements, the main part of this paper treats the problem of determining the unknown phase…

Quantum Physics · Physics 2009-11-11 Filippo Neri
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