Related papers: Effectiveness of sparse Bayesian algorithm for MVA…

This paper proposes a flexible Bayesian approach to multiple imputation using conditional Gaussian mixtures. We introduce novel shrinkage priors for covariate-dependent mixing proportions in the mixture models to automatically select the…

Magnetoencephalography and electroencephalography (M/EEG) are non-invasive modalities that measure the weak electromagnetic fields generated by neural activity. Estimating the location and magnitude of the current sources that generated…

This article considers a stable vector autoregressive (VAR) model and investigates return predictability in a Bayesian context. The VAR system comprises asset returns and the dividend-price ratio as proposed in Cochrane (2008), and allows…

Bayesian approaches for handling covariate measurement error are well established, and yet arguably are still relatively little used by researchers. For some this is likely due to unfamiliarity or disagreement with the Bayesian inferential…

Electroencephalography (EEG) source imaging aims to reconstruct the spatial distribution of neural activity within the brain from non-invasive scalp measurements. This inverse problem is severely ill-posed due to the low spatial resolution…

We address the problem of two-variable causal inference without intervention. This task is to infer an existing causal relation between two random variables, i.e. $X \rightarrow Y$ or $Y \rightarrow X$ , from purely observational data. As…

In the paper, we present a strategy for accelerating posterior inference for unknown inputs in time fractional diffusion models. In many inference problems, the posterior may be concentrated in a small portion of the entire prior support.…

Inferring the causal structure of a system typically requires interventional data, rather than just observational data. Since interventional experiments can be costly, it is preferable to select interventions that yield the maximum amount…

In this paper, we investigate a channel estimation problem in a downlink millimeter-wave (mmWave) multiple-input multiple-output (MIMO) system, which suffers from impulsive interference caused by hardware non-idealities or external…

Many problems of low-level computer vision and image processing, such as denoising, deconvolution, tomographic reconstruction or super-resolution, can be addressed by maximizing the posterior distribution of a sparse linear model (SLM). We…

The use of mobile robotics in radioactive source seeking has become an important part of modern radiation-safety practices, supporting timely mitigation of contamination risks and helping protect public health. However, measuring radiation…

Multi-task learning models using Gaussian processes (GP) have been developed and successfully applied in various applications. The main difficulty with this approach is the computational cost of inference using the union of examples from…

Bayesian hierarchical models can provide efficient algorithms for finding sparse solutions to ill-posed inverse problems. The models typically comprise a conditionally Gaussian prior model for the unknown which is augmented by a generalized…

We evaluate the robustness of a probabilistic formulation of system identification (ID) to sparse, noisy, and indirect data. Specifically, we compare estimators of future system behavior derived from the Bayesian posterior of a learning…

We propose an empirically stable and asymptotically efficient covariate-balancing approach to the problem of estimating survival causal effects in data with conditionally-independent censoring. This addresses a challenge often encountered…

The beam squint effect, which manifests in different steering matrices in different sub-bands, has been widely considered a challenge in millimeter wave (mmWave) multiinput multi-output (MIMO) channel estimation. Existing methods either…

Gaussian graphical models are used for determining conditional relationships between variables. This is accomplished by identifying off-diagonal elements in the inverse-covariance matrix that are non-zero. When the ratio of variables (p) to…

Bayesian methods lie at the heart of modern data science and provide a powerful scaffolding for estimation in data-constrained settings and principled quantification and propagation of uncertainty. Yet in many real-world use cases where…

Approximations to Gaussian processes based on inducing variables, combined with variational inference techniques, enable state-of-the-art sparse approaches to infer GPs at scale through mini batch-based learning. In this work, we address…

This article revisits the problem of Bayesian shape-restricted inference in the light of a recently developed approximate Gaussian process that admits an equivalent formulation of the shape constraints in terms of the basis coefficients. We…