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This note provides a detailed description and derivation of the domain decomposition algorithm that appears in previous works by the author. Given a large re-estimation problem, domain decomposition provides an iterative method for…
Distributed signal processing algorithms have become a hot topic during the past years. One class of algorithms that have received special attention are particles filters (PFs). However, most distributed PFs involve various heuristic or…
Belief propagation is a well-studied algorithm for approximating local marginals of multivariate probability distribution over complex networks, while tensor network states are powerful tools for quantum and classical many-body problems.…
Systems such as sensor networks and teams of autonomous robots consist of multiple autonomous entities that interact with each other in a distributed, asynchronous manner. These entities need to keep track of the state of the system as it…
This paper describes a new algorithm for exact Bayesian inference that is based on a recently proposed compositional semantics of Bayesian networks in terms of channels. The paper concentrates on the ideas behind this algorithm, involving a…
The knowledge of end-to-end network distances is essential to many Internet applications. As active probing of all pairwise distances is infeasible in large-scale networks, a natural idea is to measure a few pairs and to predict the other…
Kernel methods are widespread in machine learning; however, they are limited by the quadratic complexity of the construction, application, and storage of kernel matrices. Low-rank matrix approximation algorithms are widely used to address…
Mean-field variational inference is a method for approximate Bayesian posterior inference. It approximates a full posterior distribution with a factorized set of distributions by maximizing a lower bound on the marginal likelihood. This…
Non-negative matrix factorization (NMF) has become a popular machine learning approach to many problems in text mining, speech and image processing, bio-informatics and seismic data analysis to name a few. In NMF, a matrix of non-negative…
We recently proposed a general algorithm for approximating nonstandard Bayesian posterior distributions by minimization of their Kullback-Leibler divergence with respect to a more convenient approximating distribution. In this note we offer…
We consider finite approximations of a fractal generated by an iterated function system of affine transformations on $\mathbb{R}^d$ as a discrete set of data points. Considering a signal supported on this finite approximation, we propose a…
The factor graph decentralized data fusion (FG-DDF) framework was developed for the analysis and exploitation of conditional independence in {heterogeneous Bayesian decentralized fusion problems, in which robots update and fuse pdfs over…
This paper introduces factored conditional filters, new filtering algorithms for simultaneously tracking states and estimating parameters in high-dimensional state spaces. The conditional nature of the algorithms is used to estimate…
Current approximate posteriors in Bayesian neural networks (BNNs) exhibit a crucial limitation: they fail to maintain invariance under reparameterization, i.e. BNNs assign different posterior densities to different parametrizations of…
Robotic tasks are typically specified by a tuple of factors, such as the object to be grasped, the obstacles to be avoided, the color of the target, and so on. Collecting expert demonstrations for every combination of factor values grows…
The projected belief network (PBN) is a layered generative network (LGN) with tractable likelihood function, and is based on a feed-forward neural network (FFNN). There are two versions of the PBN: stochastic and deterministic (D-PBN), and…
We study the problem of finite-horizon probabilistic invariance for discrete-time Markov processes over general (uncountable) state spaces. We compute discrete-time, finite-state Markov chains as formal abstractions of general Markov…
\citet{farrell2021deep} establish non-asymptotic high-probability bounds for general deep feedforward neural network (with rectified linear unit activation function) estimators, with \citet[Theorem 1]{farrell2021deep} achieving a suboptimal…
Fourier-domain Difference Map (FDM) for phase retrieval with two oversampled coded diffraction patterns are proposed. FDM is a 3-parameter family of fixed point algorithms including Fourier-domain Hybrid-Projection-Reflection (FHPR) and…
Filtered backprojection (FBP) algorithm is a popular choice for complicated trajectory SAR image formation processing due to its inherent nonlinear motion compensation capability. However, how to efficiently autofocus the defocused FBP…