Related papers: Line Spectrum Estimation with Probabilistic Priors
In this paper several related estimation problems are addressed from a Bayesian point of view and optimal estimators are obtained for each of them when some natural loss functions are considered. Namely, we are interested in estimating a…
We describe a new method for estimating the direction of sound in a reverberant environment from basic principles of sound propagation. The method utilizes SNR-adaptive features from time-delay and energy of the directional components after…
In this paper, we study the transmit signal optimization in a multiple-input multiple-output (MIMO) radar system for sensing the angle information of multiple targets via their reflected echo signals. We consider a challenging and practical…
Bayesian parameter inference depends on a choice of prior probability distribution for the parameters in question. The prior which makes the posterior distribution maximally sensitive to data is called the Jeffreys prior, and it is…
This article addresses the issue of estimating observation parameters (response and error parameters) in inverse problems. The focus is on cases where regularization is introduced in a Bayesian framework and the prior is modeled by a…
Bayesian hypothesis tests leverage posterior probabilities, Bayes factors, or credible intervals to inform data-driven decision making. We propose a framework for power curve approximation with such hypothesis tests. We present a fast…
Spectrum sensing is a fundamental operation in cognitive radio environment. It gives information about spectrum availability by scanning the bands. Usually a fixed amount of time is given to scan individual bands. Most of the times,…
We consider the problem of estimating the spectral norm of a matrix using only matrix-vector products. We propose a new Counterbalance estimator that provides upper bounds on the norm and derive probabilistic guarantees on its…
We address an optimal control problem for linear stochastic systems with unknown noise distributions and joint chance constraints using conformal prediction. Our approach involves designing a feedback controller to maintain an error system…
The probability that a particle, crossing the shock along a given direction, be reflected backwards along another direction, was shown to be the key element in determining the spectrum of non--thermal particles accelerated via the Fermi…
We consider the problem of optimal estimation of the value of a vector parameter $\thetavector=(\theta_0,\ldots,\theta_n)^{\top}$ of the drift term in a fractional Brownian motion represented by the finite sum…
Preferential attachment is an appealing mechanism for modeling power-law behavior of the degree distributions in directed social networks. In this paper, we consider methods for fitting a 5-parameter linear preferential model to network…
In molecular communication (MC) systems, the \textit{expected} number of molecules observed at the receiver over time after the instantaneous release of molecules by the transmitter is referred to as the channel impulse response (CIR).…
In a mixture of linear regression model, the regression coefficients are treated as random vectors that may follow either a continuous or discrete distribution. We propose two Expectation-Maximization (EM) algorithms to estimate this prior…
The learning curve expresses the error rate of a predictive modeling procedure as a function of the sample size of the training dataset. It typically is a decreasing, convex function with a positive limiting value. An estimate of the…
Prior Networks are a recently developed class of models which yield interpretable measures of uncertainty and have been shown to outperform state-of-the-art ensemble approaches on a range of tasks. They can also be used to distill an…
In this paper, we study a fast approximate inference method based on expectation propagation for exploring the posterior probability distribution arising from the Bayesian formulation of nonlinear inverse problems. It is capable of…
Probabilistic linear solvers (PLSs) return probability distributions that quantify uncertainty due to limited computation in the solution of linear systems. The literature has traditionally distinguished between Bayesian PLSs, which…
In real-world Bayesian inference applications, prior assumptions regarding the parameters of interest may be unrepresentative of their actual values for a given dataset. In particular, if the likelihood is concentrated far out in the wings…
We present methods for the numerical evaluation of the master integrals that appear in the calculation of scattering amplitudes at higher order in perturbative quantum field theory. We follow the general strategy of solving first-order…