Related papers: Joint Bayesian estimation of close subspaces from …

Optimal dimensionality reduction methods are proposed for the Bayesian inference of a Gaussian linear model with additive noise in presence of overabundant data. Three different optimal projections of the observations are proposed based on…

This paper develops a new empirical Bayesian inference algorithm for solving a linear inverse problem given multiple measurement vectors (MMV) of under-sampled and noisy observable data. Specifically, by exploiting the joint sparsity across…

Suppose $X_1,\dots, X_n$ is a random sample from a bounded and decreasing density $f_0$ on $[0,\infty)$. We are interested in estimating such $f_0$, with special interest in $f_0(0)$. This problem is encountered in various statistical…

The sample mean is often used to aggregate different unbiased estimates of a parameter, producing a final estimate that is unbiased but possibly high-variance. This paper introduces the Bayesian median of means, an aggregation rule that…

This work considers an estimation task in compressive sensing, where the goal is to estimate an unknown signal from compressive measurements that are corrupted by additive pre-measurement noise (interference, or clutter) as well as…

This paper studies the problem of estimation from relative measurements in a graph, in which a vector indexed over the nodes has to be reconstructed from pairwise measurements of differences between its components associated to nodes…

The problem of mixed signals occurs in many different contexts; one of the most familiar being acoustics. The forward problem in acoustics consists of finding the sound pressure levels at various detectors resulting from sound signals…

Performing inference in Bayesian models requires sampling algorithms to draw samples from the posterior. This becomes prohibitively expensive as the size of data sets increase. Constructing approximations to the posterior which are cheap to…

In this work the issue of Bayesian inference for stationary data is addressed. Therefor a parametrization of a statistically suitable subspace of the the shift-ergodic probability measures on a Cartesian product of some finite state space…

We propose a novel approach for solving inverse-problems with high-dimensional inputs and an expensive forward mapping. It leverages joint deep generative modelling to transfer the original problem spaces to a lower dimensional latent…

Inverse problems constrained by partial differential equations are often ill-conditioned due to noisy and incomplete data or inherent non-uniqueness. A prominent example is full waveform inversion, which estimates Earth's subsurface…

Nested error regression models are useful tools for analysis of grouped data, especially in the case of small area estimation. This paper suggests a nested error regression model using uncertain random effects in which the random effect in…

To infer the parameters of mechanistic models with intractable likelihoods, techniques such as approximate Bayesian computation (ABC) are increasingly being adopted. One of the main disadvantages of ABC in practical situations, however, is…

To address the common problem of high dimensionality in tensor regressions, we introduce a generalized tensor random projection method that embeds high-dimensional tensor-valued covariates into low-dimensional subspaces with minimal loss of…

We investigate mismatched estimation in the context of the distance geometry problem (DGP). In the DGP, for a set of points, we are given noisy measurements of pairwise distances between the points, and our objective is to determine the…

We present a Bayesian scheme for the approximate diagonalisation of several square matrices which are not necessarily symmetric. A Gibbs sampler is derived to simulate samples of the common eigenvectors and the eigenvalues for these…

Many inference problems involve inferring the number $N$ of components in some region, along with their properties $\{\mathbf{x}_i\}_{i=1}^N$, from a dataset $\mathcal{D}$. A common statistical example is finite mixture modelling. In the…

This paper addresses the problem of summarizing the posterior distributions that typically arise, in a Bayesian framework, when dealing with signal decomposition problems with unknown number of components. Such posterior distributions are…

In this paper, a Bayesian fusion technique for remotely sensed multi-band images is presented. The observed images are related to the high spectral and high spatial resolution image to be recovered through physical degradations, e.g.,…

Subspace segmentation or subspace learning is a challenging and complicated task in machine learning. This paper builds a primary frame and solid theoretical bases for the minimal subspace segmentation (MSS) of finite samples. Existence and…