Related papers: Frequentist and Bayesian inference for Gaussian-lo…
This paper is concerned with an important issue in finite mixture modelling, the selection of the number of mixing components. We propose a new penalized likelihood method for model selection of finite multivariate Gaussian mixture models.…
Like mean, quantile and variance, mode is also an important measure of central tendency and data summary. Many practical questions often focus on "Which element (gene or file or signal) occurs most often or is the most typical among all…
A new strategy based on numerical homogenization and Bayesian techniques for solving multiscale inverse problems is introduced. We consider a class of elliptic problems which vary at a microscopic scale, and we aim at recovering the highly…
Graphical models describe associations between variables through the notion of conditional independence. Gaussian graphical models are a widely used class of such models where the relationships are formalized by non-null entries of the…
In this paper we deal with the regression problem in a random design setting. We investigate asymptotic optimality under minimax point of view of various Bayesian rules based on warped wavelets and show that they nearly attain optimal…
This work develops a Bayesian non-parametric approach to signal separation where the signals may vary according to latent variables. Our key contribution is to augment Gaussian Process Latent Variable Models (GPLVMs) for the case where each…
This paper studies the formulation, well-posedness, and numerical solution of Bayesian inverse problems on metric graphs, in which the edges represent one-dimensional wires connecting vertices. We focus on the inverse problem of recovering…
Count outcomes in longitudinal studies are frequent in clinical and engineering studies. In frequentist and Bayesian statistical analysis, methods such as Mixed linear models allow the variability or correlation within individuals to be…
Shape constrained regression analysis has applications in dose-response modeling, environmental risk assessment, disease screening and many other areas. Incorporating the shape constraints can improve estimation efficiency and avoid…
Statistical dependencies among wavelet coefficients are commonly represented by graphical models such as hidden Markov trees(HMTs). However, in linear inverse problems such as deconvolution, tomography, and compressed sensing, the presence…
A Bayesian filtering algorithm is developed for a class of state-space systems that can be modelled via Gaussian mixtures. In general, the exact solution to this filtering problem involves an exponential growth in the number of mixture…
Ultrametric matrices are a class of covariance matrices that arise in latent tree models. As a parameter space in a statistical model, the set of ultrametric matrices is neither convex nor a smooth manifold. Focus in the literature has…
We propose the first Bayesian encoder for metric learning. Rather than relying on neural amortization as done in prior works, we learn a distribution over the network weights with the Laplace Approximation. We actualize this by first…
We propose a novel approach to the recognition of particular classes of non-conventional events in signals from phase-sensitive optical time-domain-reflectometry-based sensors. Our algorithmic solution has two main features: filtering aimed…
Analyzing multi-layered graphical models provides insight into understanding the conditional relationships among nodes within layers after adjusting for and quantifying the effects of nodes from other layers. We obtain the penalized maximum…
In this paper, we develop asymptotic theory for the mixing detection methodology proposed by M. Magdziarz and A. Weron [Physical Review E, 84:051138 (2011)]. The assumptions cover a broad family of Gaussian stochastic processes including…
It has become increasingly common to collect high-dimensional binary response data; for example, with the emergence of new sampling techniques in ecology. In smaller dimensions, multivariate probit (MVP) models are routinely used for…
We propose a greedy variational method for decomposing a non-negative multivariate signal as a weighted sum of Gaussians, which, borrowing the terminology from statistics, we refer to as a Gaussian mixture model. Notably, our method has the…
The problem of known signal detection in Additive White Gaussian Noise is considered. In this paper a new detection algorithm based on Discrete Wavelet Transform pre-processing and threshold comparison is introduced. Current approaches…
The problem of clock offset estimation in a two way timing message exchange regime is considered when the likelihood function of the observation time stamps is Gaussian, exponential or log-normally distributed. A parametrized solution to…