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We introduce an efficient MCMC sampling scheme to perform Bayesian inference in the M/G/1 queueing model given only observations of interdeparture times. Our MCMC scheme uses a combination of Gibbs sampling and simple Metropolis updates…
Chirp signal models and their generalizations have been used to model many natural and man-made phenomena in signal processing and time series literature. In recent times, several methods have been proposed for parameter estimation of these…
In various capacities of statistical signal processing two-dimensional (2-D) chirp models have been considered significantly, particularly in image processing$-$ to model gray-scale and texture images, magnetic resonance imaging, optical…
For modeling multivariate financial time series we propose a single factor copula model together with stochastic volatility margins. This model generalizes single factor models relying on the multivariate normal distribution and allows for…
Bayesian regression remains a simple but effective tool based on Bayesian inference techniques. For large-scale applications, with complicated posterior distributions, Markov Chain Monte Carlo methods are applied. To improve the well-known…
In this paper, we consider the estimation of the unknown parameters of the multiple chirp signal model in presence of additive error. The chirp signals are quite common in many areas of science and engineering, specially sonar, radar, audio…
Multi-component chirp signal models with equal chirp rates appear in various radar applications, e.g., synthetic aperture radar, echo signal of a rapid mobile target, etc. Many sub-optimal estimators have been developed for such models,…
Posterior predictive p-values (ppps) have become popular tools for Bayesian model assessment, being general-purpose and easy to use. However, interpretation can be difficult because their distribution is not uniform under the hypothesis…
Many scientific and engineering problems require to perform Bayesian inferences in function spaces, in which the unknowns are of infinite dimension. In such problems, many standard Markov Chain Monte Carlo (MCMC) algorithms become arbitrary…
Bayesian analysis often concerns an evaluation of models with different dimensionality as is necessary in, for example, model selection or mixture models. To facilitate this evaluation, transdimensional Markov chain Monte Carlo (MCMC)…
This article introduces the "chart & chirp" method of one-shot, in situ VCO tuning curve estimation, learning, and predistortion, which provides an alternative to prevailing LMS-based background calibration loops. The proposed approach…
Markov chain Monte Carlo (MCMC) is the predominant tool used in Bayesian parameter estimation for hierarchical models. When the model expands due to an increasing number of hierarchical levels, number of groups at a particular level, or…
Prominent features of simulated moving bed (SMB) chromatography processes in the downstream processing is based on the determination of operating conditions. However, effects of different types of uncertainties have to be studied and…
Functional mixed models are widely useful for regression analysis with dependent functional data, including longitudinal functional data with scalar predictors. However, existing algorithms for Bayesian inference with these models only…
Bayesian inference provides a methodology for parameter estimation and uncertainty quantification in machine learning and deep learning methods. Variational inference and Markov Chain Monte-Carlo (MCMC) sampling methods are used to…
We consider Markov chain Monte Carlo (MCMC) algorithms for Bayesian high-dimensional regression with continuous shrinkage priors. A common challenge with these algorithms is the choice of the number of iterations to perform. This is…
This article considers Bayesian model inference on binary model spaces. Binary model spaces are used by a large class of models, including graphical models, variable selection, mixture distributions, and decision trees. Traditional…
In Bayesian inference, predictive distributions are typically in the form of samples generated via Markov chain Monte Carlo (MCMC) or related algorithms. In this paper, we conduct a systematic analysis of how to make and evaluate…
We present a continuous-time probabilistic approach for estimating the chirp signal and its instantaneous frequency function when the true forms of these functions are not accessible. Our model represents these functions by non-linearly…
This paper considers the problem of estimating chirp parameters from a noisy mixture of chirps. While a rich body of work exists in this area, challenges remain when extending these techniques to chirps of higher order polynomials. We…