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We study the excess mean square error (EMSE) above the minimum mean square error (MMSE) in large linear systems where the posterior mean estimator (PME) is evaluated with a postulated prior that differs from the true prior of the input…

Information Theory · Computer Science 2015-05-18 Yanting Ma , Dror Baron , Ahmad Beirami

Many parameter estimation problems arising in applications are best cast in the framework of Bayesian inversion. This allows not only for an estimate of the parameters, but also for the quantification of uncertainties in the estimates.…

Computation · Statistics 2020-10-28 Emmet Cleary , Alfredo Garbuno-Inigo , Shiwei Lan , Tapio Schneider , Andrew M Stuart

Particle beam microscopy (PBM) performs nanoscale imaging by pixelwise capture of scalar values representing noisy measurements of the response from secondary electrons (SEs) integrated over a dwell time. Extended to metrology, goals…

Data Analysis, Statistics and Probability · Physics 2023-08-15 Akshay Agarwal , Minxu Peng , Vivek K. Goyal

A novel blind estimate of the number of sources from noisy, linear mixtures is proposed. Based on Sz\'ekely et al.'s distance correlation measure, we define the Sources' Dependency Criterion (SDC), from which our estimate arises. Unlike…

Signal Processing · Electrical Eng. & Systems 2020-09-01 Amir Weiss , Arie Yeredor

The Bethe-Salpeter equation (BSE) formalism is steadily asserting itself as a new efficient and accurate tool in the ensemble of computational methods available to chemists in order to predict optical excitations in molecular systems. In…

Chemical Physics · Physics 2020-08-26 Xavier Blase , Ivan Duchemin , Denis Jacquemin , Pierre-François Loos

Inverse analysis, such as model calibration, often suffers from a lack of informative data in complex real-world scenarios. The standard remedy, designing new experimental setups, is often costly and time-consuming, while readily available…

Computational Engineering, Finance, and Science · Computer Science 2026-01-16 Lea J. Haeusel , Jonas Nitzler , Lea J. Köglmeier , Wolfgang A. Wall

We consider the statistical linear inverse problem of making inference on an unknown source function in an elliptic partial differential equation from noisy observations of its solution. We employ nonparametric Bayesian procedures based on…

Statistics Theory · Mathematics 2024-07-26 Matteo Giordano

Separating an audio scene into isolated sources is a fundamental problem in computer audition, analogous to image segmentation in visual scene analysis. Source separation systems based on deep learning are currently the most successful…

Sound · Computer Science 2018-11-07 Prem Seetharaman , Gordon Wichern , Jonathan Le Roux , Bryan Pardo

This paper proposes an efficient bitwise solution to the single-channel source separation task. Most dictionary-based source separation algorithms rely on iterative update rules during the run time, which becomes computationally costly…

Sound · Computer Science 2017-12-04 Lijiang Guo , Minje Kim

This paper addresses the high dimensionality problem in blind source separation (BSS), where the number of sources is greater than two. Two pairwise iterative schemes are proposed to tackle this high dimensionality problem. The two pairwise…

Sound · Computer Science 2016-04-19 Zaid Albataineh , Fathi M. Salem

We present Bayesian Binary Search (BBS), a novel probabilistic variant of the classical binary search/bisection algorithm. BBS leverages machine learning/statistical techniques to estimate the probability density of the search space and…

Machine Learning · Computer Science 2024-10-03 Vikash Singh , Matthew Khanzadeh , Vincent Davis , Harrison Rush , Emanuele Rossi , Jesse Shrader , Pietro Lio

In this paper the problem of learning appropriate bias for an environment of related tasks is examined from a Bayesian perspective. The environment of related tasks is shown to be naturally modelled by the concept of an {\em objective}…

Machine Learning · Computer Science 2019-11-15 Jonathan Baxter

When aggregating information from conflicting sources, one's goal is to find the truth. Most real-value \emph{truth discovery} (TD) algorithms try to achieve this goal by estimating the competence of each source and then aggregating the…

Machine Learning · Computer Science 2022-06-13 Tsviel Ben Shabat , Reshef Meir , David Azriel

Source localization using EEG is important in diagnosing various physiological and psychiatric diseases related to the brain. The high temporal resolution of EEG helps medical professionals assess the internal physiology of the brain in a…

Signal Processing · Electrical Eng. & Systems 2022-10-28 Teja Mannepalli , Aurobinda Routray

In this paper we propose a new sampling-free approach to solve Bayesian model inversion problems that is an extension of the previously proposed spectral likelihood expansions (SLE) method. Our approach, called stochastic spectral…

Computation · Statistics 2021-04-21 P. -R. Wagner , S. Marelli , B. Sudret

In a recent paper [4], Duarte and Jutten investigated the Blind Source Separation (BSS) problem, for the nonlinear mixing model that they introduced in that paper. They proposed to solve this problem by using information-theoretic tools,…

Methodology · Statistics 2009-10-26 Yannick Deville , Alain Deville , Shahram Hosseini

We study source localization from high dimensional M/EEG data by extending a multiscale method based on Entropic inference devised to increase the spatial resolution of inverse problems. This method is used to construct informative prior…

Quantitative Methods · Quantitative Biology 2015-02-13 Leonardo S. Barbosa , Nestor Caticha

In this paper we consider the estimation of unknown parameters in Bayesian inverse problems. In most cases of practical interest, there are several barriers to performing such estimation, This includes a numerical approximation of a…

Methodology · Statistics 2025-02-07 Neil K. Chada , Ajay Jasra , Mohamed Maama , Raul Tempone

Source separation or demixing is the process of extracting multiple components entangled within a signal. Contemporary signal processing presents a host of difficult source separation problems, from interference cancellation to background…

Information Theory · Computer Science 2015-06-17 Michael B. McCoy , Volkan Cevher , Quoc Tran Dinh , Afsaneh Asaei , Luca Baldassarre

This letter proposes a new blind source separation (BSS) framework termed minimum variance independent component analysis (MVICA), which can potentially achieve the maximum output signal-to-interference ratio (SIR) while also allowing more…

Sound · Computer Science 2022-03-09 Jianju Gu , Longbiao Cheng , Dingding Yao , Junfeng Li , Yonghong Yan