Related papers: Revisiting maximum-a-posteriori estimation in log-…
We consider large-scale linear inverse problems in Bayesian settings. Our general approach follows a recent line of work that applies the approximate message passing (AMP) framework in multi-processor (MP) computational systems by storing…
A greedy algorithm called Bayesian multiple matching pursuit (BMMP) is proposed to estimate a sparse signal vector and its support given $m$ linear measurements. Unlike the maximum a posteriori (MAP) support detection, which was proposed by…
The detection and flux estimation of point sources in cosmic microwave background (CMB) maps is a very important task in order to clean the maps and also to obtain relevant astrophysical information. In this paper we propose a maximum a…
MAP is the problem of finding a most probable instantiation of a set of nvariables in a Bayesian network, given some evidence. MAP appears to be a significantly harder problem than the related problems of computing the probability of…
In this paper, we investigate the problem of computing Bayesian estimators using Langevin Monte-Carlo type approximation. The novelty of this paper is to consider together the statistical and numerical counterparts (in a general log-concave…
We develop a computational framework to quantify uncertainty in shear elastography imaging of anomalies in tissues. We adopt a Bayesian inference formulation. Given the observed data, a forward model and their uncertainties, we find the…
In indirect measurements, the measurand is determined by solving an inverse problem which requires a model of the measurement process. Such models are often approximations and introduce systematic errors leading to a bias of the posterior…
In many inverse problems such as 3D X-ray Computed Tomography (CT), the estimation of an unknown quantity, such as a volume or an image, can be greatly enhanced, compared to maximum-likelihood techniques, by incorporating a prior model on…
This note addresses the question of optimally estimating a linear functional of an object acquired through linear observations corrupted by random noise, where optimality pertains to a worst-case setting tied to a symmetric, convex, and…
The large scale structure (LSS) of the universe is generated by the linear density gaussian modes, which are evolved into the observed nonlinear LSS. The posterior surface of the modes is convex in the linear regime, leading to a unique…
Efficiently finding the maximum a posteriori (MAP) configuration of a graphical model is an important problem which is often implemented using message passing algorithms. The optimality of such algorithms is only well established for…
Mode {also called MAP} estimation, mean estimation and median estimation are examined here to determine when they can be safely used to derive {posterior) cost minimizing estimates. (These are all Bayes procedures, using the mode. mean. or…
Principal component analysis (PCA) is a popular method for projecting data onto uncorrelated components in lower dimension, although the optimal number of components is not specified. Likewise, multiple signal classification (MUSIC)…
In this paper, Bayesian parameter estimation through the consideration of the Maximum A Posteriori (MAP) criterion is revisited under the prism of the Expectation-Maximization (EM) algorithm. By incorporating a sparsity-promoting penalty…
Multi-objective Bayesian optimization (MOBO) provides a principled framework for optimizing expensive black-box functions with multiple objectives. However, existing MOBO methods often struggle with coverage, scalability with respect to the…
The paper deals with state estimation of a spatially distributed system given noisy measurements from pointwise-in-time-and-space threshold sensors spread over the spatial domain of interest. A Maximum A posteriori Probability (MAP)…
We propose a Bayesian image super-resolution (SR) method with a causal Gaussian Markov random field (MRF) prior. SR is a technique to estimate a spatially high-resolution image from given multiple low-resolution images. An MRF model with…
PAC-Bayesian set up involves a stochastic classifier characterized by a posterior distribution on a classifier set, offers a high probability bound on its averaged true risk and is robust to the training sample used. For a given posterior,…
The SLOPE estimates regression coefficients by minimizing a regularized residual sum of squares using a sorted-$\ell_1$-norm penalty. The SLOPE combines testing and estimation in regression problems. It exhibits suitable variable selection…
Consider the problem of estimating parameters $X^n \in \mathbb{R}^n $, generated by a stationary process, from $m$ response variables $Y^m = AX^n+Z^m$, under the assumption that the distribution of $X^n$ is known. This is the most general…