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The current standard Bayesian approach to model calibration, which assigns a Gaussian process prior to the discrepancy term, often suffers from issues of unidentifiability and computational complexity and instability. When the goal is to…

Methodology · Statistics 2019-09-13 Spencer Woody , Novin Ghaffari , Lauren Hund

A framework for adaptive and non-adaptive statistical compressive sensing is developed, where a statistical model replaces the standard sparsity model of classical compressive sensing. We propose within this framework optimal task-specific…

Computer Vision and Pattern Recognition · Computer Science 2015-06-03 Julio M. Duarte-Carvajalino , Guoshen Yu , Lawrence Carin , Guillermo Sapiro

In several application areas, such as human computer interaction, surveillance and defence, determining the intent of a tracked object enables systems to aid the user/operator and facilitate effective, possibly automated, decision making.…

Applications · Statistics 2016-02-05 Bashar I. Ahmad , James K. Murphy , Patrick M. Langdon , Simon J. Godsill

Leveraging the inherent connection between sensing systems and wireless communications can improve their overall performance and is the core objective of joint communications and sensing. For effective communications, one has to frequently…

Signal Processing · Electrical Eng. & Systems 2025-02-26 Benedikt Böck , Franz Weißer , Michael Baur , Wolfgang Utschick

In this work we aim to solve the compressed sensing problem for the case of a complex unknown vector by utilizing the Bayesian-optimal structured signal approximate message passing (BOSSAMP) algorithm on the jointly sparse real and…

Information Theory · Computer Science 2015-11-30 Gabor Hannak , Martin Mayer , Gerald Matz , Norbert Goertz

Quantiles are useful characteristics of random variables that can provide substantial information on distributions compared with commonly used summary statistics such as means. In this paper, we propose a Bayesian quantile trend filtering…

Methodology · Statistics 2023-10-23 Takahiro Onizuka , Shintaro Hashimoto , Shonosuke Sugasawa

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

We study the Electrical Impedance Tomography Bayesian inverse problem for recovering the conductivity given noisy measurements of the voltage on some boundary surface electrodes. The uncertain conductivity depends linearly on a countable…

Numerical Analysis · Mathematics 2023-06-16 Quang Huy Pham , Viet Ha Hoang

A Bayesian approach is presented for detecting and characterising the signal from discrete objects embedded in a diffuse background. The approach centres around the evaluation of the posterior distribution for the parameters of the discrete…

Astrophysics · Physics 2009-11-07 M. P. Hobson , C. McLachlan

Bayesian estimation is a powerful theoretical paradigm for the operation of quantum sensors. However, the Bayesian method for statistical inference generally suffers from demanding calibration requirements that have so far restricted its…

Quantum Physics · Physics 2021-09-22 Samuel P. Nolan , Augusto Smerzi , Luca Pezzè

In sparse Bayesian learning (SBL), Gaussian scale mixtures (GSMs) have been used to model sparsity-inducing priors that realize a class of concave penalty functions for the regression task in real-valued signal models. Motivated by the…

Bayesian inference has many advantages for complex models, but standard Monte Carlo methods for summarizing the posterior can be computationally demanding, and it is attractive to consider optimization-based variational methods. Our work…

Computation · Statistics 2025-10-09 Aoxiang Chen , David J. Nott , Linda S. L. Tan

We propose a Bayesian inference framework to estimate uncertainties in inverse scattering problems. Given the observed data, the forward model and their uncertainties, we find the posterior distribution over a finite parameter field…

Numerical Analysis · Mathematics 2020-11-17 Ana Carpio , Sergei Iakunin , Georg Stadler

Sparse Bayesian learning (SBL) is a popular approach to sparse signal recovery in compressed sensing (CS). In SBL, the signal sparsity information is exploited by assuming a sparsity-inducing prior for the signal that is then estimated…

Information Theory · Computer Science 2012-09-03 Zai Yang , Lihua Xie , Cishen Zhang

In the context of a high-dimensional linear regression model, we propose the use of an empirical correlation-adaptive prior that makes use of information in the observed predictor variable matrix to adaptively address high collinearity,…

Methodology · Statistics 2022-07-04 Chang Liu , Yue Yang , Howard Bondell , Ryan Martin

We propose a new sampling-based approach for approximate inference in filtering problems. Instead of approximating conditional distributions with a finite set of states, as done in particle filters, our approach approximates the…

Machine Learning · Computer Science 2020-03-03 Xuan Su , Wee Sun Lee , Zhen Zhang

Sequential probabilistic inference from streaming observations requires modeling distributions over future trajectories as new observations arrive. Although diffusion and flow-matching models are effective at capturing high-dimensional,…

Machine Learning · Computer Science 2026-05-15 Yinan Huang , Hans Hao-Hsun Hsu , Junran Wang , Bo Dai , Pan Li

Gaussian graphical models are used for determining conditional relationships between variables. This is accomplished by identifying off-diagonal elements in the inverse-covariance matrix that are non-zero. When the ratio of variables (p) to…

Applications · Statistics 2018-08-07 Donald R. Williams , Juho Piironen , Aki Vehtari , Philippe Rast

In this work, a Bayesian approximate message passing algorithm is proposed for solving the multiple measurement vector (MMV) problem in compressive sensing, in which a collection of sparse signal vectors that share a common support are…

Information Theory · Computer Science 2013-01-29 Justin Ziniel , Philip Schniter

Compressive sensing is the newly emerging method in information technology that could impact array beamforming and the associated engineering applications. However, practical measurements are inevitably polluted by noise from external…

Information Theory · Computer Science 2013-07-12 Siyang Zhong , Xun Huang