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Line spectral estimation (LSE) from multi snapshot samples is studied utilizing the variational Bayesian methods. Motivated by the recently proposed variational line spectral estimation (VALSE) method for a single snapshot, we develop the…

Signal Processing · Electrical Eng. & Systems 2018-11-30 Qi Zhang , Jiang Zhu , Peter Gerstoft , Mihai-Alin Badiu , Zhiwei Xu

The fundamental multidimensional line spectral estimation problem is addressed utilizing the Bayesian methods. Motivated by the recently proposed variational line spectral estimation (VALSE) algorithm, multidimensional VALSE (MDVALSE) is…

Information Theory · Computer Science 2020-07-15 Qi Zhang , Jiang Zhu , Ning Zhang , Zhiwei Xu

In this paper, we address the fundamental problem of line spectral estimation in a Bayesian framework. We target model order and parameter estimation via variational inference in a probabilistic model in which the frequencies are…

Information Theory · Computer Science 2017-04-05 Mihai-Alin Badiu , Thomas Lundgaard Hansen , Bernard Henri Fleury

Due to the increasing demand for low power and higher sampling rates, low resolution quantization for data acquisition has drawn great attention recently. Consequently, line spectral estimation (LSE) with multiple measurement vectors (MMVs)…

Signal Processing · Electrical Eng. & Systems 2022-06-08 Ning Zhang , Jiang Zhu , Zhiwei Xu

Efficient estimation of line spectral from quantized samples is of significant importance in information theory and signal processing, e.g., channel estimation in energy efficient massive MIMO systems and direction of arrival estimation.…

Information Theory · Computer Science 2019-09-04 Jiang Zhu , Qi Zhang , Xiangming Meng

We study a Compressed Sensing (CS) problem known as Multiple Measurement Vectors (MMV) problem, which arises in joint estimation of multiple signal realizations when the signal samples have a common (joint) sparse support over a fixed known…

Information Theory · Computer Science 2019-01-09 Saeid Haghighatshoar , Giuseppe Caire

We propose to utilize a variational autoencoder (VAE) for data-driven channel estimation. The underlying true and unknown channel distribution is modeled by the VAE as a conditional Gaussian distribution in a novel way, parameterized by the…

Signal Processing · Electrical Eng. & Systems 2023-04-07 Michael Baur , Benedikt Fesl , Michael Koller , Wolfgang Utschick

In this paper we develop a Bayesian procedure for estimating multivariate stochastic volatility (MSV) using state space models. A multiplicative model based on inverted Wishart and multivariate singular beta distributions is proposed for…

Statistical Finance · Quantitative Finance 2008-12-02 Kostas Triantafyllopoulos , Giovanni Montana

We study a multiple measurement vector (MMV) approach to synthetic aperture radar (SAR) imaging of scenes with direction dependent reflectivity and with polarization diverse measurements. The data are gathered by a moving transmit- receive…

Optimization and Control · Mathematics 2017-11-08 Liliana Borcea , Ilker Kocyigit

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

Learning latent representations that are simultaneously expressive, geometrically well-structured, and reliably calibrated remains a central challenge for Variational Autoencoders (VAEs). Standard VAEs typically assume a diagonal Gaussian…

Machine Learning · Computer Science 2025-12-02 Mehmet Can Yavuz

Inverse problems involving partial differential equations (PDEs) are widely used in science and engineering. Although such problems are generally ill-posed, different regularisation approaches have been developed to ameliorate this problem.…

Applications · Statistics 2022-03-23 Jan Povala , Ieva Kazlauskaite , Eky Febrianto , Fehmi Cirak , Mark Girolami

In many practices, scientists are particularly interested in detecting which of the predictors are truly associated with a multivariate response. It is more accurate to model multiple responses as one vector rather than separating each…

Methodology · Statistics 2021-11-16 Xiaotian Dai , Guifang Fu , Randall Reese , Shaofei Zhao , Zuofeng Shang

Compressed sensing (CS) demonstrates that sparse signals can be estimated from under-determined linear systems. Distributed CS (DCS) further reduces the number of measurements by considering joint sparsity within signal ensembles. DCS with…

Information Theory · Computer Science 2017-03-24 Junan Zhu , Dror Baron , Florent Krzakala

This study uses a Variational Autoencoder method to enhance the efficiency and applicability of Markov Chain Monte Carlo (McMC) methods by generating broader-spectrum prior proposals. Traditional approaches, such as the Karhunen-Lo\`eve…

Machine Learning · Computer Science 2025-07-02 Marcio Borges , Felipe Pereira , Michel Tosin

The spatial error model (SEM) is a type of simultaneous autoregressive (SAR) model for analysing spatially correlated data. Markov chain Monte Carlo (MCMC) is one of the most widely used Bayesian methods for estimating SEM, but it has…

Methodology · Statistics 2024-06-14 Anjana Wijayawardhana , David Gunawan , Thomas Suesse

Variational Bayes (VB) methods have emerged as a fast and computationally-efficient alternative to Markov chain Monte Carlo (MCMC) methods for scalable Bayesian estimation of mixed multinomial logit (MMNL) models. It has been established…

Machine Learning · Statistics 2019-12-13 Prateek Bansal , Rico Krueger , Michel Bierlaire , Ricardo A. Daziano , Taha H. Rashidi

Level Set Estimation (LSE) is an important problem with applications in various fields such as material design, biotechnology, machine operational testing, etc. Existing techniques suffer from the scalability issue, that is, these methods…

Machine Learning · Statistics 2020-12-21 Huong Ha , Sunil Gupta , Santu Rana , Svetha Venkatesh

Frequency Modulated Continuous Wave (FMCW) radar has been widely applied in automotive anti-collision systems, automatic cruise control, and indoor monitoring. However, conventional analog-to-digital converters (ADCs) can suffer from…

Signal Processing · Electrical Eng. & Systems 2023-12-27 Qi Zhang , Jiang Zhu , Fengzhong Qu , De Wen Soh

We design a variational state estimation (VSE) method that provides a closed-form Gaussian posterior of an underlying complex dynamical process from (noisy) nonlinear measurements. The complex process is model-free. That is, we do not have…

Signal Processing · Electrical Eng. & Systems 2026-01-30 Gustav Norén , Anubhab Ghosh , Fredrik Cumlin , Saikat Chatterjee
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