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We consider the problem of estimating a random state vector when there is information about the maximum distances between its subvectors. The estimation problem is posed in a Bayesian framework in which the minimum mean square error (MMSE)…
In recent years, addressing the challenges posed by massive datasets has led researchers to explore aggregated data, particularly leveraging interval-valued data, akin to traditional symbolic data analysis. While much recent research, with…
In this paper, we consider the problem of recovering random graph signals with complex values. For general Bayesian estimation of complex-valued vectors, it is known that the widely-linear minimum mean-squared-error (WLMMSE) estimator can…
Variational Bayes (VB), a method originating from machine learning, enables fast and scalable estimation of complex probabilistic models. Thus far, applications of VB in discrete choice analysis have been limited to mixed logit models with…
Imaging the bio-impedance distribution of a biological sample can provide understandings about the sample's electrical properties which is an important indicator of physiological status. This paper presents a multi-frequency electromagnetic…
In this paper, we investigate a channel estimation problem in a downlink millimeter-wave (mmWave) multiple-input multiple-output (MIMO) system, which suffers from impulsive interference caused by hardware non-idealities or external…
We present a method for estimating conditionally Gaussian random vectors with random covariance matrices, which uses techniques from the field of machine learning. Such models are typical in communication systems, where the covariance…
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…
This paper addresses state estimation of linear systems with special attention on unknown process and measurement noise covariances, aiming to enhance estimation accuracy while preserving the stability guarantee of the Kalman filter. To…
Solving Bayesian inference problems approximately with variational approaches can provide fast and accurate results. Capturing correlation within the approximation requires an explicit parametrization. This intrinsically limits this…
In this contribution, we consider the problem of blind source separation in a Bayesian estimation framework. The wavelet representation allows us to assign an adequate prior distribution to the wavelet coefficients of the sources. MCMC…
Bayesian methods are developed for the multivariate nonparametric regression problem where the domain is taken to be a compact Riemannian manifold. In terms of the latter, the underlying geometry of the manifold induces certain symmetries…
We propose a multilevel Markov chain Monte Carlo (MCMC) method for the Bayesian inference of random field parameters in PDEs using high-resolution data. Compared to existing multilevel MCMC methods, we additionally consider level-dependent…
A novel estimation approach for a general class of semi-parametric multivariate time series models is introduced where the conditional mean is modeled through parametric functions. The focus of the estimation is the conditional mean…
This paper develops a new empirical Bayesian inference algorithm for solving a linear inverse problem given multiple measurement vectors (MMV) of under-sampled and noisy observable data. Specifically, by exploiting the joint sparsity across…
This work develops a Bayesian non-parametric approach to signal separation where the signals may vary according to latent variables. Our key contribution is to augment Gaussian Process Latent Variable Models (GPLVMs) for the case where each…
A new sparse signal recovery algorithm for multiple-measurement vectors (MMV) problem is proposed in this paper. The sparse representation is iteratively drawn based on the idea of zero-point attracting projection (ZAP). In each iteration,…
We propose a nonparametric Bayesian probabilistic latent variable model for multi-view anomaly detection, which is the task of finding instances that have inconsistent views. With the proposed model, all views of a non-anomalous instance…
A mean field variational Bayes approach to support vector machines (SVMs) using the latent variable representation on Polson & Scott (2012) is presented. This representation allows circumvention of many of the shortcomings associated with…
In this article we consider Bayesian estimation of static parameters for a class of partially observed McKean-Vlasov diffusion processes with discrete-time observations over a fixed time interval. This problem features several obstacles to…