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In this paper we consider the problem of sparse signal recovery in Multiple Measurement Vectors (MMVs) case. Recently, ample researches have been conducted to solve this problem and diverse methods are proposed, one of which is deep neural…
There has been an intense development on the estimation of a sparse regression coefficient vector in statistics, machine learning and related fields. In this paper, we focus on the Bayesian approach to this problem, where sparsity is…
A variational Bayesian inference for measured wave intensity, such as X-ray intensity, is proposed in this paper. The data is popular to obtain information about unobservable features of an object, such as a material sample and the…
This is a brief tutorial on the least square estimation technique that is straightforward yet effective for parameter estimation. The tutorial is focused on the linear LSEs instead of nonlinear versions, since most nonlinear LSEs can be…
We propose a multilevel stochastic approximation (MLSA) scheme for the computation of the value-at-risk (VaR) and expected shortfall (ES) of a financial loss, which can only be computed via simulations conditionally on the realisation of…
Manual segmentation of medical images (e.g., segmenting tumors in CT scans) is a high-effort task that can be accelerated with machine learning techniques. However, selecting the right segmentation approach depends on the evaluation…
In recent studies on model-based reinforcement learning (MBRL), incorporating uncertainty in forward dynamics is a state-of-the-art strategy to enhance learning performance, making MBRLs competitive to cutting-edge model free methods,…
We consider Bayesian variable selection for binary outcomes under a probit link with a spike-and-slab prior on the regression coefficients. Motivated by the computational challenges encountered by Markov chain Monte Carlo (MCMC) samplers in…
Bayesian approaches to variable selection have been widely used for quantitative trait locus (QTL) mapping. The Markov chain Monte Carlo (MCMC) algorithms for that aim are often difficult to be implemented for high-dimensional variable…
Spectral estimation (SE) aims to identify how the energy of a signal (e.g., a time series) is distributed across different frequencies. This can become particularly challenging when only partial and noisy observations of the signal are…
Multipath-based simultaneous localization and mapping (SLAM) is a promising approach to obtain position information of transmitters and receivers as well as information regarding the propagation environments in future mobile communication…
A linear inverse problem is proposed that requires the determination of multiple unknown signal vectors. Each unknown vector passes through a different system matrix and the results are added to yield a single observation vector. Given the…
Massive multiple-input multiple-output (MIMO) communications using low-resolution analog-to-digital converters (ADCs) is a promising technology for providing high spectral and energy efficiency with affordable hardware cost and power…
Many probabilistic models of interest in scientific computing and machine learning have expensive, black-box likelihoods that prevent the application of standard techniques for Bayesian inference, such as MCMC, which would require access to…
Real-world applications such as magnetic resonance imaging with multiple coils, multi-user communication, and diffuse optical tomography often assume a linear model where several sparse signals sharing common sparse supports are acquired by…
This letter proposes a novel and highly efficient distribution system state estimation (DSSE) algorithm with nonlinear measurements from supervisory control and data acquisition (SCADA) systems. Conventional DSSE, i.e., a weighted least…
This paper proposes a fast two-stage variational Bayesian (VB) algorithm to estimate unrestricted panel spatial autoregressive models. Using Dirichlet-Laplace priors, we are able to uncover the spatial relationships between cross-sectional…
Current deep learning-based manifold learning algorithms such as the variational autoencoder (VAE) require fully sampled data to learn the probability density of real-world datasets. Once learned, the density can be used for a variety of…
In this paper, we study the spectral estimation problem of estimating the locations of a fixed number of point sources given multiple snapshots of Fourier measurements in a bounded domain. We aim to provide a mathematical foundation for…
In this paper, we propose a new stochastic optimization algorithm for Bayesian inference based on multilevel Monte Carlo (MLMC) methods. In Bayesian statistics, biased estimators of the model evidence have been often used as stochastic…