Related papers: Bayesian Pose Graph Optimization via Bingham Distr…
This paper concerns the Bayesian approach to inverse acoustic scattering problems of inferring the position and shape of a sound-soft obstacle from phaseless far-field data generated by point source waves. To improve the convergence rate,…
Sensor placement plays a crucial role in graph signal recovery in underdetermined systems. In this paper, we present the graph-filtered regularized maximum likelihood (GFR-ML) estimator of graph signals, which integrates general graph…
Markov chain Monte Carlo (MCMC) methods are fundamental to Bayesian computation, but can be computationally intensive, especially in high-dimensional settings. Push-forward generative models, such as generative adversarial networks (GANs),…
In this work, we propose a Bayesian type sparse deep learning algorithm. The algorithm utilizes a set of spike-and-slab priors for the parameters in the deep neural network. The hierarchical Bayesian mixture will be trained using an…
In this paper, we propose a novel approach to Bayesian experimental design for non-exchangeable data that formulates it as risk-sensitive policy optimization. We develop the Inside-Out SMC$^2$ algorithm, a nested sequential Monte Carlo…
We study Bayesian inversion for a model elliptic PDE with unknown diffusion coefficient. We provide complexity analyses of several Markov Chain-Monte Carlo (MCMC) methods for the efficient numerical evaluation of expectations under the…
In order to track the moving objects in long range against occlusion, interruption, and background clutter, this paper proposes a unified approach for global trajectory analysis. Instead of the traditional frame-by-frame tracking, our…
There has been recent interest in developing scalable Bayesian sampling methods such as stochastic gradient MCMC (SG-MCMC) and Stein variational gradient descent (SVGD) for big-data analysis. A standard SG-MCMC algorithm simulates samples…
Stochastic gradient Markov chain Monte Carlo (MCMC) algorithms have received much attention in Bayesian computing for big data problems, but they are only applicable to a small class of problems for which the parameter space has a fixed…
We introduce a new framework for efficient sampling from complex probability distributions, using a combination of optimal transport maps and the Metropolis-Hastings rule. The core idea is to use continuous transportation to transform…
A new algorithm is developed to tackle the issue of sampling non-Gaussian model parameter posterior probability distributions that arise from solutions to Bayesian inverse problems. The algorithm aims to mitigate some of the hurdles faced…
Advances in digital sensors, digital data storage and communications have resulted in systems being capable of accumulating large collections of data. In the light of dealing with the challenges that massive data present, this work proposes…
In the modern age of social media and networks, graph representations of real-world phenomena have become an incredibly useful source to mine insights. Often, we are interested in understanding how entities in a graph are interconnected.…
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…
Estimating the orientations of nodes in a pose graph from relative angular measurements is challenging because the variables live on a manifold product with nontrivial topology and the maximum-likelihood objective function is non-convex and…
The posteriors over neural network weights are high dimensional and multimodal. Each mode typically characterizes a meaningfully different representation of the data. We develop Cyclical Stochastic Gradient MCMC (SG-MCMC) to automatically…
We explore the theoretical and numerical property of a fully Bayesian model selection method in sparse ultrahigh-dimensional settings, i.e., $p\gg n$, where $p$ is the number of covariates and $n$ is the sample size. Our method consists of…
This paper proposes a Bayes Net based Monte Carlo optimization for motion planning (BN-MCO). Primarily, we adjust the potential fields determined by goal and start constraints to progressively guide the sampled clusters toward the goal and…
We present a novel Bayesian inference tool that uses a neural network to parameterise efficient Markov Chain Monte-Carlo (MCMC) proposals. The target distribution is first transformed into a diagonal, unit variance Gaussian by a series of…
Stochastic gradient Markov Chain Monte Carlo (SGMCMC) is considered the gold standard for Bayesian inference in large-scale models, such as Bayesian neural networks. Since practitioners face speed versus accuracy tradeoffs in these models,…