Related papers: Bayesian Pose Graph Optimization via Bingham Distr…

Markov Chain Monte Carlo (MCMC) sampling methods are widely used but often encounter either slow convergence or biased sampling when applied to multimodal high dimensional distributions. In this paper, we present a general framework of…

We consider the problem of flexible modeling of higher order hidden Markov models when the number of latent states and the nature of the serial dependence, including the true order, are unknown. We propose Bayesian nonparametric methodology…

A Riemannian geometric framework for Markov chain Monte Carlo (MCMC) is developed where using the Fisher-Rao metric on the manifold of probability density functions (pdfs), informed proposal densities for Metropolis-Hastings (MH) algorithms…

In this work we propose a Bayesian framework for data fusion of multivariate signals which arises in imaging systems. More specifically, we consider the case where we have observed two images of the same object through two different imaging…

This work proposes a scheme for significantly reducing the computational complexity of discretized problems involving the non-smooth forward propagation of uncertainty by combining the adaptive hierarchical sparse grid stochastic…

This paper presents a new accelerated proximal Markov chain Monte Carlo methodology to perform Bayesian inference in imaging inverse problems with an underlying convex geometry. The proposed strategy takes the form of a stochastic relaxed…

In this paper, we first propose a Bayesian neighborhood selection method to estimate Gaussian Graphical Models (GGMs). We show the graph selection consistency of this method in the sense that the posterior probability of the true model…

This paper presents an improved implicit sampling method for hierarchical Bayesian inverse problems. A widely used approach for sampling posterior distribution is based on Markov chain Monte Carlo (MCMC). However, the samples generated by…

The edge partition model (EPM) is a generative model for extracting an overlapping community structure from static graph-structured data. In the EPM, the gamma process (GaP) prior is adopted to infer the appropriate number of latent…

The ability for an agent to localize itself within an environment is crucial for many real-world applications. For unknown environments, Simultaneous Localization and Mapping (SLAM) enables incremental and concurrent building of and…

Gaussian random fields play an important role in many areas of science and engineering. In practice, they are often simulated by sampling from a high-dimensional multivariate normal distribution, which arises from the discretisation of a…

Stochastic Gradient (SG) Markov Chain Monte Carlo algorithms (MCMC) are popular algorithms for Bayesian sampling in the presence of large datasets. However, they come with little theoretical guarantees and assessing their empirical…

Pose graph optimization is a special case of the simultaneous localization and mapping problem where the only variables to be estimated are pose variables and the only measurements are inter-pose constraints. The vast majority of pose graph…

Performing numerical integration when the integrand itself cannot be evaluated point-wise is a challenging task that arises in statistical analysis, notably in Bayesian inference for models with intractable likelihood functions. Markov…

In this paper we consider the parameter estimation problem associated to partially-observed time changed SDEs, with observations that are given at discrete times. In particular we consider both likelihood and Bayesian estimation. We develop…

Despite having various attractive qualities such as high prediction accuracy and the ability to quantify uncertainty and avoid over-fitting, Bayesian Matrix Factorization has not been widely adopted because of the prohibitive cost of…

In this work we are interested in the (ill-posed) inverse problem for absolute permeability characterization that arises in predictive modeling of porous media flows. We consider a Bayesian statistical framework with a preconditioned Markov…

Estimation of Gaussian graphical models is important in natural science when modeling the statistical relationships between variables in the form of a graph. The sparsity and clustering structure of the concentration matrix is enforced to…

Pose-graph SLAM is the de facto standard framework for constructing large-scale maps from multi-session experiences of relative observations and motions during visual robot navigation. It has received increasing attention in the context of…

We consider geothermal inverse problems and uncertainty quantification from a Bayesian perspective. Our main goal is to make standard, `out-of-the-box' Markov chain Monte Carlo (MCMC) sampling more feasible for complex simulation models by…