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We present a Gaussian regression method for time series with missing data and stationary residuals of unknown power spectral density (PSD). The missing data are efficiently estimated by their conditional expectation as in universal Kriging,…

General Relativity and Quantum Cosmology · Physics 2016-08-31 Quentin Baghi , Gilles Métris , Joël Bergé , Bruno Christophe , Pierre Touboul , Manuel Rodrigues

We propose a recursive Bayesian estimation procedure for multivariate autoregressive models with exogenous inputs based on message passing in a factor graph. Unlike recursive least-squares, our method produces full posterior distributions…

Signal Processing · Electrical Eng. & Systems 2025-06-04 T. N. Nisslbeck , Wouter M. Kouw

Cooperative online scalar field mapping is an important task for multi-robot systems. Gaussian process regression is widely used to construct a map that represents spatial information with confidence intervals. However, it is difficult to…

Robotics · Computer Science 2024-01-24 Tianyi Ding , Ronghao Zheng , Senlin Zhang , Meiqin Liu

The paper studies the problem of filtering a discrete-time linear system observed by a network of sensors. The sensors share a common communication medium to the estimator and transmission is bit and power budgeted. Under the assumption of…

Information Theory · Computer Science 2009-10-07 S. Kar , B. Sinopoli , J. M. F. Moura

We introduce a recursive algorithm for performing compressed sensing on streaming data. The approach consists of a) recursive encoding, where we sample the input stream via overlapping windowing and make use of the previous measurement in…

Machine Learning · Statistics 2013-12-18 Nikolaos M. Freris , Orhan Öçal , Martin Vetterli

Compressive sensing (CS) is a new methodology to capture signals at lower rate than the Nyquist sampling rate when the signals are sparse or sparse in some domain. The performance of CS estimators is analyzed in this paper using tools from…

Information Theory · Computer Science 2014-09-09 Solomon A. Tesfamicael , Bruhtesfa E. Godana , Faraz Barzideh

We propose a method for estimating channel parameters from RSSI measurements and the lost packet count, which can work in the presence of losses due to both interference and signal attenuation below the noise floor. This is especially…

Machine Learning · Computer Science 2015-04-07 Silvija Kokalj-Filipovic , Larry Greenstein

Received signal strength (RSS) based source localization method is popular due to its simplicity and low cost. However, this method is highly dependent on the propagation model which is not easy to be captured in practice. Moreover, most…

Signal Processing · Electrical Eng. & Systems 2020-08-26 Kangyong You , Wenbin Guo , Tao Peng , Yueliang Liu , Peiliang Zuo , Wenbo Wang

The application of compressive sensing (CS) to structural health monitoring is an emerging research topic. The basic idea in CS is to use a specially-designed wireless sensor to sample signals that are sparse in some basis (e.g. wavelet…

Applications · Statistics 2015-03-31 Yong Huang , James L. Beck , Stephen Wu , Hui Li

We put forward a new Bayesian modeling strategy for spatiotemporal count data that enables efficient posterior sampling. Most previous models for such data decompose logarithms of the response Poisson rates into fixed effects and spatial…

Methodology · Statistics 2025-07-29 Yifan Cheng , Cheng Li

We study Spatial Logistic Gaussian Process (SLGP) models for non-parametric estimation of probability density fields using scattered samples of heterogeneous sizes. SLGPs are examined from the perspective of random measures and their…

Statistics Theory · Mathematics 2025-02-20 Athénaïs Gautier , David Ginsbourger

Building a site-specific propagation model typically requires either ray-tracing over detailed 3D maps or dense measurement campaigns. Both approaches are expensive and often infeasible for rapid deployments where geographic data is…

Signal Processing · Electrical Eng. & Systems 2026-05-11 William Bjorndahl , Maninder Pal Singh , Farhad Nouri , Joseph Camp

We propose a compressed sensing algorithm termed variance state propagation (VSP) for block-sparse signals, i.e., sparse signals that have nonzero coefficients occurring in clusters. The VSP algorithm is developed under the Bayesian…

Signal Processing · Electrical Eng. & Systems 2020-06-24 Mingchen Zhang , Xiaojun Yuan , Zhen-Qing He

Spectrum resources are facing huge demands and cognitive radio (CR) can improve the spectrum utilization. Recently, power spectral density (PSD) map is defined to enable the CR to reuse the frequency resources regarding to the area. For…

Information Theory · Computer Science 2016-12-12 Mohammad Eslami , Farah Torkamani-Azar , Esfandiar Mehrshahi

We consider the problem of estimating a variable number of parameters with a dynamic nature. A familiar example is finding the position of moving targets using sensor array observations. The problem is challenging in cases where either the…

Computation · Statistics 2015-04-03 Ashkan Panahi , Mats Viberg

This paper proposes an online learning method of Gaussian process state-space model (GP-SSM). GP-SSM is a probabilistic representation learning scheme that represents unknown state transition and/or measurement models as Gaussian processes…

Robotics · Computer Science 2024-10-30 Soon-Seo Park , Young-Jin Park , Youngjae Min , Han-Lim Choi

A multivariate distribution can be described by a triangular transport map from the target distribution to a simple reference distribution. We propose Bayesian nonparametric inference on the transport map by modeling its components using…

Methodology · Statistics 2023-01-18 Matthias Katzfuss , Florian Schäfer

Compressed sensing (CS) or sparse signal reconstruction (SSR) is a signal processing technique that exploits the fact that acquired data can have a sparse representation in some basis. One popular technique to reconstruct or approximate the…

Information Theory · Computer Science 2014-05-08 Esa Ollila , Hyon-Jung Kim , Visa Koivunen

Rapid detection of spatial events that propagate across a sensor network is of wide interest in many modern applications. In particular, in communications, radar, IoT, environmental monitoring, and biosurveillance, we may observe…

Statistics Theory · Mathematics 2023-01-18 Topi Halme , Eyal Nitzan , Visa Koivunen

We consider the situation where a temporal process is composed of contiguous segments with differing slopes and replicated noise-corrupted time series measurements are observed. The unknown mean of the data generating process is modelled as…