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Variational inference techniques based on inducing variables provide an elegant framework for scalable posterior estimation in Gaussian process (GP) models. Besides enabling scalability, one of their main advantages over sparse…

Machine Learning · Statistics 2021-02-24 Simone Rossi , Markus Heinonen , Edwin V. Bonilla , Zheyang Shen , Maurizio Filippone

Localizing users and mapping the environment using radio signals is a key task in emerging applications such as low-latency communications and safety-critical navigation. Recently introduced multipath-based SLAM methods can jointly localize…

Signal Processing · Electrical Eng. & Systems 2026-03-31 Xuhong Li , Benjamin J. B. Deutschmann , Erik Leitinger , Florian Meyer

Simultaneous localization and mapping (SLAM) has been richly researched in past years particularly with regard to range-based or visual-based sensors. Instead of deploying dedicated devices that use visual features, it is more pragmatic to…

Statistical arbitrage strategies, such as pairs trading and its generalizations, rely on the construction of mean-reverting spreads enjoying a certain degree of predictability. Gaussian linear state-space processes have recently been…

Statistical Finance · Quantitative Finance 2009-05-19 Kostas Triantafyllopoulos , Giovanni Montana

We develop an online probabilistic metric-semantic mapping approach for mobile robot teams relying on streaming RGB-D observations. The generated maps contain full continuous distributional information about the geometric surfaces and…

Robotics · Computer Science 2021-03-31 Ehsan Zobeidi , Alec Koppel , Nikolay Atanasov

In this paper, a methodology is investigated for signal recovery in the presence of non-Gaussian noise. In contrast with regularized minimization approaches often adopted in the literature, in our algorithm the regularization parameter is…

Optimization and Control · Mathematics 2017-01-23 Yosra Marnissi , Yuling Zheng , Emilie Chouzenoux , Jean-Christophe Pesquet

A novel probabilistic sparsity-promoting method for robust near-field (NF) antenna characterization is proposed. It leverages on the measurements-by-design (MebD) paradigm and it exploits some a-priori information on the antenna under test…

Information Theory · Computer Science 2022-10-26 Marco Salucci , Nicola Anselmi , Marco Donald Migliore , Andrea Massa

Developments in the stability of modern spectrographs have led to extremely precise instrumental radial velocity (RV) measurements. For most stars, the detection limit of planetary companions with these instruments is expected to be…

Earth and Planetary Astrophysics · Physics 2023-06-28 Quang H. Tran , Megan Bedell , Daniel Foreman-Mackey , Rodrigo Luger

Public health data are often spatially dependent, but standard spatial regression methods can suffer from bias and invalid inference when the independent variable is associated with spatially-correlated residuals. This could occur if, for…

Methodology · Statistics 2025-04-10 Nate Wiecha , Jane A. Hoppin , Brian J. Reich

We introduce a novel framework for upsampled Point Spread Function (PSF) modeling using pixel-level Bayesian inference. Accurate PSF characterization is critical for precision measurements in many fields including: weak lensing, astrometry,…

Instrumentation and Methods for Astrophysics · Physics 2025-11-26 Connor Stone , Ronan Legin , Alexandre Adam , Nikolay Malkin , Gabriel Missael Barco , Laurence Perreaul-Levasseur , Yashar Hezaveh

We find in measurements of microwave transmission through quasi-1D dielectric samples for both diffusive and localized waves that the field normalized by the square root of the spatially averaged flux in a given sample configuration is a…

Disordered Systems and Neural Networks · Physics 2009-11-11 A. A. Chabanov , A. Z. Genack

In this paper we investigate the problem of locating multiple non-cooperative radio frequency (RF) emitters using only received signal strength (RSS) data. We assume that the number of emitters is unknown and that individual emitters cannot…

Signal Processing · Electrical Eng. & Systems 2019-07-04 Kurt Bryan , Deborah Walter

Denoising diffusion models have become ubiquitous for generative modeling. The core idea is to transport the data distribution to a Gaussian by using a diffusion. Approximate samples from the data distribution are then obtained by…

We develop a fast variational approximation scheme for Gaussian process (GP) regression, where the spectrum of the covariance function is subjected to a sparse approximation. Our approach enables uncertainty in covariance function…

Computation · Statistics 2019-04-24 Linda S. L. Tan , Victor M. H. Ong , David J. Nott , Ajay Jasra

Sampling of physical fields with mobile sensors is an upcoming field of interest. This offers greater advantages in terms of cost as often just a single sensor can be used for the purpose and this can be employed almost everywhere without…

Information Theory · Computer Science 2017-12-06 Sudeep Salgia , Animesh Kumar

In this paper, we explore the possibilities and limitations of recovering sparse signals in an online fashion. Employing a mean field approximation to the Bayes recursion formula yields an online signal recovery algorithm that can be…

Information Theory · Computer Science 2016-09-21 Paulo V. Rossi , Yoshiyuki Kabashima , Jun-ichi Inoue

In this paper, we aim to design and analyze distributed Bayesian estimation algorithms for sensor networks. The challenges we address are to (i) derive a distributed provably-correct algorithm in the functional space of probability…

Machine Learning · Computer Science 2025-03-25 Parth Paritosh , Nikolay Atanasov , Sonia Martinez

We propose a Bayesian framework for the received-signal-strength-based cooperative localization problem with unknown path loss exponent. Our purpose is to infer the marginal posterior of each unknown parameter: the position or the path loss…

Signal Processing · Electrical Eng. & Systems 2020-04-22 Di Jin , Feng Yin , Carsten Fritsche , Fredrik Gustafsson , Abdelhak M. Zoubir

We study the value of information in sequential compressed sensing by characterizing the performance of sequential information guided sensing in practical scenarios when information is inaccurate. In particular, we assume the signal…

Information Theory · Computer Science 2015-09-02 Ruiyang Song , Yao Xie , Sebastian Pokutta

This paper introduces an online approach for identifying time-varying subspaces defined by linear dynamical systems. The approach of representing linear systems by non-parametric subspace models has received significant interest in the…

Systems and Control · Electrical Eng. & Systems 2025-12-01 András Sasfi , Alberto Padoan , Ivan Markovsky , Florian Dörfler