Related papers: Bayesian Calibration using Different Prior Distrib…
We describe here an iterative method for jointly estimating the noise power spectrum from a scanning experiment's time-ordered data, together with the maximum-likelihood map. We test the robustness of this method on simulated datasets with…
In this paper, we consider high-dimensional Gaussian graphical models where the true underlying graph is decomposable. A hierarchical $G$-Wishart prior is proposed to conduct a Bayesian inference for the precision matrix and its graph…
We introduce an exact Bayesian approach to search for non-Gaussianity of local type in Cosmic Microwave Background (CMB) radiation data. Using simulated CMB temperature maps, the newly developed technique is compared against the…
Bayesian optimization (BO) with Gaussian process (GP) surrogate models is a powerful black-box optimization method. Acquisition functions are a critical part of a BO algorithm as they determine how the new samples are selected. Some of the…
Diffusion models have indeed shown great promise in solving inverse problems in image processing. In this paper, we propose a novel, problem-agnostic diffusion model called the maximum a posteriori (MAP)-based guided term estimation method…
This paper presents a structure-preserving Bayesian approach for learning nonseparable Hamiltonian systems using stochastic dynamic models allowing for statistically-dependent, vector-valued additive and multiplicative measurement noise.…
There are several challenges associated with inverse problems in which we seek to reconstruct a piecewise constant field, and which we model using multiple level sets. Adopting a Bayesian viewpoint, we impose prior distributions on both the…
This paper studies the achievable rate region of the K-user Gaussian multiple-input single-output interference channel (MISO-IC) with the interference treated as noise, when improper or circularly asymmetric complex Gaussian signaling is…
Bayesian Optimization using Gaussian Processes is a popular approach to deal with the optimization of expensive black-box functions. However, because of the a priori on the stationarity of the covariance matrix of classic Gaussian…
We consider time varying MIMO fading channels with known spatial and temporal correlation and solve the problem of joint carrier frequency offset (CFO) and channel estimation with prior distributions. The maximum a posteriori probability…
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…
The use of Gaussian processes (GPs) is supported by efficient sampling algorithms, a rich methodological literature, and strong theoretical grounding. However, due to their prohibitive computation and storage demands, the use of exact GPs…
We consider the problem of robust compressed sensing whose objective is to recover a high-dimensional sparse signal from compressed measurements corrupted by outliers. A new sparse Bayesian learning method is developed for robust compressed…
This work presents a novel and effective method for fitting multidimensional ellipsoids to scattered data in the contamination of noise and outliers. We approach the problem as a Bayesian parameter estimate process and maximize the…
We study the sparse high-dimensional Gaussian mixture model when the number of clusters is allowed to grow with the sample size. A minimax lower bound for parameter estimation is established, and we show that a constrained maximum…
We develop an ultrawideband (UWB) inverse scattering technique for reconstructing continuous random media based on Bayesian compressive sensing. In addition to providing maximum a posteriori estimates of the unknown weights, Bayesian…
The inverse imaging task in radio interferometry is a key limiting factor to retrieving Bayesian uncertainties in radio astronomy in a computationally effective manner. We use a score-based prior derived from optical images of galaxies to…
Scalable Gaussian process (GP) inference is essential for sequential decision-making tasks, yet improving GP scalability remains a challenging problem with many open avenues of research. This paper focuses on iterative GPs, where iterative…
We present a novel probabilistic approach for generating multi-fidelity data while accounting for errors inherent in both low- and high-fidelity data. In this approach a graph Laplacian constructed from the low-fidelity data is used to…
The Bayesian lasso is well-known as a Bayesian alternative for Lasso. Although the advantage of the Bayesian lasso is capable of full probabilistic uncertain quantification for parameters, the corresponding posterior distribution can be…