Related papers: Bayesian wavelet de-noising with the caravan prior
The quantile varying coefficient (VC) model can flexibly capture dynamical patterns of regression coefficients. In addition, due to the quantile check loss function, it is robust against outliers and heavy-tailed distributions of the…
Bayesian neural networks attempt to combine the strong predictive performance of neural networks with formal quantification of uncertainty associated with the predictive output in the Bayesian framework. However, it remains unclear how to…
A central challenge in Gravitational Wave Astronomy is identifying weak signals in the presence of non-stationary and non-Gaussian noise. The separation of gravitational wave signals from noise requires good models for both. When accurate…
Variational Bayesian Inference is a popular methodology for approximating posterior distributions over Bayesian neural network weights. Recent work developing this class of methods has explored ever richer parameterizations of the…
We propose a novel Bayesian wavelet regression approach using a three-component spike-and-slab prior for wavelet coefficients, combining a point mass at zero, a moment (MOM) prior, and an inverse moment (IMOM) prior. This flexible prior…
The localized nature of curvelet functions, together with their frequency and dip characteristics, makes the curvelet transform an excellent choice for processing seismic data. In this work, a denoising method is proposed based on a…
The key distinguishing property of a Bayesian approach is marginalization, rather than using a single setting of weights. Bayesian marginalization can particularly improve the accuracy and calibration of modern deep neural networks, which…
The details of an image with noise may be restored by removing noise through a suitable image de-noising method. In this research, a new method of image de-noising based on using median filter (MF) in the wavelet domain is proposed and…
Statistical dependencies among wavelet coefficients are commonly represented by graphical models such as hidden Markov trees(HMTs). However, in linear inverse problems such as deconvolution, tomography, and compressed sensing, the presence…
We consider a Bayesian approach to variable selection in the presence of high dimensional covariates based on a hierarchical model that places prior distributions on the regression coefficients as well as on the model space. We adopt the…
Reliable state estimation depends on accurately modeled noise covariances, which are difficult to determine in practice. This paper formulates the noise covariance estimation as a bilevel optimization problem that factorizes the joint…
The estimation of directed couplings between the nodes of a network from indirect measurements is a central methodological challenge in scientific fields such as neuroscience, systems biology and economics. Unfortunately, the problem is…
Denoising diffusion models have driven significant progress in the field of Bayesian inverse problems. Recent approaches use pre-trained diffusion models as priors to solve a wide range of such problems, only leveraging inference-time…
Bayesian analysis has become an indispensable tool across many different cosmological fields including the study of gravitational waves, the Cosmic Microwave Background and the 21-cm signal from the Cosmic Dawn among other phenomena. The…
We consider inverse problems in Hilbert spaces under correlated Gaussian noise and use a Bayesian approach to find their regularised solution. We focus on mildly ill-posed inverse problems with the noise being generalised derivative of…
Motivated by decentralized approaches to machine learning, we propose a collaborative Bayesian learning algorithm taking the form of decentralized Langevin dynamics in a non-convex setting. Our analysis show that the initial KL-divergence…
In this paper, we propose a Bayesian MAP estimator for solving the deconvolution problems when the observations are corrupted by Poisson noise. Towards this goal, a proper data fidelity term (log-likelihood) is introduced to reflect the…
Variational inference (VI) has become a widely used approach for scalable Bayesian inference, but its performance strongly depends on the flexibility of the chosen variational family. In this work, we propose a novel variational family that…
Uncertainty quantification is essential when dealing with ill-conditioned inverse problems due to the inherent nonuniqueness of the solution. Bayesian approaches allow us to determine how likely an estimation of the unknown parameters is…
Variable clustering is important for explanatory analysis. However, only few dedicated methods for variable clustering with the Gaussian graphical model have been proposed. Even more severe, small insignificant partial correlations due to…