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Bayesian methods have been widely used in the last two decades to infer statistical properties of spatially variable coefficients in partial differential equations from measurements of the solutions of these equations. Yet, in many cases…

Numerical Analysis · Mathematics 2022-03-01 David Aristoff , Wolfgang Bangerth

We consider the problem of multivariate density deconvolution where the distribution of a random vector needs to be estimated from replicates contaminated with conditionally heteroscedastic measurement errors. We propose a conceptually…

Methodology · Statistics 2022-11-29 Arkaprava Roy , Abhra Sarkar

The paper develops new methods of non-parametric estimation a compound Poisson distribution. Such a problem arise, in particular, in the inference of a Levy process recorded at equidistant time intervals. Our key estimator is based on…

Statistics Theory · Mathematics 2015-10-19 Alexey Lindo , Sergei Zuyev , Serik Sagitov

Here we present a Bayesian method of including discrete measurements of dispersion measure due to the interstellar medium in the direction of a pulsar as prior information in the analysis of that pulsar. We use a simple simulation to show…

Instrumentation and Methods for Astrophysics · Physics 2013-12-10 Lindley Lentati , Paul Alexander , Michael P. Hobson

We focus on the estimation of the intensity of a Poisson process in the presence of a uniform noise. We propose a kernel-based procedure fully calibrated in theory and practice. We show that our adaptive estimator is optimal from the oracle…

Methodology · Statistics 2022-06-29 Anna Bonnet , Claire Lacour , Franck Picard , Vincent Rivoirard

Bayesian estimation is a powerful theoretical paradigm for the operation of quantum sensors. However, the Bayesian method for statistical inference generally suffers from demanding calibration requirements that have so far restricted its…

Quantum Physics · Physics 2021-09-22 Samuel P. Nolan , Augusto Smerzi , Luca Pezzè

This work is focussed on the inversion task of inferring the distribution over parameters of interest leading to multiple sets of observations. The potential to solve such distributional inversion problems is driven by increasing…

Machine Learning · Statistics 2026-05-06 Arnaud Vadeboncoeur , Mark Girolami , Andrew M. Stuart

We describe a measurement device principle based on discrete iterations of Bayesian updating of system state probability distributions. Although purely classical by nature, these measurements are accompanied with a progressive collapse of…

Mathematical Physics · Physics 2015-06-11 Michel Bauer , Denis Bernard , Tristan Benoist

Source separation is one of the signal processing's main emerging domain. Many techniques such as maximum likelihood (ML), Infomax, cumulant matching, estimating function, etc. have been used to address this difficult problem.…

Mathematical Physics · Physics 2009-10-31 Ali Mohammad-Djafari

In this article, we consider two different statistical models. First, we focus on the estimation of the jump intensity of a compound Poisson process in the presence of unknown noise. This problem combines both the deconvolution problem and…

Statistics Theory · Mathematics 2024-05-20 Guillaume Garnier

A quality-Bayesian approach, combining the direct sampling method and the Bayesian inversion, is proposed to reconstruct the locations and intensities of the unknown acoustic sources using partial data. First, we extend the direct sampling…

Numerical Analysis · Mathematics 2020-04-10 Zhaoxing Li , Yanfang Liu , Jiguang Sun , Liwei Xu

Image enhancement approaches often assume that the noise is signal independent, and approximate the degradation model as zero-mean additive Gaussian. However, this assumption does not hold for biomedical imaging systems where sensor-based…

Image and Video Processing · Electrical Eng. & Systems 2023-04-10 Calvin-Khang Ta , Abhishek Aich , Akash Gupta , Amit K. Roy-Chowdhury

Deconvolution is the important problem of estimating the distribution of a quantity of interest from a sample with additive measurement error. Nearly all methods in the literature are based on Fourier transformation because it is…

Methodology · Statistics 2026-03-03 Yun Cai , Hong Gu , Toby Kenney

We extend the work of Hahn and Carvalho (2015) and develop a doubly-regularized sparse regression estimator by synthesizing Bayesian regularization with penalized least squares within a decision-theoretic framework. In contrast to existing…

Methodology · Statistics 2025-02-04 Aihua Li , Surya T. Tokdar , Jason Xu

We consider a binary unsupervised classification problem where each observation is associated with an unobserved label that we want to retrieve. More precisely, we assume that there are two groups of observation: normal and abnormal. The…

Machine Learning · Statistics 2011-05-05 Stevenn Volant , Marie-Laure Martin Magniette , Stéphane Robin

We present a variational Bayesian method of joint image reconstruction and point spread function (PSF) estimation when the PSF of the imaging device is only partially known. To solve this semi-blind deconvolution problem, prior…

Data Analysis, Statistics and Probability · Physics 2013-03-18 Se Un Park , Nicolas Dobigeon , Alfred O. Hero

This paper considers a bearings-only tracking problem using noisy measurements of unknown noise statistics from a passive sensor. It is assumed that the process and measurement noise follows the Gaussian distribution where the measurement…

Signal Processing · Electrical Eng. & Systems 2023-05-16 Shreya Das , Kundan Kumar , Shovan Bhaumik

Gaussian time-series models are often specified through their spectral density. Such models present several computational challenges, in particular because of the non-sparse nature of the covariance matrix. We derive a fast approximation of…

Computation · Statistics 2012-11-20 Nicolas Chopin , Judith Rousseau , Brunero Liseo

Non-Gaussian statistics of the projected weak lensing field are powerful estimators that can outperform the constraining power of the two-point functions in inferring cosmological parameters. This is because these estimators extract the…

Cosmology and Nongalactic Astrophysics · Physics 2024-12-31 Daniela Grandón , Elena Sellentin

We have developed a Bayesian optimization (BO) workflow that integrates intra-step noise optimization into automated experimental cycles. Traditional BO approaches in automated experiments focus on optimizing experimental trajectories but…