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Graphical models are commonly used tools for modeling multivariate random variables. While there exist many convenient multivariate distributions such as Gaussian distribution for continuous data, mixed data with the presence of discrete…

Machine Learning · Statistics 2014-04-30 Jianqing Fan , Han Liu , Yang Ning , Hui Zou

Estimating high-dimensional covariance matrices is a key task across many fields. This paper explores the theoretical limits of distributed covariance estimation in a feature-split setting, where communication between agents is constrained.…

Machine Learning · Statistics 2025-07-24 Mohammad Reza Rahmani , Mohammad Hossein Yassaee , Mohammad Reza Aref

The paper presents a Bayesian framework for the calibration of financial models using neural stochastic differential equations (neural SDEs), for which we also formulate a global universal approximation theorem based on Barron-type…

Computational Finance · Quantitative Finance 2026-05-12 Christa Cuchiero , Eva Flonner , Kevin Kurt

We develop a Nonparametric Empirical Bayes (NEB) framework for compound estimation in the discrete linear exponential family, which includes a wide class of discrete distributions frequently arising from modern big data applications. We…

Statistics Theory · Mathematics 2024-10-24 Trambak Banerjee , Qiang Liu , Gourab Mukherjee , Wenguang Sun

A generalised analytical notion of summation-by-parts (SBP) methods is proposed, extending the concept of SBP operators in the correction procedure via reconstruction (CPR), a framework of high-order methods for conservation laws. For the…

Numerical Analysis · Mathematics 2017-04-26 Hendrik Ranocha , Philipp Öffner , Thomas Sonar

Understanding sub-cellular protein localisation is an essential component to analyse context specific protein function. Recent advances in quantitative mass-spectrometry (MS) have led to high resolution mapping of thousands of proteins to…

Applications · Statistics 2019-03-12 Oliver M. Crook , Kathryn S. Lilley , Laurent Gatto , Paul D. W. Kirk

Regularized system identification is the major advance in system identification in the last decade. Although many promising results have been achieved, it is far from complete and there are still many key problems to be solved. One of them…

Systems and Control · Electrical Eng. & Systems 2023-04-05 Yue Ju , Biqiang Mu , Lennart Ljung , Tianshi Chen

In recent years, it has been found that screen content images (SCI) can be effectively compressed based on appropriate probability modelling and suitable entropy coding methods such as arithmetic coding. The key objective is determining the…

Image and Video Processing · Electrical Eng. & Systems 2023-05-11 Shabhrish Reddy Uddehal , Tilo Strutz , Hannah Och , André Kaup

Cell-free networks are regarded as a promising technology to meet higher rate requirements for beyond fifth-generation (5G) communications. Most works on cell-free networks focus on either fully centralized beamforming to maximally enhance…

Signal Processing · Electrical Eng. & Systems 2023-01-27 Pengfei Ni , Ming Li , Rang Liu , Qian Liu

Many scientific models are composed of multiple discrete components, and scientists often make heuristic decisions about which components to include. Bayesian inference provides a mathematical framework for systematically selecting model…

Machine Learning · Computer Science 2024-05-31 Cornelius Schröder , Jakob H. Macke

This paper presents an efficient variational inference framework for deriving a family of structured gaussian process regression network (SGPRN) models. The key idea is to incorporate auxiliary inducing variables in latent functions and…

Machine Learning · Computer Science 2021-11-19 Rui Meng , Herbie Lee , Kristofer Bouchard

Kappa distributions are widely used in space plasma physics to model velocity distribution functions with heavy tails. Parameter estimation in these distributions is, however, complicated by the fact that the kappa distribution does not…

Methodology · Statistics 2026-05-25 Leonardo Herrera-Fuenzalida , Sergio Davis

Compressed sensing (CS) is a promising tool for reducing sampling costs. Current deep neural network (NN)-based CS methods face the challenges of collecting labeled measurement-ground truth (GT) data and generalizing to real applications.…

Signal Processing · Electrical Eng. & Systems 2024-08-15 Bin Chen , Xuanyu Zhang , Shuai Liu , Yongbing Zhang , Jian Zhang

In this paper we present, using the arithmetic of elliptic curves over finite fields, an algorithm for the efficient generation of a sequence of uniform pseudorandom vectors in high dimensions, that simulates a sample of a sequence of…

Probability · Mathematics 2022-10-11 Chung Pang Mok

We propose a general framework using spike-and-slab prior distributions to aid with the development of high-dimensional Bayesian inference. Our framework allows inference with a general quasi-likelihood function. We show that highly…

Statistics Theory · Mathematics 2019-08-21 Yves Atchade , Anwesha Bhattacharyya

In supervised learning with distributional inputs in the two-stage sampling setup, relevant to applications like learning-based medical screening or causal learning, the inputs (which are probability distributions) are not accessible in the…

Machine Learning · Computer Science 2026-01-22 Christian Fiedler

In 5G/6G wireless systems, reconfigurable intelligent surfaces (RIS) can play a role as a passive anchor to enable and enhance localization in various scenarios. However, most existing RIS-aided localization works assume that the geometry…

Signal Processing · Electrical Eng. & Systems 2023-04-14 Pinjun Zheng , Hui Chen , Tarig Ballal , Henk Wymeersch , Tareq Y. Al-Naffouri

Accurate estimation of output quantiles is crucial in many use cases, where it is desired to model the range of possibility. Modeling target distribution at arbitrary quantile levels and at arbitrary input attribute levels are important to…

Artificial Intelligence · Computer Science 2023-01-13 Ruoxi Sun , Chun-Liang Li , Sercan O. Arik , Michael W. Dusenberry , Chen-Yu Lee , Tomas Pfister

We study the problem of robustly estimating the mean or location parameter without moment assumptions. We show that for a large class of symmetric distributions, the same error as in the Gaussian setting can be achieved efficiently. The…

Data Structures and Algorithms · Computer Science 2023-11-09 Gleb Novikov , David Steurer , Stefan Tiegel

Bayesian methods and their implementations by means of sophisticated Monte Carlo techniques, such as Markov chain Monte Carlo (MCMC) and particle filters, have become very popular in signal processing over the last years. However, in many…

Computation · Statistics 2012-05-29 Luca Martino , Joaquin Miguez