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A Hawkes process model with a time-varying background rate is developed for analyzing the high-frequency financial data. In our model, the logarithm of the background rate is modeled by a linear model with a relatively large number of…
We propose a principled algorithm for robust Bayesian filtering and smoothing in nonlinear stochastic dynamic systems when both the transition function and the measurement function are described by non-parametric Gaussian process (GP)…
Objective: Sparse Bayesian learning provides an effective scheme to solve the high-dimensional problem in brain signal decoding. However, traditional assumptions regarding data distributions such as Gaussian and binomial are potentially…
Seismic data noise processing is an important part of seismic exploration data processing, and the effect of noise elimination is directly related to the follow-up processing of data. In response to this problem, many authors have proposed…
Stochastic sampling based trackers have shown good performance for abrupt motion tracking so that they have gained popularity in recent years. However, conventional methods tend to use a two-stage sampling paradigm, in which the search…
Coherence and interestingness are two criteria for evaluating the performance of melody harmonization, which aims to generate a chord progression from a symbolic melody. In this study, we apply the concept of orderless NADE, which takes the…
Decentralized optimization is typically studied under the assumption of noise-free transmission. However, real-world scenarios often involve the presence of noise due to factors such as additive white Gaussian noise channels or…
Phase estimation is known to be a robust method for single-qubit gate calibration in quantum computers, while Bayesian estimation is widely used in devising optimal methods for learning in quantum systems. We present Bayesian phase…
This paper proposes a hierarchical, multi-resolution framework for the identification of model parameters and their spatially variability from noisy measurements of the response or output. Such parameters are frequently encountered in…
The main goal of this paper is to study the parameter estimation problem, using the Bayesian methodology, for the drift coefficient of some linear (parabolic) SPDEs driven by a multiplicative noise of special structure. We take the spectral…
In conventional approaches for multiobject tracking (MOT), raw sensor data undergoes several preprocessing stages to reduce data rate and computational complexity. This typically includes coherent processing that aims at maximizing the…
Unnormalized (or energy-based) models provide a flexible framework for capturing the characteristics of data with complex dependency structures. However, the application of standard Bayesian inference methods has been severely limited…
This paper is concerned with inverse acoustic scattering problem of inferring the position and shape of a sound-soft obstacle from phaseless far-field data. We propose the Bayesian approach to recover sound-soft disks, line cracks and…
Various noise models have been developed in quantum computing study to describe the propagation and effect of the noise which is caused by imperfect implementation of hardware. Identifying parameters such as gate and readout error rates are…
Hypernasality is a common characteristic symptom across many motor-speech disorders. For voiced sounds, hypernasality introduces an additional resonance in the lower frequencies and, for unvoiced sounds, there is reduced articulatory…
The problem of mixed signals occurs in many different contexts; one of the most familiar being acoustics. The forward problem in acoustics consists of finding the sound pressure levels at various detectors resulting from sound signals…
We propose a fast sequential algorithm for the fundamental problem of estimating frequencies and amplitudes of a noisy mixture of sinusoids. The algorithm is a natural generalization of Orthogonal Matching Pursuit (OMP) to the continuum…
The matched filter (MF) is widely used to detect signals hidden within the noise. If the noise is Gaussian, its performances are well-known and describable in an elegant analytical form. The treatment of non-Gaussian noises is often…
Neural vocoders are central to speech synthesis; despite their success, most still suffer from limited prosody modeling and inaccurate phase reconstruction. We propose a vocoder that introduces prosody-guided harmonic attention to enhance…
Partial audio deepfakes, where synthesized segments are spliced into genuine recordings, are particularly deceptive because most of the audio remains authentic. Existing detectors are supervised: they require frame-level annotations,…