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The EM-algorithm is a general procedure to get maximum likelihood estimates if part of the observations on the variables of a network are missing. In this paper a stochastic version of the algorithm is adapted to probabilistic neural…

Artificial Intelligence · Computer Science 2013-03-26 Gerhard Paass

Two decoder structures for coded modulation over the Gaussian and flat fading channels are studied: the maximum likelihood symbol-wise decoder, and the (suboptimal) bit-wise decoder based on the bit-interleaved coded modulation paradigm. We…

Information Theory · Computer Science 2014-04-23 Mikhail Ivanov , Alex Alvarado , Fredrik Brannstrom , Erik Agrell

We consider a model where a signal (discrete or continuous) is observed with an additive Gaussian noise process. The signal is issued from a linear combination of a finite but increasing number of translated features. The features are…

Statistics Theory · Mathematics 2024-07-23 Cristina Butucea , Jean-François Delmas , Anne Dutfoy , Clément Hardy

The determination of the physical parameters of gravitational wave events is a fundamental pillar in the analysis of the signals observed by the current ground-based interferometers. Typically, this is done using Bayesian inference…

General Relativity and Quantum Cosmology · Physics 2023-11-07 M. Andrés-Carcasona , M. Martinez , Ll. M. Mir

We consider the problem of flexible modeling of higher order Markov chains when an upper bound on the order of the chain is known but the true order and nature of the serial dependence are unknown. We propose Bayesian nonparametric…

Methodology · Statistics 2015-10-21 Abhra Sarkar , David B. Dunson

We study the problem of signal estimation from non-linear observations when the signal belongs to a low-dimensional set buried in a high-dimensional space. A rough heuristic often used in practice postulates that non-linear observations may…

Information Theory · Computer Science 2015-11-17 Yaniv Plan , Roman Vershynin

We consider graphical models based on a recursive system of linear structural equations. This implies that there is an ordering, $\sigma$, of the variables such that each observed variable $Y_v$ is a linear function of a variable specific…

Methodology · Statistics 2019-06-28 Y. Samuel Wang , Mathias Drton

A nonparametric procedure to estimate the conditional probability that a nonstationary geostatistical process exceeds a certain threshold value is proposed. The method consists of a bootstrap algorithm that combines conditional simulation…

The standard approach to answering an identifiable causal-effect query (e.g., $P(Y|do(X)$) when given a causal diagram and observational data is to first generate an estimand, or probabilistic expression over the observable variables, which…

Artificial Intelligence · Computer Science 2024-08-28 Anna Raichev , Alexander Ihler , Jin Tian , Rina Dechter

Convolutional sparse coding (CSC) can learn representative shift-invariant patterns from multiple kinds of data. However, existing CSC methods can only model noises from Gaussian distribution, which is restrictive and unrealistic. In this…

Machine Learning · Computer Science 2020-04-22 Yaqing Wang , James T. Kwok , Lionel M. Ni

In this paper, we propose a nonlinear probabilistic generative model of Koopman mode decomposition based on an unsupervised Gaussian process. Existing data-driven methods for Koopman mode decomposition have focused on estimating the…

Machine Learning · Statistics 2023-02-01 Takahiro Kawashima , Hideitsu Hino

Since a quantum measurement generally disturbs the state of a quantum system, one might think that it should not be possible for a sender and receiver to communicate reliably when the receiver performs a large number of sequential…

Quantum Physics · Physics 2013-07-12 Mark M. Wilde

This paper is concerned with bounds on the maximum-likelihood (ML) decoding error probability of Reed-Solomon (RS) codes over additive white Gaussian noise (AWGN) channels. To resolve the difficulty caused by the dependence of the Euclidean…

Information Theory · Computer Science 2014-01-22 Qiutao Zhuang , Xiao Ma , Aleksander Kavcic

We show that unconverged stochastic gradient descent can be interpreted as a procedure that samples from a nonparametric variational approximate posterior distribution. This distribution is implicitly defined as the transformation of an…

Machine Learning · Statistics 2015-04-07 Dougal Maclaurin , David Duvenaud , Ryan P. Adams

This paper is concerned with general nonlinear regression models where the predictor variables are subject to Berkson-type measurement errors. The measurement errors are assumed to have a general parametric distribution, which is not…

Statistics Theory · Mathematics 2009-08-21 Liqun Wang

We address the statistics of a simultaneous CWLM of two non-commuting variables on a few-state quantum system subject to a conditioned evolution. Both conditioned quantum measurement and that of two non-commuting variables differ…

Quantum Physics · Physics 2019-12-11 A. Franquet , Yuli V. Nazarov

Gaussian process emulators of computationally expensive computer codes provide fast statistical approximations to model physical processes. The training of these surrogates depends on the set of design points chosen to run the simulator.…

Computation · Statistics 2016-08-16 A. Garbuno-Inigo , F. A. DiazDelaO , K. M. Zuev

The analysis of nonstationary time series is of great importance in many scientific fields such as physics and neuroscience. In recent years, Gaussian process regression has attracted substantial attention as a robust and powerful method…

Machine Learning · Statistics 2016-11-01 Luca Ambrogioni , Eric Maris

A theory of systems with long-range correlations based on the consideration of binary N-step Markov chains is developed. In the model, the conditional probability that the i-th symbol in the chain equals zero (or unity) is a linear function…

Data Analysis, Statistics and Probability · Physics 2016-09-08 O. V. Usatenko , V. A. Yampol'skii , K. E. Kechedzhy , S. S. Mel'nyk

A theory of systems with long-range correlations based on the consideration of binary N-step Markov chains is developed. In our model, the conditional probability that the i-th symbol in the chain equals zero (or unity) is a linear function…

Data Analysis, Statistics and Probability · Physics 2007-05-23 O. V. Usatenko , V. A. Yampol'skii