Related papers: Direct Sampling of Bayesian Thin-Plate Splines for…
We propose a theoretically justified and practically applicable slice sampling based Markov chain Monte Carlo (MCMC) method for approximate sampling from probability measures on Riemannian manifolds. The latter naturally arise as posterior…
Sequential Monte Carlo (SMC) methods, such as the particle filter, are by now one of the standard computational techniques for addressing the filtering problem in general state-space models. However, many applications require…
We propose to use deep neural networks for generating samples in Monte Carlo integration. Our work is based on non-linear independent components estimation (NICE), which we extend in numerous ways to improve performance and enable its…
The Marchenko method retrieves the responses to virtual sources in the Earth's subsurface from reflection data at the surface, accounting for all orders of multiple reflections. The method is based on two integral representations for…
Functional data analysis has been a growing field of study in recent decades, and one fundamental task in functional data analysis is estimating the sample location. A notion called statistical depth has been extended from multivariate data…
In regression-based analyses of group-level neuroimage data researchers typically fit a series of marginal general linear models to image outcomes at each spatially-referenced pixel. Spatial regularization of effects of interest is usually…
Discrete data are abundant and often arise as counts or rounded data. These data commonly exhibit complex distributional features such as zero-inflation, over-/under-dispersion, boundedness, and heaping, which render many parametric models…
Successive differences on a sequence of data help to discover some smoothness features of this data. This was one of the main reasons for rewriting the classical interpolation formula in terms of such data differences. The aim of this paper…
Motivated by recent data analyses in biomedical imaging studies, we consider a class of image-on-scalar regression models for imaging responses and scalar predictors. We propose using flexible multivariate splines over triangulations to…
Elliptical slice sampling, when adapted to linearly truncated multivariate normal distributions, is a rejection-free Markov chain Monte Carlo method. At its core, it requires analytically constructing an ellipse-polytope intersection. The…
The goal of this paper is to design compact support basis spline functions that best approximate a given filter (e.g., an ideal Lowpass filter). The optimum function is found by minimizing the least square problem ($\ell$2 norm of the…
The paper deals with two fundamental types of trigonometric polynomials and splines on uniform grids, which allow us to construct interpolation approximations that depend linearly on the values of the interpolated function. Fundamental on…
Monte Carlo simulations are widely used in many areas including particle accelerators. In this lecture, after a short introduction and reviewing of some statistical backgrounds, we will discuss methods such as direct inversion, rejection…
In this paper we develop and study adaptive empirical Bayesian smoothing splines. These are smoothing splines with both smoothing parameter and penalty order determined via the empirical Bayes method from the marginal likelihood of the…
Many probabilistic models introduce strong dependencies between variables using a latent multivariate Gaussian distribution or a Gaussian process. We present a new Markov chain Monte Carlo algorithm for performing inference in models with…
Since the middle of the 1940's scientists have used Monte Carlo (MC) simulations to obtain information about physical processes. This has proved a accurate and and reliable method to obtain this information. Through out resent years…
This paper focuses on signal processing tasks in which the signal is transformed from the signal space to a higher dimensional coefficient space (also called phase space) using a continuous frame, processed in the coefficient space, and…
We present a novel derivative-free interpolation based optimization algorithm. A trust-region method is used where a surrogate model is realized via an interpolation framework. The framework for interpolation is provided by Universal…
Spatial concurrent linear models, in which the model coefficients are spatial processes varying at a local level, are flexible and useful tools for analyzing spatial data. One approach places stationary Gaussian process priors on the…
Sampling-based motion planning methods, while effective in high-dimensional spaces, often suffer from inefficiencies due to irregular sampling distributions, leading to suboptimal exploration of the configuration space. In this paper, we…