Related papers: Multi-Bernoulli Mixture Filter: Complete Derivatio…

We propose a randomized version of the non-local means (NLM) algorithm for large-scale image filtering. The new algorithm, called Monte Carlo non-local means (MCNLM), speeds up the classical NLM by computing a small subset of image patch…

The BayesBinMix package offers a Bayesian framework for clustering binary data with or without missing values by fitting mixtures of multivariate Bernoulli distributions with an unknown number of components. It allows the joint estimation…

In this article we consider a Monte Carlo-based method to filter partially observed diffusions observed at regular and discrete times. Given access only to Euler discretizations of the diffusion process, we present a new procedure which can…

The Pseudo-Marginal (PM) algorithm is a popular Markov chain Monte Carlo (MCMC) method used to sample from a target distribution when its density is inaccessible, but can be estimated with a non-negative unbiased estimator. Its performance…

The idea of Media-based Modulation (MBM) is to embed information in the variations of the transmission media (channel states). Using an RF closure with $w$ RF walls, MBM creates a set of $2^w$ select-able states for the end-to-end channel.…

This paper proposes multi-target filtering algorithms in which target dynamics are given in continuous time and measurements are obtained at discrete time instants. In particular, targets appear according to a Poisson point process (PPP) in…

Practitioners of Bayesian statistics have long depended on Markov chain Monte Carlo (MCMC) to obtain samples from intractable posterior distributions. Unfortunately, MCMC algorithms are typically serial, and do not scale to the large…

Sequential Monte Carlo samplers represent a compelling approach to posterior inference in Bayesian models, due to being parallelisable and providing an unbiased estimate of the posterior normalising constant. In this work, we significantly…

Accept-reject based Markov chain Monte Carlo (MCMC) methods are the workhorse algorithm for Bayesian inference. These algorithms, like Metropolis-Hastings, require choosing a proposal distribution which is typically informed by the desired…

This paper adopts a Bayesian nonparametric mixture model where the mixing distribution belongs to the wide class of normalized homogeneous completely random measures. We propose a truncation method for the mixing distribution by discarding…

Consider testing multiple hypotheses using tests that can only be evaluated by simulation, such as permutation tests or bootstrap tests. This article introduces MMCTest, a sequential algorithm which gives, with arbitrarily high probability,…

Random finite sets (RFSs) has been a fruitful area of research in recent years, yielding new approximate filters such as the probability hypothesis density (PHD), cardinalised PHD (CPHD), and multiple target multi-Bernoulli (MeMBer). These…

Recently, Andrieu, Doucet and Holenstein (2010) introduced a general framework for using particle filters (PFs) to construct proposal kernels for Markov chain Monte Carlo (MCMC) methods. This framework, termed Particle Markov chain Monte…

An important feature of Bayesian statistics is the opportunity to do sequential inference: the posterior distribution obtained after seeing a dataset can be used as prior for a second inference. However, when Monte Carlo sampling methods…

The particle Gibbs sampler is a Markov chain Monte Carlo (MCMC) algorithm to sample from the full posterior distribution of a state-space model. It does so by executing Gibbs sampling steps on an extended target distribution defined on the…

To conduct Bayesian inference with large data sets, it is often convenient or necessary to distribute the data across multiple machines. We consider a likelihood function expressed as a product of terms, each associated with a subset of the…

In this paper, we study the Bernstein polynomial model for estimating the multivariate distribution functions and densities with bounded support. As a mixture model of multivariate beta distributions, the maximum (approximate) likelihood…

In statistical analysis, Monte Carlo (MC) stands as a classical numerical integration method. When encountering challenging sample problem, Markov chain Monte Carlo (MCMC) is a commonly employed method. However, the MCMC estimator is biased…

Tuning of measurement models is challenging in real-world applications of sequential Monte Carlo methods. Recent advances in differentiable particle filters have led to various efforts to learn measurement models through neural networks.…

Density regression models allow a comprehensive understanding of data by modeling the complete conditional probability distribution. While flexible estimation approaches such as normalizing flows (NF) work particularly well in multiple…