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The formulation of Bayesian inverse problems involves choosing prior distributions; choices that seem equally reasonable may lead to significantly different conclusions. We develop a computational approach to better understand the impact of…

Computation · Statistics 2026-01-08 John E. Darges , Alen Alexanderian , Pierre A. Gremaud

We consider the Bayesian approach to linear inverse problems when the underlying operator depends on an unknown parameter. Allowing for finite dimensional as well as infinite dimensional parameters, the theory covers several models with…

Statistics Theory · Mathematics 2018-09-05 Mathias Trabs

In this paper we consider the localization problem for a visual sensor network. Inspired by the alternate attitude and position distributed optimization framework discussed in [1], we propose an estimation scheme that exploits the unit dual…

Systems and Control · Electrical Eng. & Systems 2022-03-15 Luca Varotto , Marco Fabris , Giulia Michieletto , Angelo Cenedese

The present paper proposes a novel Bayesian, computational strategy in the context of model-based inverse problems in elastostatics. On one hand we attempt to provide probabilistic estimates of the material properties and their spatial…

Computation · Statistics 2015-12-21 P. S. Koutsourelakis

Bayesian coresets have emerged as a promising approach for implementing scalable Bayesian inference. The Bayesian coreset problem involves selecting a (weighted) subset of the data samples, such that the posterior inference using the…

Machine Learning · Statistics 2021-03-01 Jacky Y. Zhang , Rajiv Khanna , Anastasios Kyrillidis , Oluwasanmi Koyejo

We study multi-parameter sensing of 2D and 3D vector fields within the Bayesian framework for $SU(2)$ quantum interferometry. We establish a method to determine the optimal quantum sensor, which establishes the fundamental limit on the…

Quantum Physics · Physics 2023-06-05 Raphael Kaubruegger , Athreya Shankar , Denis V. Vasilyev , Peter Zoller

Inverse problems constrained by partial differential equations (PDEs) play a critical role in model development and calibration. In many applications, there are multiple uncertain parameters in a model that must be estimated. However, high…

Numerical Analysis · Mathematics 2022-10-27 Joseph Hart , Bart van Bloemen Waanders

A central problem in analog wireless sensor networks is to design the gain or phase-shifts of the sensor nodes (i.e. the relaying configuration) in order to achieve an accurate estimation of some parameter of interest at a fusion center, or…

Signal Processing · Electrical Eng. & Systems 2019-08-05 Shahin Khobahi , Mojtaba Soltanalian , Feng Jiang , A. Lee Swindlehurst

There is significant interest in learning and optimizing a complex system composed of multiple sub-components, where these components may be agents or autonomous sensors. Among the rich literature on this topic, agent-based and…

Machine Learning · Computer Science 2021-07-08 Kai Wang , Bryan Wilder , Sze-chuan Suen , Bistra Dilkina , Milind Tambe

We consider nonparametric sequential hypothesis testing problem when the distribution under the null hypothesis is fully known but the alternate hypothesis corresponds to some other unknown distribution with some loose constraints. We…

Information Theory · Computer Science 2013-11-15 Shouvik Ganguly , K Sahasranand , Vinod Sharma

We undertake Bayesian learning of the high-dimensional functional relationship between a system parameter vector and an observable, that is in general tensor-valued. The ultimate aim is Bayesian inverse prediction of the system parameters,…

Methodology · Statistics 2018-04-17 Kangrui Wang , Dalia Chakrabarty

We propose an input design method for a general class of parametric probabilistic models, including nonlinear dynamical systems with process noise. The goal of the procedure is to select inputs such that the parameter posterior distribution…

Systems and Control · Computer Science 2019-03-07 Jack Umenberger , Thomas B. Schön

The electrical impedance tomography (EIT) problem of estimating the unknown conductivity distribution inside a domain from boundary current or voltage measurements requires the solution of a nonlinear inverse problem. Sparsity promoting…

Numerical Analysis · Mathematics 2024-05-27 Daniela Calvetti , Monica Pragliola , Erkki Somersalo

We propose a new procedure named PASOA, for Bayesian experimental design, that performs sequential design optimization by simultaneously providing accurate estimates of successive posterior distributions for parameter inference. The…

Machine Learning · Statistics 2024-10-16 Jacopo Iollo , Christophe Heinkelé , Pierre Alliez , Florence Forbes

We consider the problem of randomly choosing the sensors of a linear time-invariant dynamical system subject to process and measurement noise. We sample the sensors independently and from the same distribution. We measure the performance of…

Systems and Control · Electrical Eng. & Systems 2021-03-23 Christopher I. Calle , Shaunak D. Bopardikar

In this paper we introduce a binary search algorithm that efficiently finds initial maximum likelihood estimates for sequential experiments where a binary response is modeled by a continuous factor. The problem is motivated by switching…

Statistics Theory · Mathematics 2008-08-27 Juha Karvanen

Advances in sensing technology have made it possible to collect large volumes of high-dimensional time-series data. In fields like genetics and neuroscience, key questions concern whether directed relationships between variables can be…

Methodology · Statistics 2026-05-08 Sarah E. Heaps , Ian H. Jermyn , Yujiang Wang , Darren J. Wilkinson

Reliable and efficient spectrum sensing through dynamic selection of a subset of spectrum sensors is studied. The problem of selecting K sensor measurements from a set of M potential sensors is considered where K << M. In addition, K may be…

Optimization and Control · Mathematics 2018-08-17 Mohsen Joneidi , Alireza Zaeemzadeh , Nazanin Rahnavard

In segmentation problems, inference on change-point position and model selection are two difficult issues due to the discrete nature of change-points. In a Bayesian context, we derive exact, non-asymptotic, explicit and tractable formulae…

Computation · Statistics 2015-12-31 Guillem Rigaill , Emilie Lebarbier , Stéphane Robin

We study the posterior distribution of the Bayesian multiple change-point regression problem when the number and the locations of the change-points are unknown. While it is relatively easy to apply the general theory to obtain the…

Statistics Theory · Mathematics 2008-08-21 Heng Lian
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