Related papers: A Hypothesis Testing Approach to Nonstationary Sou…
In this article, we propose the use of partitioning and clustering methods as an alternative to Gaussian quadrature for stochastic collocation. The key idea is to use cluster centers as the nodes for collocation. In this way, we can extend…
Complex networks have now become integral parts of modern information infrastructures. This paper proposes a user-centric method for detecting anomalies in heterogeneous information networks, in which nodes and/or edges might be from…
Symmetry plays a central role in the sciences, machine learning, and statistics. For situations in which data are known to obey a symmetry, a multitude of methods that exploit symmetry have been developed. Statistical tests for the presence…
We address the problem of static OD matrix estimation from a formal statistical viewpoint. We adopt a novel Bayesian framework to develop a class of models that explicitly cast trip configurations in the study region as random variables. As…
The reconstruction of the unknown acoustic source is studied using the noisy multiple frequency data on a remote closed surface. Assume that the unknown source is coded in a spatial dependent piecewise constant function, whose support set…
We assume a spatial blind source separation model in which the observed multivariate spatial data is a linear mixture of latent spatially uncorrelated Gaussian random fields containing a number of pure white noise components. We propose a…
Prior studies have proposed methods to recover multi-channel electroencephalography (EEG) signal ensembles from their partially sampled entries. These methods depend on spatial scenarios, yet few approaches aiming to a temporal…
Suppose there are two unknown parameters, each parameter is the solution to an estimating equation, and the estimating equation of one parameter depends on the other parameter. The parameters can be jointly estimated by "stacking" their…
This paper presents a nonlinear mixing model for joint hyperspectral image unmixing and nonlinearity detection. The proposed model assumes that the pixel reflectances are linear combinations of known pure spectral components corrupted by an…
A major challenge in estimating treatment effects in observational studies is the reliance on untestable conditions such as the assumption of no unmeasured confounding. In this work, we propose an algorithm that can falsify the assumption…
In many learning applications, data are collected from multiple sources, each providing a \emph{batch} of samples that by itself is insufficient to learn its input-output relationship. A common approach assumes that the sources fall in one…
Compressed Sensing suggests that the required number of samples for reconstructing a signal can be greatly reduced if it is sparse in a known discrete basis, yet many real-world signals are sparse in a continuous dictionary. One example is…
Classification is a fundamental problem in machine learning and data mining. During the past decades, numerous classification methods have been presented based on different principles. However, most existing classifiers cast the…
A central goal in experimental high energy physics is to detect new physics signals that are not explained by known physics. In this paper, we aim to search for new signals that appear as deviations from known Standard Model physics in…
Non-stationary signals are ubiquitous in real life. Many techniques have been proposed in the last decades which allow decomposing multi-component signals into simple oscillatory mono-components, like the groundbreaking Empirical Mode…
In this paper we consider the problem of multiple testing when the hypotheses are dependent. In most of the existing literature, either Bayesian or non-Bayesian, the decision rules mainly focus on the validity of the test procedure rather…
This paper provides a unified framework for analyzing tensor estimation problems that allow for nonlinear observations, heteroskedastic noise, and covariate information. We study a general class of high-dimensional models where each…
The theory behind compressive sampling pre-supposes that a given sequence of observations may be exactly represented by a linear combination of a small number of basis vectors. In practice, however, even small deviations from an exact…
Inferring the parameters of a stochastic model based on experimental observations is central to the scientific method. A particularly challenging setting is when the model is strongly indeterminate, i.e. when distinct sets of parameters…
This article introduces a nonparametric approach to spectral analysis of a high-dimensional multivariate nonstationary time series. The procedure is based on a novel frequency-domain factor model that provides a flexible yet parsimonious…