Related papers: Multivariate, Heteroscedastic Empirical Bayes via …

We investigate an empirical Bayesian nonparametric approach to a family of linear inverse problems with Gaussian prior and Gaussian noise. We consider a class of Gaussian prior probability measures with covariance operator indexed by a…

We study empirical and hierarchical Bayes approaches to the problem of estimating an infinite-dimensional parameter in mildly ill-posed inverse problems. We consider a class of prior distributions indexed by a hyperparameter that quantifies…

We consider inverse problems with linear forward models and Gaussian priors, but with unknown hyperparameters that may arise from the model, the noise, or the specification of the prior. We model this using a hierarchical Bayes framework…

A novel data-driven methodology is presented for the joint selection of prior parameters for both fixed and random effects in Linear Mixed Models (LMMs). This approach facilitates the estimation of complex random-effects structures, as well…

We present a variational-Bayes solution to compute non-Gaussian posteriors from extremely expensive likelihoods. Our approach is an alternative for parameter inference when MCMC sampling is numerically prohibitive or conceptually…

Many recently developed Bayesian methods have focused on sparse signal detection. However, much less work has been done addressing the natural follow-up question: how to make valid inferences for the magnitude of those signals after…

Converting a noisy parallax measurement into a posterior belief over distance requires inference with a prior. Usually this prior represents beliefs about the stellar density distribution of the Milky Way. However, multi-band photometry…

The simultaneous estimation of many parameters based on data collected from corresponding studies is a key research problem that has received renewed attention in the high-dimensional setting. Many practical situations involve heterogeneous…

We consider the problem of estimating a mixture of power series distributions with infinite support, to which belong very well-known models such as Poisson, Geometric, Logarithmic or Negative Binomial probability mass functions. We consider…

We develop an empirical Bayes procedure for estimating the cell means in an unbalanced, two-way additive model with fixed effects. We employ a hierarchical model, which reflects exchangeability of the effects within treatment and within…

Bayesian methods are actively used for parameter identification and uncertainty quantification when solving nonlinear inverse problems with random noise. However, there are only few theoretical results justifying the Bayesian approach.…

In this paper we adopt the familiar sparse, high-dimensional linear regression model and focus on the important but often overlooked task of prediction. In particular, we consider a new empirical Bayes framework that incorporates data in…

We utilize the now substantial amount of astrophysical observations of neutron stars (NSs), along with perturbative quantum chromodynamics (pQCD) calculations at high density, to directly constrain the NS equation of state (EOS). To this…

When recovering an unknown signal from noisy measurements, the computational difficulty of performing optimal Bayesian MMSE (minimum mean squared error) inference often necessitates the use of maximum a posteriori (MAP) inference, a special…

Empirical Bayes (EB) is a popular framework for large-scale inference that aims to find data-driven estimators to compete with the Bayesian oracle that knows the true prior. Two principled approaches to EB estimation have emerged over the…

We generalize the approach of Liu and Lawrence (1999) for multiple changepoint problems where the number of changepoints is unknown. The approach is based on dynamic programming recursion for efficient calculation of the marginal…

In this paper, we will discuss how to generalize nonparametric density estimators to MLE parametric estimators. Basing on the Parzen window theory and using the advantages of probability amplitude of quantum theory, we model a nonlinear…

Many problems of low-level computer vision and image processing, such as denoising, deconvolution, tomographic reconstruction or super-resolution, can be addressed by maximizing the posterior distribution of a sparse linear model (SLM). We…

This paper presents a novel approach to Bayesian nonparametric spectral analysis of stationary multivariate time series. Starting with a parametric vector-autoregressive model, the parametric likelihood is nonparametrically adjusted in the…

Capturing aleatoric uncertainty is a critical part of many machine learning systems. In deep learning, a common approach to this end is to train a neural network to estimate the parameters of a heteroscedastic Gaussian distribution by…