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The Gaussian phase noise of intensity time series is demonstrated to be drastically reduced when the raw voltage data are digitally filtered through an arbitrarily large number $n$ of orthornormal bandpass profiles (eigen-filters) sharing…

Instrumentation and Methods for Astrophysics · Physics 2020-08-26 Richard Lieu , Kristen Lackeos

We consider the problem of parameter estimation in a high-dimensional generalized linear model. Spectral methods obtained via the principal eigenvector of a suitable data-dependent matrix provide a simple yet surprisingly effective…

Statistics Theory · Mathematics 2025-07-11 Yihan Zhang , Hong Chang Ji , Ramji Venkataramanan , Marco Mondelli

Gaussian Graphical Models provide a convenient framework for representing dependencies between variables. Recently, this tool has received a high interest for the discovery of biological networks. The literature focuses on the case where a…

Methodology · Statistics 2010-05-13 Julien Chiquet , Yves Grandvalet , Christophe Ambroise

In this paper we address the problem of learning the structure of a Bayesian network in domains with continuous variables. This task requires a procedure for comparing different candidate structures. In the Bayesian framework, this is done…

Artificial Intelligence · Computer Science 2013-01-18 Nir Friedman , Iftach Nachman

Gaussian processes provide a powerful probabilistic kernel learning framework, which allows learning high quality nonparametric regression models via methods such as Gaussian process regression. Nevertheless, the learning phase of Gaussian…

Numerical Analysis · Mathematics 2021-01-06 Paz Fink Shustin , Haim Avron

This paper considers the general signal detection and parameter estimation problem in the presence of colored Gaussian noise disturbance. By modeling the disturbance with an autoregressive process, we present three signal detectors with…

Data Analysis, Statistics and Probability · Physics 2016-07-29 Bo Tang , Haibo He , Steven Kay

In this paper, we present a data-driven Model Predictive Controller that leverages a Gaussian Process to generate optimal motion policies for connected autonomous vehicles in regions with uncertainty in the wireless channel. The…

Systems and Control · Electrical Eng. & Systems 2021-06-24 Hassan Jafarzadeh , Cody Fleming

Learning the kernel parameters for Gaussian processes is often the computational bottleneck in applications such as online learning, Bayesian optimization, or active learning. Amortizing parameter inference over different datasets is a…

Machine Learning · Computer Science 2023-06-19 Matthias Bitzer , Mona Meister , Christoph Zimmer

In a wireless sensor network, data from various sensors are gathered to estimate the system-state of the process system. However, adversaries aim at distorting the system-state estimate, for which they may infiltrate sensors or position…

Information Theory · Computer Science 2022-08-15 Stefan Roth , Aydin Sezgin , Roman Bessel , H. Vincent Poor

Gaussian processes (GPs) are versatile tools that have been successfully employed to solve nonlinear estimation problems in machine learning, but that are rarely used in signal processing. In this tutorial, we present GPs for regression as…

Gradient matching with Gaussian processes is a promising tool for learning parameters of ordinary differential equations (ODE's). The essence of gradient matching is to model the prior over state variables as a Gaussian process which…

Machine Learning · Statistics 2016-10-25 Nico S. Gorbach , Stefan Bauer , Joachim M. Buhmann

Understanding and dealing with inference biases in gravitational-wave (GW) parameter estimation when a plethora of signals are present in the data is one of the key challenges for the analysis of data from future GW detectors. Working…

General Relativity and Quantum Cosmology · Physics 2021-08-25 Andrea Antonelli , Ollie Burke , Jonathan R. Gair

Many real-world applications demand accurate and fast predictions, as well as reliable uncertainty estimates. However, quantifying uncertainty on high-dimensional predictions is still a severely under-investigated problem, especially when…

Computational Engineering, Finance, and Science · Computer Science 2025-02-04 Saurabh Deshpande , Hussein Rappel , Mark Hobbs , Stéphane P. A. Bordas , Jakub Lengiewicz

Gaussian Process Networks (GPNs) are a class of directed graphical models which employ Gaussian processes as priors for the conditional expectation of each variable given its parents in the network. The model allows the description of…

Machine Learning · Statistics 2024-02-20 Enrico Giudice , Jack Kuipers , Giusi Moffa

Fractional Gaussian noise (fGn) is a stationary time series model with long memory properties applied in various fields like econometrics, hydrology and climatology. The computational cost in fitting an fGn model of length $n$ using a…

Methodology · Statistics 2017-09-20 Sigrunn H. Sørbye , Eirik Myrvoll-Nilsen , Håvard Rue

Gaussian graphical modeling has been widely used to explore various network structures, such as gene regulatory networks and social networks. We often use a penalized maximum likelihood approach with the $L_1$ penalty for learning a…

Methodology · Statistics 2017-06-13 Kei Hirose , Hironori Fujisawa , Jun Sese

Enhanced Gaussian noise models are used to demonstrate that the per-block SNR after fibre transmission varies significantly due to the variable-composition nature of modern probabilistic shaping schemes. We propose a nonlinearity-optimised…

Signal Processing · Electrical Eng. & Systems 2019-07-08 Tobias Fehenberger , Alex Alvarado

The problem of distributed estimation of a parametric physical field is stated as a maximum likelihood estimation problem. Sensor observations are distorted by additive white Gaussian noise. Prior to data transmission, each sensor quantizes…

Information Theory · Computer Science 2012-09-21 Natalia A. Schmid , Marwan Alkhweldi , Matthew C. Valenti

To address the time-consuming and computationally intensive issues of traditional ART algorithms for flame combustion diagnosis, inspired by flame simulation technology, we propose a novel representation method for flames. By modeling the…

Computer Vision and Pattern Recognition · Computer Science 2024-12-31 Yunhao Shui , Fuhao Zhang , Can Gao , Hao Xue , Zhiyin Ma , Gang Xun , Xuesong Li

In nuclear and particle physics, reconciling sophisticated simulations with experimental data is vital for understanding complex systems like the Quark Gluon Plasma (QGP) generated in heavy-ion collisions. However, computational demands…

Nuclear Theory · Physics 2026-02-03 Hendrik Roch , Syed Afrid Jahan , Chun Shen