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We revisit the classical, full-fledged Bayesian model averaging (BMA) paradigm to ensemble pre-trained and/or lightly-finetuned foundation models to enhance the classification performance on image and text data. To make BMA tractable under…
This paper investigates the active sampling for estimation of approximately bandlimited graph signals. With the assistance of a graph filter, an approximately bandlimited graph signal can be formulated by a Gaussian random field over the…
We consider the Bayesian detection statistic for a targeted search for continuous gravitational waves, known as the $\mathcal{B}$-statistic. This is a Bayes factor between signal and noise hypotheses, produced by marginalizing over the four…
The uncertainty of the sensing target brings great challenge to the beamforming design of the integrated sensing and communication (ISAC) system. To address this issue, we model the scattering coefficient and azimuth angle of the target as…
Ensembles of forecasts are typically employed to account for the forecast uncertainties inherent in predictions of future weather states. However, biases and dispersion errors often present in forecast ensembles require statistical…
The autoregressive moving average (ARMA) model takes the significant position in time series analysis for a wide-sense stationary time series. The difference operator and seasonal difference operator, which are bases of ARIMA and SARIMA…
We present a real-time multivariate anomaly detection algorithm for data streams based on the Probabilistic Exponentially Weighted Moving Average (PEWMA). Our formulation is resilient to (abrupt transient, abrupt distributional, and gradual…
The paper introduces a novel methodology for the identification of coefficients of switched autoregressive linear models. We consider the case when the system's outputs are contaminated by possibly large values of measurement noise. It is…
Autoregressive models (ARMs) currently hold state-of-the-art performance in likelihood-based modeling of image and audio data. Generally, neural network based ARMs are designed to allow fast inference, but sampling from these models is…
We consider the problem of estimating a signal from noisy circularly-translated versions of itself, called multireference alignment (MRA). One natural approach to MRA could be to estimate the shifts of the observations first, and infer the…
The Vector AutoRegressive Moving Average (VARMA) model is fundamental to the theory of multivariate time series; however, identifiability issues have led practitioners to abandon it in favor of the simpler but more restrictive Vector…
A new portmanteau diagnostic test for vector autoregressive moving average (VARMA) models that is based on the determinant of the standardized multivariate residual autocorrelations is derived. The new test statistic may be considered an…
In this paper we propose a bimodal gamma distribution using a quadratic transformation based on the alpha-skew-normal model. We discuss several properties of this distribution such as mean, variance, moments, hazard rate and entropy…
Time series forecasting (TSF) is essential in various domains, and recent advancements in diffusion-based TSF models have shown considerable promise. However, these models typically adopt traditional diffusion patterns, treating TSF as a…
This article introduces a novel dynamic framework to Bayesian model averaging for time-varying parameter quantile regressions. By employing sequential Markov chain Monte Carlo, we combine empirical estimates derived from dynamically chosen…
In recent years, there has been considerable interest in estimating conditional independence graphs in the high-dimensional setting. Most prior work has assumed that the variables are multivariate Gaussian, or that the conditional means of…
In this paper, a new bivariate random coefficient integer-valued autoregressive process based on modified negative binomial operator with dependent innovations is proposed. Basic probabilistic and statistical properties of this model are…
In real data analysis, the underlying model is usually unknown, modelling strategy plays a key role in the success of data analysis. Stimulated by the idea of model averaging, we propose a novel semiparametric modelling strategy for…
In this article, we first propose the modified Hannan-Rissanen Method for estimating the parameters of the autoregressive moving average (ARMA) process with symmetric stable noise and symmetric stable generalized autoregressive conditional…
Optimal adaptive bitrate (ABR) decision depends on a comprehensive characterization of state transitions that involve interrelated modalities over time including environmental observations, returns, and actions. However, state-of-the-art…