English
Related papers

Related papers: Bayesian Detection of a Sinusoidal Signal with Ran…

200 papers

Traditional saliency detection via Markov chain only considers boundaries nodes. However, in addition to boundaries cues, background prior and foreground prior cues play a complementary role to enhance saliency detection. In this paper, we…

Computer Vision and Pattern Recognition · Computer Science 2018-08-28 Fengling Jiang , Bin Kong , Ahsan Adeel , Yun Xiao , Amir Hussain

The problem of detection and possible estimation of a signal generated by a dynamic system when a variable number of noisy measurements can be taken is here considered. Assuming a Markov evolution of the system (in particular, the pair…

Information Theory · Computer Science 2022-05-12 Emanuele Grossi , Marco Lops

Bayesian filtering deals with computing the posterior distribution of the state of a stochastic dynamic system given noisy observations. In this paper, motivated by applications in counter-adversarial systems, we consider the following…

Systems and Control · Electrical Eng. & Systems 2020-10-28 Robert Mattila , Cristian R. Rojas , Vikram Krishnamurthy , Bo Wahlberg

We consider a hidden Markov model, where the signal process, given by a diffusion, is only indirectly observed through some noisy measurements. The article develops a variational method for approximating the hidden states of the signal…

Optimization and Control · Mathematics 2016-10-26 Tobias Sutter , Arnab Ganguly , Heinz Koeppl

This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…

Computational Engineering, Finance, and Science · Computer Science 2026-02-24 Giacomo Bottacini , Matteo Torzoni , Andrea Manzoni

We study sequential Bayesian inference in stochastic kinetic models with latent factors. Assuming continuous observation of all the reactions, our focus is on joint inference of the unknown reaction rates and the dynamic latent states,…

Computation · Statistics 2014-09-10 Junjing Lin , Michael Ludkovski

Dynamic Bayesian predictive synthesis is a formal approach to coherently synthesizing multiple predictive distributions into a single distribution. In sequential analysis, the computation of the synthesized predictive distribution has…

Methodology · Statistics 2023-08-31 Riku Masuda , Kaoru Irie

This paper studies a new and highly efficient Markov chain Monte Carlo (MCMC) methodology to perform Bayesian inference in low-photon imaging problems, with particular attention to situations involving observation noise processes that…

The Laser Interferometer Space Antenna (LISA) is expected to detect gravitational radiation from a large number of compact binary systems. We present a method by which these signals can be identified and have their parameters estimated. Our…

General Relativity and Quantum Cosmology · Physics 2009-11-11 Richard Umstätter , Nelson Christensen , Martin Hendry , Renate Meyer , Vimal Simha , John Veitch , Sarah Vigeland , Graham Woan

Symbolic regression is a powerful tool for discovering governing equations directly from data, but its sensitivity to noise hinders its broader application. This paper introduces a Sequential Monte Carlo (SMC) framework for Bayesian…

Machine Learning · Computer Science 2025-12-12 Geoffrey F. Bomarito , Patrick E. Leser

System identification is of special interest in science and engineering. This article is concerned with a system identification problem arising in stochastic dynamic systems, where the aim is to estimate the parameters of a system along…

Methodology · Statistics 2022-01-27 Christos Merkatas , Simo Särkkä

The standard multidetector F-statistic for continuous gravitational waves is susceptible to false alarms from instrumental artifacts, for example monochromatic sinusoidal disturbances ('lines'). This vulnerability to line artifacts arises…

General Relativity and Quantum Cosmology · Physics 2015-01-19 David Keitel , Reinhard Prix , Maria Alessandra Papa , Paola Leaci , Maham Siddiqi

Most radio signals can be described as a form of sinusoidal carrier modulation. These signals have the property that when observed over a sufficiently short period of time, the waveform is approximately sinusoidal, exhibiting constant…

Signal Processing · Electrical Eng. & Systems 2020-04-09 S. W. Ellingson

Bayesian geoacoustic inversion problems are conventionally solved by Markov chain Monte Carlo methods or its variants, which are computationally expensive. This paper extends the classic Bayesian geoacoustic inversion framework by deriving…

Machine Learning · Statistics 2024-07-09 Guoli Wu , Jingya Zhang , Junqiang Song

In this contribution, we consider the problem of the blind separation of noisy instantaneously mixed images. The images are modelized by hidden Markov fields with unknown parameters. Given the observed images, we give a Bayesian formulation…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Hichem Snoussi , Ali Mohammad-Djafari

The article considers the problem of identifying the variable frequency of a sinusoidal signal. To obtain a regression model of the signal, an iterative differentiation of the original analytical expression is performed, and the swapping…

Systems and Control · Electrical Eng. & Systems 2021-09-21 S. I. Nizovtsev , S. V. Shavetov , A. A. Pyrkin

It is computationally expensive to search the large parameter space associated with a gravitational wave signal of uncertain frequency, such as might be expected from the possible pulsar generated by SN1987A. To address this difficulty we…

General Relativity and Quantum Cosmology · Physics 2009-11-11 John Veitch , Richard Umstaetter , Renate Meyer , Nelson Christensen , Graham Woan

Central to the gravitational wave detection problem is the challenge of separating features in the data produced by astrophysical sources from features produced by the detector. Matched filtering provides an optimal solution for Gaussian…

General Relativity and Quantum Cosmology · Physics 2010-12-09 Tyson B. Littenberg , Neil J. Cornish

We present a statistical inference approach to estimate the frequency noise characteristics of ultra-narrow linewidth lasers from delayed self-heterodyne beat note measurements using Bayesian inference. Particular emphasis is on estimation…

Optics · Physics 2024-11-12 Lutz Mertenskötter , Markus Kantner

This paper is concerned with inverse acoustic scattering problem of inferring the position and shape of a sound-soft obstacle from phaseless far-field data. We propose the Bayesian approach to recover sound-soft disks, line cracks and…

Numerical Analysis · Mathematics 2021-07-28 Zhipeng Yang , Xinping Gui , Ju Ming , Guanghui Hu