Related papers: Bayesian Detection of a Sinusoidal Signal with Ran…
Bayesian analysis of LISA data sets based on Markov chain Monte Carlo methods has been shown to be a challenging problem, in part due to the complicated structure of the likelihood function consisting of several isolated local maxima that…
Motivated by change point problems in time series and the detection of textured objects in images, we consider the problem of detecting a piece of a Gaussian Markov random field hidden in white Gaussian noise. We derive minimax lower bounds…
We introduce a "loosely coherent" method for detection of continuous gravitational waves that bridges the gap between semi-coherent and purely coherent methods. Explicit control over accepted families of signals is used to increase…
We consider the problem of Bayesian inference for bi-variate data observed in time but with observation times which occur non-synchronously. In particular, this occurs in a wide variety of applications in finance, such as high-frequency…
We develop a method for reconstructing regulatory interconnection networks between variables evolving according to a linear dynamical system. The work is motivated by the problem of gene regulatory network inference, that is, finding causal…
We consider the problem of multivariate density deconvolution where the distribution of a random vector needs to be estimated from replicates contaminated with conditionally heteroscedastic measurement errors. We propose a conceptually…
Sampling from the posterior is a key technical problem in Bayesian statistics. Rigorous guarantees are difficult to obtain for Markov Chain Monte Carlo algorithms of common use. In this paper, we study an alternative class of algorithms…
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…
This paper addresses the problem of expressing a signal as a sum of frequency components (sinusoids) wherein each sinusoid may exhibit abrupt changes in its amplitude and/or phase. The Fourier transform of a narrow-band signal, with a…
The identification of parameters in mathematical models using noisy observations is a common task in uncertainty quantification. We employ the framework of Bayesian inversion: we combine monitoring and observational data with prior…
A hidden Markov model (HMM) solved recursively by the Viterbi algorithm can be configured to search for persistent, quasimonochromatic gravitational radiation from an isolated or accreting neutron star, whose rotational frequency is unknown…
Estimation and prediction in high dimensional multivariate factor stochastic volatility models is an important and active research area because such models allow a parsimonious representation of multivariate stochastic volatility. Bayesian…
Sinusoidal parameter estimation is a computationally-intensive task, which can pose problems for real-time implementations. In this paper, we propose a low-complexity iterative method for estimating sinusoidal parameters that is based on…
In this paper, we study the following model of hidden Markov chain: $Y_i=X_i+\epsilon_i$, $i=1,...,n+1$ with $(X_i)$ a real-valued stationary Markov chain and $(\epsilon_i)_{1\leq i\leq n+1}$ a noise having a known distribution and…
Estimating hidden processes from non-linear noisy observations is particularly difficult when the parameters of these processes are not known. This paper adopts a machine learning approach to devise variational Bayesian inference for such…
We investigate the class of quadratic detectors (i.e., the statistic is a bilinear function of the data) for the detection of poorly modeled gravitational transients of short duration. We point out that all such detection methods are…
Deriving Bayesian inference for exponential random graph models (ERGMs) is a challenging "doubly intractable" problem as the normalizing constants of the likelihood and posterior density are both intractable. Markov chain Monte Carlo (MCMC)…
Searches for persistent gravitational radiation from nonpulsating neutron stars in young supernova remnants (SNRs) are computationally challenging because of rapid stellar braking. We describe a practical, efficient, semi-coherent search…
Space-based gravitational wave (GW) detectors will be able to observe signals from sources that are otherwise nearly impossible from current ground-based detection. Consequently, the well established signal detection method, matched…
In this paper, a fast amplitude detection method for the single or three-phase unbalanced sinusoidal is reported. The proposed method is a method of the amplitude detection for a single phase or three phase unbalanced sinusoidal signal,…