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This paper presents a novel sparse signal detection scheme designed for a correlated Markovian Bernoulli-Gaussian sparse signal model, which can equivalently be viewed as a block sparse signal model. Despite the inherent complexity of the…
Proximal Markov Chain Monte Carlo is a novel construct that lies at the intersection of Bayesian computation and convex optimization, which helped popularize the use of nondifferentiable priors in Bayesian statistics. Existing formulations…
This article presents an approach to Bayesian semiparametric inference for Gaussian multivariate response regression. We are motivated by various small and medium dimensional problems from the physical and social sciences. The statistical…
The quantification of myocardial perfusion MRI has the potential to provide a fast, automated and user-independent assessment of myocardial ischaemia. However, due to the relatively high noise level and low temporal resolution of the…
Radio frequency sources are observed at a fusion center via sensor measurements made over slow flat-fading channels. The number of sources may be larger than the number of sensors, but their activity is sparse and intermittent with bursty…
We demonstrate the use of automatic Bayesian inference for the analysis of LISA data sets. In particular we describe a new automatic Reversible Jump Markov Chain Monte Carlo method to evaluate the posterior probability density functions of…
We consider the wave equation with highly oscillatory initial data, where there is uncertainty in the wave speed, initial phase and/or initial amplitude. To estimate quantities of interest related to the solution and their statistics, we…
This paper presents a new Bayesian model and algorithm used for depth and intensity profiling using full waveforms from the time-correlated single photon counting (TCSPC) measurement in the limit of very low photon counts. The model…
A heuristic procedure based on novel recursive formulation of sinusoid (RFS) and on regression with predictive least-squares (LS) enables to decompose both uniformly and nonuniformly sampled 1-d signals into a sparse set of sinusoids (SSS).…
In machine learning and statistics, probabilistic inference involving multimodal distributions is quite difficult. This is especially true in high dimensional problems, where most existing algorithms cannot easily move from one mode to…
We present a novel approach for the search of dark matter in the DarkSide-50 experiment, relying on Bayesian Networks. This method incorporates the detector response model into the likelihood function, explicitly maintaining the connection…
We address the issue of finding an optimal detection method for a discontinuous or intermittent gravitational wave stochastic background. Such a signal might sound something like popcorn popping. We derive an appropriate version of the…
The phenomenon of sequential vibrational resonance existed in a multistable system that is excited by both high- and low-frequency signals is reported. By the method of direct separation of motions, the theoretical investigation on…
High-precision measurements benefit from lock-in detection of small signals. Here we discuss the extension of lock-in detection to many channels, using mutually orthogonal modulation waveforms, and show how the the choice of waveforms…
The problem of compressive detection of random subspace signals is studied. We consider signals modeled as $\mathbf{s} = \mathbf{H} \mathbf{x}$ where $\mathbf{H}$ is an $N \times K$ matrix with $K \le N$ and $\mathbf{x} \sim…
This paper presents an improved implicit sampling method for hierarchical Bayesian inverse problems. A widely used approach for sampling posterior distribution is based on Markov chain Monte Carlo (MCMC). However, the samples generated by…
Reverberation chambers (RCs) were recently reported as a low-cost alternative to anechoic chambers (ACs) to perform radar cross-section (RCS) pattern measurements. The method consists of using transmitting and receiving antennas pointing…
Probabilistic (or Bayesian) modeling and learning offers interesting possibilities for systematic representation of uncertainty using probability theory. However, probabilistic learning often leads to computationally challenging problems.…
This paper proposes a Sequential Monte Carlo approach for the Bayesian estimation of mixed causal and noncausal models. Unlike previous Bayesian estimation methods developed for these models, Sequential Monte Carlo offers extensive…
The problem of known signal detection in Additive White Gaussian Noise is considered. In previous work, a new detection scheme was introduced by the authors, and it was demonstrated that optimum performance cannot be reached in a real…