Related papers: Sparse Bayesian Estimation of Parameters in Linear…

The estimation of unknown values of parameters (or hidden variables, control variables) that characterise a physical system often relies on the comparison of measured data with synthetic data produced by some numerical simulator of the…

We propose sparse regression as an alternative to neural networks for the discovery of parsimonious constitutive models (CMs) from oscillatory shear experiments. Symmetry and frame-invariance are strictly imposed by using tensor basis…

We consider the problem of learning a conditional Gaussian graphical model in the presence of latent variables. Building on recent advances in this field, we suggest a method that decomposes the parameters of a conditional Markov random…

Hidden Markov models (HMMs) are powerful tools for analysing time series data that depend on discrete underlying but unobserved states. As such, they have gained prominence across numerous empirical disciplines, in particular ecology,…

This paper presents the Poisson-randomized gamma dynamical system (PRGDS), a model for sequentially observed count tensors that encodes a strong inductive bias toward sparsity and burstiness. The PRGDS is based on a new motif in Bayesian…

A novel Gaussian mixture model (GMM) aided sparse Bayesian learning (SBL) framework is proposed for channel state information (CSI) estimation in orthogonal time-frequency space (OTFS) modulated systems. The key attribute of the proposed…

Choice models, which capture popular preferences over objects of interest, play a key role in making decisions whose eventual outcome is impacted by human choice behavior. In most scenarios, the choice model, which can effectively be viewed…

Sparse Bayesian Learning (SBL) models are extensively used in signal processing and machine learning for promoting sparsity through hierarchical priors. The hyperparameters in SBL models are crucial for the model's performance, but they are…

This paper addresses the statistical estimation of Gaussian Mixture Models (GMMs) with unknown diagonal covariances from independent and identically distributed samples. We employ the Beurling-LASSO (BLASSO), a convex optimization framework…

In this article, we introduce parallel-in-time methods for state and parameter estimation in general nonlinear non-Gaussian state-space models using the statistical linear regression and the iterated statistical posterior linearization…

Most estimates for penalised linear regression can be viewed as posterior modes for an appropriate choice of prior distribution. Bayesian shrinkage methods, particularly the horseshoe estimator, have recently attracted a great deal of…

Multi-state models are commonly used for intermittent observations of a state over time, but these are generally based on the Markov assumption, that transition rates are independent of the time spent in current and previous states. In a…

In sparse Bayesian learning (SBL), Gaussian scale mixtures (GSMs) have been used to model sparsity-inducing priors that realize a class of concave penalty functions for the regression task in real-valued signal models. Motivated by the…

Image super-resolution (SR) is one of the long-standing and active topics in image processing community. A large body of works for image super resolution formulate the problem with Bayesian modeling techniques and then obtain its…

The classical sparse parameter identification methods are usually based on the iterative basis selection such as greedy algorithms, or the numerical optimization of regularized cost functions such as LASSO and Bayesian posterior probability…

We examine an analytic variational inference scheme for the Gaussian Process State Space Model (GPSSM) - a probabilistic model for system identification and time-series modelling. Our approach performs variational inference over both the…

Implicit sampling is a weighted sampling method that is used in data assimilation, where one sequentially updates estimates of the state of a stochastic model based on a stream of noisy or incomplete data. Here we describe how to use…

Geographic Information Systems (GIS) and related technologies have generated substantial interest among statisticians with regard to scalable methodologies for analyzing large spatial datasets. A variety of scalable spatial process models…

Models of dynamical systems based on predictive state representations (PSRs) are defined strictly in terms of observable quantities, in contrast with traditional models (such as Hidden Markov Models) that use latent variables or statespace…

Gaussian Process State Space Models (GP-SSMs) are a non-parametric model class suitable to represent nonlinear dynamics. They become increasingly popular in data-driven modeling approaches, i.e. when no first-order physics-based models are…