Related papers: A Statistical Framework and Analysis for Perfect R…
Although measuring the deterministic waveform of a weak classical force is a well-studied problem, estimating a random waveform, such as the spectral density of a stochastic signal field, is much less well-understood despite it being a…
Frequency agile radar (FAR) is known to have excellent electronic counter-countermeasures (ECCM) performance and the potential to realize spectrum sharing in dense electromagnetic environments. Many compressed sensing (CS) based algorithms…
In the present paper we develop a Bayesian analysis of radar target detection that uses the parameters of conventional radar analysis to provide a valid prediction of target presence or absence when received signals cross or fail to cross…
This paper is concerned with the study of constrained statistical learning problems, the unconstrained version of which are at the core of virtually all of modern information processing. Accounting for constraints, however, is paramount to…
We consider the statistical inverse problem of estimating a background flow field (e.g., of air or water) from the partial and noisy observation of a passive scalar (e.g., the concentration of a solute), a common experimental approach to…
We consider the problem of estimating the uncertainty in statistical inverse problems using Bayesian inference. When the probability density of the noise and the prior are Gaussian, the solution of such a statistical inverse problem is also…
Compressed sensing deals with efficient recovery of analog signals from linear encodings. This paper presents a statistical study of compressed sensing by modeling the input signal as an i.i.d. process with known distribution. Three classes…
Spectral analysis plays a crucial role in high-dimensional statistics, where determining the asymptotic distribution of various spectral statistics remains a challenging task. Due to the difficulties of deriving the analytic form, recent…
Mathematical models of real life phenomena are highly nonlinear involving multiple parameters and often exhibiting complex dynamics. Experimental data sets are typically small and noisy, rendering estimation of parameters from such data…
The detection and parameter estimation of moving targets is one of the most important tasks in radar. Arrays of randomly distributed antennas have been popular for this purpose for about half a century. Yet, surprisingly little rigorous…
There is currently a gap in theory for point patterns that lie on the surface of objects, with researchers focusing on patterns that lie in a Euclidean space, typically planar and spatial data. Methodology for planar and spatial data thus…
Clustering is widely studied in statistics and machine learning, with applications in a variety of fields. As opposed to classical algorithms which return a single clustering solution, Bayesian nonparametric models provide a posterior over…
We consider the utilization of a computational model to guide the optimal acquisition of experimental data to inform the stochastic description of model input parameters. Our formulation is based on the recently developed consistent…
In compressed sensing one measures sparse signals directly in a compressed form via a linear transform and then reconstructs the original signal. However, it is often the case that the linear transform itself is known only approximately, a…
This study presents a nonlinear signal processing method for accurate radar-based heartbeat interval estimation by exploiting the periodicity of higher-order harmonics inherent in heartbeat signals. Unlike conventional approaches that…
We consider infinite-dimensional Bayesian linear inverse problems governed by time-dependent partial differential equations (PDEs) and develop a mathematical and computational framework for optimal design of mobile sensor paths in this…
There are many practical difficulties in the calibration of computer models to experimental data. One such complication is the fact that certain combinations of the calibration inputs can cause the code to output data lacking fundamental…
In this paper, we present a comprehensive analysis of the posterior covariance field in Gaussian processes, with applications to the posterior covariance matrix. The analysis is based on the Gaussian prior covariance but the approach also…
Tracking on the rotation group is a key component of many modern systems for estimation of the motion of rigid bodies. To address this problem, here we describe a Bayesian algorithm that relies on directional measurements for tracking on…
Compressed sensing is designed to measure sparse signals directly in a compressed form. However, most signals of interest are only "approximately sparse", i.e. even though the signal contains only a small fraction of relevant (large)…