Related papers: Maximum A Posteriori Direction-of-Arrival Estimati…

We consider a mixed analog-to-digital converter (ADC) based architecture for direction of arrival (DOA) estimation using a uniform linear array (ULA). We derive the Cram{\'e}r-Rao bound (CRB) of the DOA under the optimal time-varying…

A demanding challenge in Bayesian inversion is to efficiently characterize the posterior distribution. This task is problematic especially in high-dimensional non-Gaussian problems, where the structure of the posterior can be very chaotic…

As massive multiple-input multiple-output (MIMO) becomes popular, direction of arrival (DOA) measurement has been made a real renaissance due to the high-resolution achieved. Thus, there is no doubt about DOA estimation using massive MIMO.…

Markov random fields (MRFs) are a powerful tool for modelling statistical dependencies for a set of random variables using a graphical representation. An important computational problem related to MRFs, called maximum a posteriori (MAP)…

We consider the task of obtaining the maximum a posteriori estimate of discrete pairwise random fields with arbitrary unary potentials and semimetric pairwise potentials. For this problem, we propose an accurate hierarchical move making…

A matrix optimization problem over an uncertain linear system on finite horizon (abbreviated as MOPUL) is studied, in which the uncertain transition matrix is regarded as a decision variable. This problem is in general NP-hard. By using the…

The estimation of the covariance matrix is an initial step in many multivariate statistical methods such as principal components analysis and factor analysis, but in many practical applications the dimensionality of the sample space is…

Sum-product networks (SPNs) are a class of probabilistic graphical models that allow tractable marginal inference. However, the maximum a posteriori (MAP) inference in SPNs is NP-hard. We investigate MAP inference in SPNs from both…

For large model spaces, the potential entrapment of Markov chain Monte Carlo (MCMC) based methods with spike-and-slab priors poses significant challenges in posterior computation in regression models. On the other hand, maximum a posteriori…

Estimating a Gibbs density function given a sample is an important problem in computational statistics and statistical learning. Although the well established maximum likelihood method is commonly used, it requires the computation of the…

Computing the conditional mode of a distribution, better known as the $\mathit{maximum\ a\ posteriori}$ (MAP) assignment, is a fundamental task in probabilistic inference. However, MAP estimation is generally intractable, and remains hard…

Much effort has been directed at algorithms for obtaining the highest probability configuration in a probabilistic random field model known as the maximum a posteriori (MAP) inference problem. In many situations, one could benefit from…

Phase wrapping is a major problem in direction-of-arrival (DOA) estimation using phase-difference observations. For a sensor pair with an inter-sensor spacing greater than half of the wavelength ($\lambda/2$) of the signal, phase wrapping…

This paper considers a new method for the binary asteroid orbit determination problem. The method is based on the Bayesian approach with a global optimisation algorithm. The orbital parameters to be determined are modelled through an a…

We present a theoretical analysis of Maximum a Posteriori (MAP) sequence estimation for binary symmetric hidden Markov processes. We reduce the MAP estimation to the energy minimization of an appropriately defined Ising spin model, and…

This paper presents a novel partially distributed outer approximation algorithm, named PaDOA, for solving a class of structured mixed integer convex programming (MICP) problems to global optimality. The proposed scheme uses an iterative…

Emitter localization is widely applied in the military and civilian _elds. In this paper, we tackle the problem of position estimation for multiple stationary emitters using Doppler frequency shifts and angles by moving receivers. The…

The performance of principal component analysis (PCA) suffers badly in the presence of outliers. This paper proposes two novel approaches for robust PCA based on semidefinite programming. The first method, maximum mean absolute deviation…

To ensure the system stability of the $\bf{\mathcal{H}_{2}}$-guaranteed cost optimal decentralized control problem (ODC), an approximate semidefinite programming (SDP) problem is formulated based on the sparsity of the gain matrix of the…

We introduce an approximate search algorithm for fast maximum a posteriori probability estimation in probabilistic programs, which we call Bayesian ascent Monte Carlo (BaMC). Probabilistic programs represent probabilistic models with…