Related papers: Mini-Batch Gradient-Based MCMC for Decentralized M…
Markov chain Monte Carlo (MCMC) methods are sampling methods that have become a commonly used tool in statistics, for example to perform Monte Carlo integration. As a consequence of the increase in computational power, many variations of…
We propose a Markov Chain Monte Carlo (MCMC) algorithm based on Gibbs sampling with parallel tempering to solve nonlinear optimal control problems. The algorithm is applicable to nonlinear systems with dynamics that can be approximately…
The problem of detecting a sinusoidal signal with randomly varying frequency has a long history. It is one of the core problems in signal processing, arising in many applications including, for example, underwater acoustic frequency line…
Massive multiple-input multiple-output (MIMO) is a key technology for emerging next-generation wireless systems. Utilizing large antenna arrays at base-stations, massive MIMO enables substantial spatial multiplexing gains by simultaneously…
Leaving posterior sensitivity concerns aside, non-identifiability of the parameters does not raise a difficulty for Bayesian inference as far as the posterior is proper, but multi-modality or flat regions of the posterior induced by the…
Millimeter-Wave Massive MIMO is important for beyond 5G or 6G wireless communication networks. The goal of this paper is to establish successful communication between the cellular base stations and devices, focusing on the problem of joint…
In this article we consider computing expectations w.r.t.~probability laws associated to a certain class of stochastic systems. In order to achieve such a task, one must not only resort to numerical approximation of the expectation, but…
In this contribution, we consider the problem of the blind separation of noisy instantaneously mixed images. The images are modelized by hidden Markov fields with unknown parameters. Given the observed images, we give a Bayesian formulation…
The precise programming of crossbar arrays of unit-cells is crucial for obtaining high matrix-vector-multiplication (MVM) accuracy in analog in-memory computing (AIMC) cores. We propose a radically different approach based on directly…
Random sampling of graph partitions under constraints has become a popular tool for evaluating legislative redistricting plans. Analysts detect partisan gerrymandering by comparing a proposed redistricting plan with an ensemble of sampled…
Today, cheap numerical hardware offers huge amounts of parallel computing power, much of which is used for the task of fitting neural networks to data. Adoption of this hardware to accelerate statistical Markov chain Monte Carlo (MCMC)…
The performance of sequential Monte Carlo (SMC) samplers heavily depends on the tuning of the Markov kernels used in the path proposal. For SMC samplers with unadjusted Markov kernels, standard tuning objectives, such as the…
Markov chain Monte Carlo (MCMC) sampling of densities restricted to linearly constrained domains is an important task arising in Bayesian treatment of inverse problems in the natural sciences. While efficient algorithms for uniform polytope…
We introduce Markov chain Monte Carlo (MCMC) algorithms based on numerical approximations of piecewise-deterministic Markov processes obtained with the framework of splitting schemes. We present unadjusted as well as adjusted algorithms,…
A novel computationally efficient Markov chain Monte Carlo (MCMC) scheme for latent Gaussian models (LGMs) is proposed in this paper. The sampling scheme is a two block Gibbs sampling scheme designed to exploit the model structure of LGMs.…
Millimeter wave (mmWave) multi-user massive multi-input multi-output (MIMO) is a promising technique for the next generation communication systems. However, the hardware cost and power consumption grow significantly as the number of radio…
Target detection is an important problem in multiple-input multiple-output (MIMO) radar. Many existing target detection algorithms were proposed without taking into consideration the quantization error caused by analog-to-digital converters…
We present a Markov chain Monte Carlo scheme based on merges and splits of groups that is capable of efficiently sampling from the posterior distribution of network partitions, defined according to the stochastic block model (SBM). We…
Markov chain Monte Carlo (MCMC) is a sampling-based method for estimating features of probability distributions. MCMC methods produce a serially correlated, yet representative, sample from the desired distribution. As such it can be…
Multiple-antenna systems is a key technique to serve multiple users in future wireless systems. For low energy consumption and hardware complexity we first consider transmit symbols with constant magnitude and then 1-bit digital-to-analog…