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This paper proposes a parallel-in-time method for computing continuous-time maximum-a-posteriori (MAP) trajectory estimates of the states of partially observed stochastic differential equations (SDEs), with the goal of improving…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-12-16 Hassan Razavi , Ángel F. García-Fernández , Simo Särkkä

Gaussian graphical model is one of the powerful tools to analyze conditional independence between two variables for multivariate Gaussian-distributed observations. When the dimension of data is moderate or high, penalized likelihood methods…

Methodology · Statistics 2025-01-24 Takahiro Onizuka , Shintaro Hashimoto

The Bayesian solution to a statistical inverse problem can be summarised by a mode of the posterior distribution, i.e. a MAP estimator. The MAP estimator essentially coincides with the (regularised) variational solution to the inverse…

Statistics Theory · Mathematics 2022-01-10 Birzhan Ayanbayev , Ilja Klebanov , Han Cheng Lie , T. J. Sullivan

We consider a Bayesian framework for estimating a high-dimensional sparse precision matrix, in which adaptive shrinkage and sparsity are induced by a mixture of Laplace priors. Besides discussing our formulation from the Bayesian…

Machine Learning · Statistics 2018-05-22 Lingrui Gan , Naveen N. Narisetty , Feng Liang

The application of current generation computing machines in safety-centric applications like implantable biomedical chips and automobile safety has immensely increased the need for reviewing the worst-case error behavior of computing…

Information Theory · Computer Science 2021-08-23 Karthikeyan Lingasubramanian , Syed M. Alam , Sanjukta Bhanja

In this paper, we consider the maximum a posteriori (MAP) estimation for the multiple measurement vectors (MMV) problem with application to direction-of-arrival (DOA) estimation, which is classically formulated as a regularized…

Signal Processing · Electrical Eng. & Systems 2024-10-21 Tianyi Liu , Frederic Matter , Alexander Sorg , Marc E. Pfetsch , Martin Haardt , Marius Pesavento

We study linear models under heavy-tailed priors from a probabilistic viewpoint. Instead of computing a single sparse most probable (MAP) solution as in standard deterministic approaches, the focus in the Bayesian compressed sensing…

Computer Vision and Pattern Recognition · Computer Science 2014-03-05 George Papandreou , Alan Yuille

We consider the problem of maximum a posteriori (MAP) inference in discrete graphical models. We present a parallel MAP inference algorithm called Bethe-ADMM based on two ideas: tree-decomposition of the graph and the alternating direction…

Artificial Intelligence · Computer Science 2013-09-27 Qiang Fu , Huahua Wang , Arindam Banerjee

Mixture models are a natural choice in many applications, but it can be difficult to place an a priori upper bound on the number of components. To circumvent this, investigators are turning increasingly to Dirichlet process mixture models…

Statistics Theory · Mathematics 2018-06-22 Łukasz Rajkowski

Maximum A posteriori Probability (MAP) inference in graphical models amounts to solving a graph-structured combinatorial optimization problem. Popular inference algorithms such as belief propagation (BP) and generalized belief propagation…

Machine Learning · Statistics 2017-09-20 Murat A. Erdogdu , Yash Deshpande , Andrea Montanari

The performance of Maximum a posteriori (MAP) estimation is studied analytically for binary symmetric multi-channel Hidden Markov processes. We reduce the estimation problem to a 1D Ising spin model and define order parameters that…

Statistical Mechanics · Physics 2015-06-11 Avik Halder , Ansuman Adhikary

This paper is concerned with the problem of exact MAP inference in general higher-order graphical models by means of a traditional linear programming relaxation approach. In fact, the proof that we have developed in this paper is a rather…

Optimization and Control · Mathematics 2026-03-23 Ikhlef Bechar

We develop and analyze methods for computing provably optimal {\em maximum a posteriori} (MAP) configurations for a subclass of Markov random fields defined on graphs with cycles. By decomposing the original distribution into a convex…

Information Theory · Computer Science 2007-07-13 Martin J. Wainwright , Tommi S. Jaakkola , Alan S. Willsky

Classic Bayesian methods with complex models are frequently infeasible due to an intractable likelihood. Simulation-based inference methods, such as Approximate Bayesian Computing (ABC), calculate posteriors without accessing a likelihood…

Computation · Statistics 2026-01-09 Elliot Maceda , Emily C. Hector , Amanda Lenzi , Brian J. Reich

Dual decomposition provides a tractable framework for designing algorithms for finding the most probable (MAP) configuration in graphical models. However, for many real-world inference problems, the typical decomposition has a large…

Data Structures and Algorithms · Computer Science 2012-10-19 David Sontag , Do Kook Choe , Yitao Li

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…

Artificial Intelligence · Computer Science 2012-10-19 Dhruv Batra

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…

Artificial Intelligence · Computer Science 2015-04-28 David Tolpin , Frank Wood

Constraints are a natural choice for prior information in Bayesian inference. In various applications, the parameters of interest lie on the boundary of the constraint set. In this paper, we use a method that implicitly defines a…

Statistics Theory · Mathematics 2022-09-27 Jasper Marijn Everink , Yiqiu Dong , Martin Skovgaard Andersen

This paper considers maximum-a-posteriori (MAP) and linear discriminant based MAP detectors to detect changes in the mean and covariance of a stochastic input, driving specific network nodes, using noisy measurements from sensors…

Optimization and Control · Mathematics 2020-11-10 Rajasekhar Anguluri , Vaibhav Katewa , Sandip Roy , Fabio Pasqualetti

Channel and frequency offset estimation is a classic topic with a large body of prior work using mainly maximum likelihood (ML) approach together with Cram\'er-Rao Lower bounds (CRLB) analysis. We provide the maximum a posteriori (MAP)…

Signal Processing · Electrical Eng. & Systems 2019-05-13 Mingda Zhou , Zhe Feng , Xinming Huang , Youjian , Liu