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Future wireless networks are envisioned to provide ubiquitous sensing services, which also gives rise to a substantial demand for high-dimensional non-convex parameter estimation, i.e., the associated likelihood function is non-convex and…

Signal Processing · Electrical Eng. & Systems 2023-10-10 Zhixiang Hu , An Liu , Minjian Zhao

Multiband fusion enhances WiFi sensing by jointly utilizing signals from multiple non-contiguous frequency bands. However, in the multi-band WiFi sensing signal model, there are many local optimums in the associated likelihood function due…

Signal Processing · Electrical Eng. & Systems 2023-10-10 Zhixiang Hu , An Liu , Yubo Wan , Tony Xiao Han , Minjian Zhao

The beam squint effect, which manifests in different steering matrices in different sub-bands, has been widely considered a challenge in millimeter wave (mmWave) multiinput multi-output (MIMO) channel estimation. Existing methods either…

Signal Processing · Electrical Eng. & Systems 2023-06-21 Le Xu , Lei Cheng , Ngai Wong , Yik-Chung Wu , H. Vincent Poor

Accurate channel parameter estimation is challenging for wideband millimeter-wave (mmWave) large-scale hybrid arrays, due to beam squint and much fewer radio frequency (RF) chains than antennas. This paper presents a novel joint delay and…

Information Theory · Computer Science 2021-02-23 Zhipeng Lin , Tiejun Lv , Wei Ni , J. Andrew Zhang , Jie Zeng , Ren Ping Liu

The advancement and scaling of quantum technology has made the learning and identification of quantum systems and devices in highly-multidimensional parameter spaces a pressing task for a variety of applications. In many cases, the…

Quantum Physics · Physics 2026-04-20 Federico Belliardo , Erik M. Gauger , Tim H. Taminiau , Yoann Altmann , Cristian Bonato

Stochastic differential equation mixed-effects models (SDEMEMs) are flexible hierarchical models that are able to account for random variability inherent in the underlying time-dynamics, as well as the variability between experimental units…

Computation · Statistics 2021-01-22 Samuel Wiqvist , Andrew Golightly , Ashleigh T. McLean , Umberto Picchini

Model parameter inference is a universal problem across science. This challenge is particularly pronounced in developmental biology, where faithful mechanistic descriptions require spatial-stochastic models with numerous parameters, yet…

Biological Physics · Physics 2024-07-16 Michael A. Ramirez-Sierra , Thomas R. Sokolowski

Stochastic differential equations (SDEs) provide a natural framework for modelling intrinsic stochasticity inherent in many continuous-time physical processes. When such processes are observed in multiple individuals or experimental units,…

Computation · Statistics 2016-05-19 Gavin A. Whitaker , Andrew Golightly , Richard J. Boys , Chris Sherlock

The time of arrival (TOA)-based localization techniques, which need to estimate the delay of the line-of-sight (LoS) path, have been widely employed in location-aware networks. To achieve a high-accuracy delay estimation, a number of…

Signal Processing · Electrical Eng. & Systems 2022-06-22 Yubo Wan , An Liu , Qiyu Hu , Mianyi Zhang , Yunlong Cai

In this paper, we address the fundamental problem of line spectral estimation in a Bayesian framework. We target model order and parameter estimation via variational inference in a probabilistic model in which the frequencies are…

Information Theory · Computer Science 2017-04-05 Mihai-Alin Badiu , Thomas Lundgaard Hansen , Bernard Henri Fleury

Few Bayesian methods for analyzing high-dimensional sparse survival data provide scalable variable selection, effect estimation and uncertainty quantification. Such methods often either sacrifice uncertainty quantification by computing…

Methodology · Statistics 2022-07-06 Michael Komodromos , Eric Aboagye , Marina Evangelou , Sarah Filippi , Kolyan Ray

In this paper, we investigate a multi-target sensing system in multipath environment, where inter-target scattering gives rise to first-order reflected paths whose angles of departure (AoDs) and angles of arrival (AoAs) coincide with the…

Signal Processing · Electrical Eng. & Systems 2025-11-19 Xiang Chen , Ming-Min Zhao , An Liu , Min Li , Qingjiang Shi , Min-Jian Zhao

We investigate the problem of recovering a structured sparse signal from a linear observation model with an uncertain dynamic grid in the sensing matrix. The state-of-the-art expectation maximization based compressed sensing (EM-CS)…

Signal Processing · Electrical Eng. & Systems 2024-07-25 An Liu , Yufan Zhou , Wenkang Xu

Parameter inference is a fundamental problem in data-driven modeling. Given observed data that is believed to be a realization of some parameterized model, the aim is to find parameter values that are able to explain the observed data. In…

Data Structures and Algorithms · Computer Science 2016-04-20 Carlo Albert , Simone Ulzega , Ruedi Stoop

Stochastic differential equations (SDEs) are established tools to model physical phenomena whose dynamics are affected by random noise. By estimating parameters of an SDE intrinsic randomness of a system around its drift can be identified…

Computation · Statistics 2012-05-03 Umberto Picchini , Susanne Ditlevsen

This paper proposes a novel low-rank approximation to the multivariate State-Space Model. The Stochastic Partial Differential Equation (SPDE) approach is applied component-wise to the independent-in-time Mat\'ern Gaussian innovation term in…

Variational inference algorithms have proven successful for Bayesian analysis in large data settings, with recent advances using stochastic variational inference (SVI). However, such methods have largely been studied in independent or…

Machine Learning · Statistics 2014-11-07 Nicholas J. Foti , Jason Xu , Dillon Laird , Emily B. Fox

The fundamental multidimensional line spectral estimation problem is addressed utilizing the Bayesian methods. Motivated by the recently proposed variational line spectral estimation (VALSE) algorithm, multidimensional VALSE (MDVALSE) is…

Information Theory · Computer Science 2020-07-15 Qi Zhang , Jiang Zhu , Ning Zhang , Zhiwei Xu

An ordinary differential equation (ODE) model, whose regression curves are a set of solution curves for some ODEs, poses a challenge in parameter estimation. The challenge, due to the frequent absence of analytic solutions and the…

Computation · Statistics 2021-08-11 Hyunjoo Yang , Jaeyong Lee

Parameter inference for stochastic differential equation mixed effects models (SDEMEMs) is a challenging problem. Analytical solutions for these models are rarely available, which means that the likelihood is also intractable. In this case,…

Computation · Statistics 2019-09-30 Imke Botha , Robert Kohn , Christopher Drovandi
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