Related papers: Multi-model Stochastic Particle-based Variational …

In this paper, the line spectral estimation (LSE) problem with multiple measurement vectors (MMVs) is studied utilizing the Bayesian methods. Motivated by the recently proposed variational line spectral estimation (VALSE) method, we develop…

A novel Gaussian mixture model (GMM) aided sparse Bayesian learning (SBL) framework is proposed for channel state information (CSI) estimation in orthogonal time-frequency space (OTFS) modulated systems. The key attribute of the proposed…

Physical models with uncertain inputs are commonly represented as parametric partial differential equations (PDEs). That is, PDEs with inputs that are expressed as functions of parameters with an associated probability distribution.…

Stochastic differential equations (SDEs) provide a flexible framework for modeling temporal dynamics in partially observed systems. A central task is to calibrate such models from data, which requires inferring latent trajectories and…

We consider Bayesian variable selection for binary outcomes under a probit link with a spike-and-slab prior on the regression coefficients. Motivated by the computational challenges encountered by Markov chain Monte Carlo (MCMC) samplers in…

Simulation-Based Inference (SBI) is a promising Bayesian inference framework that alleviates the need for analytic likelihoods to estimate posterior distributions. Recent advances using neural density estimators in SBI algorithms have…

This article addresses the problem of efficient Bayesian inference in dynamic systems using particle methods and makes a number of contributions. First, we develop a correlated pseudo-marginal (CPM) approach for Bayesian inference in state…

In wideband millimeter wave (mmWave) massive multiple-input multiple-output (MIMO) systems, channel estimation is challenging due to the hybrid analog-digital architecture, which compresses the received pilot signal and makes channel…

Speculative decoding emerges as a pivotal technique for enhancing the inference speed of Large Language Models (LLMs). Despite recent research aiming to improve prediction efficiency, multi-sample speculative decoding has been overlooked…

Stochastic Differential Equations (SDEs) serve as a powerful modeling tool in various scientific domains, including systems science, engineering, and ecological science. While the specific form of SDEs is typically known for a given…

How to efficiently identify multiple-input multiple-output (MIMO) linear parameter-varying (LPV) discrete-time state-space (SS) models with affine dependence on the scheduling variable still remains an open question, as identification…

We propose a scalable variational Bayes method for statistical inference for a single or low-dimensional subset of the coordinates of a high-dimensional parameter in sparse linear regression. Our approach relies on assigning a mean-field…

As one of the most popular classifiers, linear SVMs still have challenges in dealing with very large-scale problems, even though linear or sub-linear algorithms have been developed recently on single machines. Parallel computing methods…

Sample-based Bayesian inference provides a route to uncertainty quantification in the geosciences, and inverse problems in general, though is very computationally demanding in the naive form that requires simulating an accurate computer…

Models defined by stochastic differential equations (SDEs) allow for the representation of random variability in dynamical systems. The relevance of this class of models is growing in many applied research areas and is already a standard…

Accurate beam prediction is essential for mitigating signalling overhead and latency in integrated sensing and communication-enabled massive multi-input multi-output systems. With the aid of multimodal learning, the prediction accuracy can…

In engineering, accurately modeling nonlinear dynamic systems from data contaminated by noise is both essential and complex. Established Sequential Monte Carlo (SMC) methods, used for the Bayesian identification of these systems, facilitate…

Stochastic Partial Differential Equations (SPDEs) driven by random noise play a central role in modeling physical processes with rough spatio-temporal dynamics, such as turbulence flows, superconductors, and quantum dynamics. Although…

Delay embedding is a commonly employed technique in a wide range of data-driven model reduction methods for dynamical systems, including the Dynamic mode decomposition (DMD), the Hankel alternative view of the Koopman decomposition (HAVOK),…

Stochastic reduced models are an important tool in climate systems whose many spatial and temporal scales cannot be fully discretized or underlying physics may not be fully accounted for. One form of reduced model, the linear inverse model…