Related papers: Bayesian wavelet shrinkage for low SNR data based …
We report the results of an in-depth analysis of the parameter estimation capabilities of BayesWave, an algorithm for the reconstruction of gravitational-wave signals without reference to a specific signal model. Using binary black hole…
I discuss approaches to optimally remove noise from images. A generalization of Wiener filtering to Non-Gaussian distributions and wavelets is described, as well as an approach to measure the errors in the reconstructed images. We argue…
This paper presents a novel Bayesian strategy for the estimation of smooth signals corrupted by Gaussian noise. The method assumes a smooth evolution of a succession of continuous signals that can have a numerical or an analytical…
In this work we show a Bayesian quantile regression method to response variables with mixed discrete-continuous distribution with a point mass at zero, where these observations are believed to be left censored or true zeros. We combine the…
We propose a new prediction method for multivariate linear regression problems where the number of features is less than the sample size but the number of outcomes is extremely large. Many popular procedures, such as penalized regression…
Discrete mixture models are one of the most successful approaches for density estimation. Under a Bayesian nonparametric framework, Dirichlet process location-scale mixture of Gaussian kernels is the golden standard, both having nice…
The state-of-the-art methods for estimating high-dimensional covariance matrices all shrink the eigenvalues of the sample covariance matrix towards a data-insensitive shrinkage target. The underlying shrinkage transformation is either…
In this paper, we address the fusion problem in wireless sensor networks, where the cross-correlation between the estimates is unknown. To solve the problem within the Bayesian framework, we assume that the covariance matrix has a prior…
Signal-to-noise ratio (SNR) estimation is an important parameter that is required in any receiver or communication systems. It can be computed either by a pilot signal data-aided approach in which the transmitted signal would be known to…
This paper presents a novel Bayesian approach for hyperspectral image unmixing. The observed pixels are modeled by a linear combination of material signatures weighted by their corresponding abundances. A spike-and-slab abundance prior is…
A very important property of a statistical distribution is to know whether it obeys Gaussian statistics or not. On the one hand, it is of paramount importance in the context of CMB anisotropy studies, since deviations from a Gaussian…
In this paper, we propose a scalable Bayesian method for sparse covariance matrix estimation by incorporating a continuous shrinkage prior with a screening procedure. In the first step of the procedure, the off-diagonal elements with small…
We present a Bayesian framework for joint and coherent analyses of multimessenger binary neutron star signals. The method, implemented in our bajes infrastructure, incorporates a joint likelihood for multiple datasets, support for various…
We study the performances of an adaptive procedure based on a convex combination, with data-driven weights, of term-by-term thresholded wavelet estimators. For the bounded regression model, with random uniform design, and the nonparametric…
Signal denoising---also known as non-parametric regression---is often performed through shrinkage estimation in a transformed (e.g., wavelet) domain; shrinkage in the transformed domain corresponds to smoothing in the original domain. A key…
In many applications there is interest in estimating the relation between a predictor and an outcome when the relation is known to be monotone or otherwise constrained due to the physical processes involved. We consider one such…
For given computational resources, the accuracy of plasma simulations using particles is mainly held back by the noise due to limited statistical sampling in the reconstruction of the particle distribution function. A method based on…
We propose Stein-type estimators for zero-inflated Bell regression models by incorporating information on model parameters. These estimators combine the advantages of unrestricted and restricted estimators. We derive the asymptotic…
Non-Gaussian impulsive noise (IN) with memory exists in many practical applications. When it is mixed with white Gaussian noise (WGN), the resultant mixed noise will be bursty. The performance of communication systems will degrade…
We study frequentist asymptotic properties of Bayesian procedures for high-dimensional Gaussian sparse regression when unknown nuisance parameters are involved. Nuisance parameters can be finite-, high-, or infinite-dimensional. A mixture…