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The Gaussian process latent variable model (GP-LVM) provides a flexible approach for non-linear dimensionality reduction that has been widely applied. However, the current approach for training GP-LVMs is based on maximum likelihood, where…

Machine Learning · Statistics 2014-09-09 Andreas C. Damianou , Michalis K. Titsias , Neil D. Lawrence

A previous paper [2] showed how to generate a linear discriminant network (LDN) that computes likely faults for a noisy fault detection problem by using a modification of the perceptron learning algorithm called the pocket algorithm. Here…

Artificial Intelligence · Computer Science 2013-04-10 Stephen I. Gallant

Flexible and accurate noise characterization is crucial for the precise estimation of gravitational-wave parameters. We introduce a Bayesian method for estimating the power spectral density (PSD) of long, stationary time series, explicitly…

General Relativity and Quantum Cosmology · Physics 2026-03-26 Nazeela Aimen , Patricio Maturana-Russel , Avi Vajpeyi , Nelson Christensen , Renate Meyer

In this paper, we propose a new method of Bayesian measurement for spectral deconvolution, which regresses spectral data into the sum of unimodal basis function such as Gaussian or Lorentzian functions. Bayesian measurement is a framework…

Signal Processing · Electrical Eng. & Systems 2019-05-01 Kenji Nagata , Yoh-ichi Mototake , Rei Muraoka , Takehiko Sasaki , Masato Okada

In this paper, a general framework is formalised to characterise the value of information (VoI) in hidden Markov models. Specifically, the VoI is defined as the mutual information between the current, unobserved status at the source and a…

Information Theory · Computer Science 2022-02-15 Zijing Wang , Mihai-Alin Badiu , Justin P. Coon

Variable clustering is important for explanatory analysis. However, only few dedicated methods for variable clustering with the Gaussian graphical model have been proposed. Even more severe, small insignificant partial correlations due to…

Applications · Statistics 2018-06-18 Daniel Andrade , Akiko Takeda , Kenji Fukumizu

This paper addresses the problem of real-time monitoring of long-term voltage instability (LTVI) by using local field measurements. Existing local measurement-based methods use Thevenin equivalent parameter estimation that is sensitive to…

Systems and Control · Electrical Eng. & Systems 2022-03-25 Kishan Prudhvi Guddanti , Amarsagar Matavalam , Yang Weng

In this paper, we address the classical problem of maximum-likelihood (ML) detection of data in the presence of random phase noise. We consider a system, where the random phase noise affecting the received signal is first compensated by a…

Information Theory · Computer Science 2016-11-15 Rajet Krishnan , M. Reza Khanzadi , Thomas Eriksson , Tommy Svensson

Using the linear Gaussian latent variable model as a starting point we relax some of the constraints it imposes by deriving a nonparametric latent feature Gaussian variable model. This model introduces additional discrete latent variables…

Machine Learning · Statistics 2019-05-28 Adam Farooq , Yordan P. Raykov , Luc Evers , Max A. Little

Likelihood functions evaluated using particle filters are typically noisy, computationally expensive, and non-differentiable due to Monte Carlo variability. These characteristics make conventional optimization methods difficult to apply…

Methodology · Statistics 2026-01-13 Genshiro Kitagawa

The usual procedure for estimating the significance of a peak in a power spectrum is to calculate the probability of obtaining that value or a larger value by chance (known as the "p-value"), on the assumption that the time series contains…

High Energy Astrophysical Phenomena · Physics 2009-11-13 P. A. Sturrock , J. D. Scargle

The multi-dithering method has been well verified in phase locking of polarization coherent combination experiment. However, it is hard to apply to low repetition frequency pulsed lasers, since there exists an overlap frequency domain…

Signal Processing · Electrical Eng. & Systems 2022-03-10 Jiali Zhang , Jie Cao , Qun Hao , Yang Cheng , Liquan Dong , Bin Han , Xuesheng Liu

Accurate phase connectivity information is essential for advanced monitoring and control applications in power distribution systems. The existing data-driven approaches for phase identification lack precise physical interpretation and…

Systems and Control · Computer Science 2019-08-23 Wenyu Wang , Nanpeng Yu

Real engineering and scientific applications often involve one or more qualitative inputs. Standard Gaussian processes (GPs), however, cannot directly accommodate qualitative inputs. The recently introduced latent variable Gaussian process…

Machine Learning · Statistics 2023-03-21 Suraj Yerramilli , Akshay Iyer , Wei Chen , Daniel W. Apley

In many areas of imaging science, it is difficult to measure the phase of linear measurements. As such, one often wishes to reconstruct a signal from intensity measurements, that is, perform phase retrieval. In several applications the…

Information Theory · Computer Science 2015-06-16 Afonso S. Bandeira , Dustin G. Mixon

A variational approach to reconstruction of phase and amplitude of a complex-valued object from Poissonian intensity observations is developed. The observation model corresponds to the typical optical setups with a phase modulation of…

Numerical Analysis · Computer Science 2017-09-06 Vladimir Katkovnik

With our ability to record more neurons simultaneously, making sense of these data is a challenge. Functional connectivity is one popular way to study the relationship between multiple neural signals. Correlation-based methods are a set of…

Neurons and Cognition · Quantitative Biology 2017-06-09 Tiger W. Lin , Anup Das , Giri P. Krishnan , Maxim Bazhenov , Terrence J. Sejnowski

Phase synchrony information plays a crucial role in analyzing functional brain connectivity and identifying brain activities. A widely adopted feature extraction pipeline, composed of preprocessing, selection of EEG acquisition channels,…

Signal Processing · Electrical Eng. & Systems 2023-10-12 Xu Niu , Na Lu , Huan Luo , Ruofan Yan

This paper addresses the passive detection of a common rank-one subspace signal received in two multi-sensor arrays. We consider the case of a one-antenna transmitter sending a common Gaussian signal, independent Gaussian noises with…

Signal Processing · Electrical Eng. & Systems 2024-02-13 David Ramírez , Ignacio Santamaria , Louis L. Scharf

One unique feature of nonlinear dynamical systems is the existence of superharmonic and subharmonic resonances in addition to primary resonances. In this study, an effective vibration testing methodology is introduced for the experimental…

Systems and Control · Electrical Eng. & Systems 2024-01-03 Tong Zhou , Gaetan Kerschen