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Nonstationary time series data exist in various scientific disciplines, including environmental science, biology, signal processing, econometrics, among others. Many Bayesian models have been developed to handle nonstationary time series.…

Methodology · Statistics 2022-06-27 Yuelei Sui , Scott H. Holan , Wen-Hsi Yang

We present the Mixed Likelihood Gaussian process latent variable model (GP-LVM), capable of modeling data with attributes of different types. The standard formulation of GP-LVM assumes that each observation is drawn from a Gaussian…

Machine Learning · Computer Science 2018-11-20 Samuel Murray , Hedvig Kjellström

Many real world problems exhibit patterns that have periodic behavior. For example, in astrophysics, periodic variable stars play a pivotal role in understanding our universe. An important step when analyzing data from such processes is the…

Machine Learning · Computer Science 2012-08-20 Yuyang Wang , Roni Khardon , Pavlos Protopapas

Sequential Bayesian Filtering aims to estimate the current state distribution of a Hidden Markov Model, given the past observations. The problem is well-known to be intractable for most application domains, except in notable cases such as…

Machine Learning · Statistics 2024-02-16 Théophile Cantelobre , Carlo Ciliberto , Benjamin Guedj , Alessandro Rudi

Bayesian estimation approaches, which are capable of combining the information of experimental data from different likelihood functions to achieve high precisions, have been widely used in phase estimation via introducing a controllable…

Quantum Physics · Physics 2021-07-02 Yuxiang Qiu , Min Zhuang , Jiahao Huang , Chaohong Lee

A waveform channel is considered where the transmitted signal is corrupted by Wiener phase noise and additive white Gaussian noise. A discrete-time channel model that takes into account the effect of filtering on the phase noise is…

Information Theory · Computer Science 2017-08-15 Hassan Ghozlan , Gerhard Kramer

Gravitational-wave data analysis demands sophisticated statistical noise models in a bid to extract highly obscured signals from data. In Bayesian model comparison, we choose among a landscape of models by comparing their marginal…

Instrumentation and Methods for Astrophysics · Physics 2019-06-12 Haochen Wang , Stephen R. Taylor , Michele Vallisneri

The Gaussian process latent variable model (GP-LVM) is a popular approach to non-linear probabilistic dimensionality reduction. One design choice for the model is the number of latent variables. We present a spike and slab prior for the…

Machine Learning · Statistics 2015-05-12 Zhenwen Dai , James Hensman , Neil Lawrence

Dynamical models are often corrupted by model uncertainties, external disturbances, and measurement noise. These factors affect the performance of model-based observers and as a result, affect the closed-loop performance. Therefore, it is…

Systems and Control · Electrical Eng. & Systems 2023-06-14 Yasmine Marani , Ibrahima N'Doye , Taous-Meriem Laleg-Kirati

The Gaussian phase noise of intensity time series is demonstrated to be drastically reduced when the raw voltage data are digitally filtered through an arbitrarily large number $n$ of orthornormal bandpass profiles (eigen-filters) sharing…

Instrumentation and Methods for Astrophysics · Physics 2020-08-26 Richard Lieu , Kristen Lackeos

Traditional speech enhancement techniques modify the magnitude of a speech in time-frequency domain, and use the phase of a noisy speech to resynthesize a time domain speech. This work proposes a complex-valued Gaussian process latent…

Sound · Computer Science 2017-01-02 Sih-Huei Chen , Yuan-Shan Lee , Jia-Ching Wang

Particle physics experiments such as those run in the Large Hadron Collider result in huge quantities of data, which are boiled down to a few numbers from which it is hoped that a signal will be detected. We discuss a simple probability…

Applications · Statistics 2011-02-18 A. C. Davison , N. Sartori

Understanding the interference scenario in power lines network is a key step to characterize the power line communication (PLC) system. This paper focuses on the characterization and modelling of the stationary noise in Narrowband PLC.…

Signal Processing · Electrical Eng. & Systems 2019-12-03 Raja Alaya , Rabah Attia

This work develops a measurement-driven and model-based formal verification approach, applicable to systems with partly unknown dynamics. We provide a principled method, grounded on reachability analysis and on Bayesian inference, to…

Systems and Control · Computer Science 2015-09-14 Sofie Haesaert , Paul M. J. Van den Hof , Alessandro Abate

Quantum optical states which have no coherent amplitude, such as squeezed vacuum states, can not rely on standard readout techniques to generate error signals for control of the quadrature phase. Here we investigate the use of asymmetry in…

A main scientific output of the LISA Pathfinder mission is to provide a noise model that can be extended to the future gravitational wave observatory, LISA. The success of the mission depends thus upon a deep understanding of the…

General Relativity and Quantum Cosmology · Physics 2010-12-28 M. Nofrarias , C. Röver , M. Hewitson , A. Monsky , G. Heinzel , K. Danzmann , L. Ferraioli , M. Hueller , S. Vitale

Linear parameter-varying (LPV) models form a powerful model class to analyze and control a (nonlinear) system of interest. Identifying a LPV model of a nonlinear system can be challenging due to the difficulty of selecting the scheduling…

Systems and Control · Computer Science 2020-05-11 Maarten Schoukens , Roland Tóth

The main goal of the LISA Pathfinder (LPF) mission is to fully characterize the acceleration noise models and to test key technologies for future space-based gravitational-wave observatories similar to the eLISA concept. The data analysis…

Probabilistic load forecasting (PLF) is a key component in the extended tool-chain required for efficient management of smart energy grids. Neural networks are widely considered to achieve improved prediction performances, supporting highly…

Signal Processing · Electrical Eng. & Systems 2021-01-12 Alessandro Brusaferri , Matteo Matteucci , Stefano Spinelli , Andrea Vitali

The L\'evy walk is a non-Brownian random walk model that has been found to describe anomalous dynamic phenomena in diverse fields ranging from biology over quantum physics to ecology. Recurrently occurring problems are to examine whether…

Biological Physics · Physics 2021-07-13 Seongyu Park , Samudrajit Thapa , Yeongjin Kim , Michael A. Lomholt , Jae-Hyung Jeon