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Bayesian feature allocation models are a popular tool for modelling data with a combinatorial latent structure. Exact inference in these models is generally intractable and so practitioners typically apply Markov Chain Monte Carlo (MCMC)…

Computation · Statistics 2020-01-28 Alexandre Bouchard-Côté , Andrew Roth

We deal with estimation of multiple dipoles from combined MEG and EEG time--series. We use a sequential Monte Carlo algorithm to characterize the posterior distribution of the number of dipoles and their locations. By considering three test…

Quantitative Methods · Quantitative Biology 2017-06-20 Filippo Rossi , Gianvittorio Luria , Sara Sommariva , Alberto Sorrentino

We present a novel, general-purpose method for deconvolving and denoising images from gridded radio interferometric visibilities using Bayesian inference based on a Gaussian process model. The method automatically takes into account…

Instrumentation and Methods for Astrophysics · Physics 2015-06-17 P. M. Sutter , Benjamin D. Wandelt , Jason D. McEwen , Emory F. Bunn , Ata Karakci , Andrei Korotkov , Peter Timbie , Gregory S. Tucker , Le Zhang

Spectral estimation (SE) aims to identify how the energy of a signal (e.g., a time series) is distributed across different frequencies. This can become particularly challenging when only partial and noisy observations of the signal are…

Machine Learning · Statistics 2019-01-15 Felipe Tobar

We propose a new blind source separation algorithm based on mixtures of alpha-stable distributions. Complex symmetric alpha-stable distributions have been recently showed to better model audio signals in the time-frequency domain than…

Machine Learning · Statistics 2018-02-13 Nicolas Keriven , Antoine Deleforge , Antoine Liutkus

Suppose that local characteristics of several independent compound Poisson and Wiener processes change suddenly and simultaneously at some unobservable disorder time. The problem is to detect the disorder time as quickly as possible after…

Statistics Theory · Mathematics 2008-04-01 Savas Dayanik , H. Vincent Poor , Semih O. Sezer

Diffusion models have emerged as a powerful foundation model for visual generations. With an appropriate sampling process, it can effectively serve as a generative prior for solving general inverse problems. Current posterior sampling-based…

Computer Vision and Pattern Recognition · Computer Science 2025-07-01 Shijie Zhou , Huaisheng Zhu , Rohan Sharma , Jiayi Chen , Ruiyi Zhang , Kaiyi Ji , Changyou Chen

Finite mixture models are frequently used to uncover latent structures in high-dimensional datasets (e.g.\ identifying clusters of patients in electronic health records). The inference of such structures can be performed in a Bayesian…

This paper explores Bayesian inference for a biased sampling model in situations where the population of interest cannot be sampled directly, but rather through an indirect and inherently biased method. Observations are viewed as being the…

Applications · Statistics 2007-11-26 Russell Zaretzki , Michael A. Gilchrist , William M. Briggs , Artin Armagan

In this paper, we aim to design robust estimation techniques based on the compound-Gaussian (CG) process and adapted for calibration of radio interferometers. The motivation beyond this is due to the presence of outliers leading to an…

Applications · Statistics 2018-07-31 Virginie Ollier , Mohammed Nabil El Korso , André Ferrari , Rémy Boyer , Pascal Larzabal

The problem of estimating the dynamic direction of arrival of far field signals impinging on a uniform linear array, with mutual coupling effects, is addressed. This work proposes two novel approaches able to provide accurate solutions,…

Information Theory · Computer Science 2017-02-15 Matthew Hawes , Lyudmila Mihaylova , François Septier , Simon Godsill

Since the seminal work of Venkatakrishnan et al. in 2013, Plug & Play (PnP) methods have become ubiquitous in Bayesian imaging. These methods derive Minimum Mean Square Error (MMSE) or Maximum A Posteriori (MAP) estimators for inverse…

Score-based algorithms that learn the structure of Bayesian networks can be used for both exact and approximate solutions. While approximate learning scales better with the number of variables, it can be computationally expensive in the…

Machine Learning · Computer Science 2022-02-22 Zhigao Guo , Anthony C. Constantinou

We introduce a generalized Bayesian method for multiple changepoint analysis with a loss function inspired by multinomial logistic regression. The method does not require a specification of the data-generating process and avoids restrictive…

Methodology · Statistics 2026-03-27 Yuhui Wang , Andrew M. Thomas , Michael Jauch

In this work we introduce a novel stochastic algorithm dubbed SNIPS, which draws samples from the posterior distribution of any linear inverse problem, where the observation is assumed to be contaminated by additive white Gaussian noise.…

Image and Video Processing · Electrical Eng. & Systems 2021-11-11 Bahjat Kawar , Gregory Vaksman , Michael Elad

In this article, we propose a novel method for sampling potential functions based on noisy observation data of a finite number of observables in quantum canonical ensembles, which leads to the accurate sampling of a wide class of test…

Numerical Analysis · Mathematics 2020-04-08 Ziheng Chen , Zhennan Zhou

In this paper, we study Bayesian approach for solving large scale linear inverse problems arising in various scientific and engineering fields. We propose a fused $L_{1/2}$ prior with edge-preserving and sparsity-promoting properties and…

Computation · Statistics 2025-12-17 Xiongwen Ke , Yanan Fan , Qingping Zhou

Posterior sampling has been shown to be a powerful Bayesian approach for solving imaging inverse problems. The recent plug-and-play unadjusted Langevin algorithm (PnP-ULA) has emerged as a promising method for Monte Carlo sampling and…

Machine Learning · Statistics 2025-08-13 Marien Renaud , Jiaming Liu , Valentin de Bortoli , Andrés Almansa , Ulugbek S. Kamilov

In this paper, a novel model-based distributed compressive sensing (DCS) algorithm is proposed. DCS exploits the inter-signal correlations and has the capability to jointly recover multiple sparse signals. Proposed approach is a Bayesian…

Signal Processing · Electrical Eng. & Systems 2020-10-19 Razieh Torkamani , Hadi Zayyani , Ramazan Ali Sadeghzadeh

Sampling-based algorithms are classical approaches to perform Bayesian inference in inverse problems. They provide estimators with the associated credibility intervals to quantify the uncertainty on the estimators. Although these methods…

Methodology · Statistics 2023-11-28 Pierre-Antoine Thouvenin , Audrey Repetti , Pierre Chainais