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We propose a novel method for measuring the discrepancy between a set of samples and a desired posterior distribution for Bayesian inference. Classical methods for assessing sample quality like the effective sample size are not appropriate…

Machine Learning · Statistics 2026-05-01 Narayan Srinivasan , Matthew Sutton , Christopher Drovandi , Leah F South

The sensitivity of gravitational-wave (GW) detectors is characterized by their noise curves, which determine the detector's reach and ability to measure the parameters of astrophysical sources accurately. The detector noise is typically…

Instrumentation and Methods for Astrophysics · Physics 2025-03-21 Sumit Kumar , Alexander H. Nitz , Xisco Jiménez Forteza

This article describes a full Bayesian treatment for simultaneous fixed-effect selection and parameter estimation in high-dimensional generalized linear mixed models. The approach consists of using a Bayesian adaptive Lasso penalty for…

Methodology · Statistics 2016-08-31 Dao Thanh Tung , Minh-Ngoc Tran , Tran Manh Cuong

We use Bayesian inference and nested sampling to develop a non-parametric method to reconstruct the primordial power spectrum $P_{\mathcal{R}}(k)$ from Large Scale Structure (LSS) data. The performance of the method is studied by applying…

Cosmology and Nongalactic Astrophysics · Physics 2024-07-16 G. Martínez-Somonte , A. Marcos-Caballero , E. Martínez-González , G. Cañas-Herrera

The Laser Interferometer Space Antenna (LISA) is expected to detect gravitational radiation from a large number of compact binary systems. We present a method by which these signals can be identified and have their parameters estimated. Our…

General Relativity and Quantum Cosmology · Physics 2009-11-11 Richard Umstätter , Nelson Christensen , Martin Hendry , Renate Meyer , Vimal Simha , John Veitch , Sarah Vigeland , Graham Woan

This paper presents a new Bayesian spectral unmixing algorithm to analyse remote scenes sensed via sparse multispectral Lidar measurements. To a first approximation, in the presence of a target, each Lidar waveform consists of a main peak,…

Accurately estimating the statistical properties of noise is important in data analysis for space-based gravitational wave detectors. Noise in different time-delay interferometry channels correlates with each other. Many studies often…

Instrumentation and Methods for Astrophysics · Physics 2025-06-18 Ya-Nan Li , Yi-Ming Hu , En-Kun Li

Nonlinear dynamics are ubiquitous in science and engineering applications, but the physics of most complex systems is far from being fully understood. Discovering interpretable governing equations from measurement data can help us…

Machine Learning · Computer Science 2022-10-18 Luning Sun , Daniel Zhengyu Huang , Hao Sun , Jian-Xun Wang

Spatial frequency estimation from a mixture of noisy sinusoids finds applications in various fields. While subspace-based methods offer cost-effective super-resolution parameter estimation, they demand precise array calibration, posing…

Signal Processing · Electrical Eng. & Systems 2024-10-23 Tianyi Liu , Sai Pavan Deram , Khaled Ardah , Martin Haardt , Marc E. Pfetsch , Marius Pesavento

Large-scale modern data often involves estimation and testing for high-dimensional unknown parameters. It is desirable to identify the sparse signals, ``the needles in the haystack'', with accuracy and false discovery control. However, the…

Machine Learning · Computer Science 2021-11-08 Junhui Cai , Xu Han , Ya'acov Ritov , Linda Zhao

We introduce methods for estimating the spectral density of a random field on a $d$-dimensional lattice from incomplete gridded data. Data are iteratively imputed onto an expanded lattice according to a model with a periodic covariance…

Methodology · Statistics 2019-08-12 Joseph Guinness

The power spectral density (PSD) function is commonly used to specify seismometer performance. It is derived from the FFT of acceleration and correction is made for the transfer function of the instrument that generated the data. As with…

Geophysics · Physics 2007-05-23 Randall D. Peters

A speech enhancement method based on probabilistic geometric approach to spectral subtraction (PGA) performed on short time magnitude spectrum is presented in this paper. A confidence parameter of noise estimation is introduced in the gain…

Audio and Speech Processing · Electrical Eng. & Systems 2018-02-15 Md Tauhidul Islam , Celia Shahnaz , Wei-Ping Zhu , M. Omair Ahmad

The increasing integration of intermittent renewable generation, especially at the distribution level,necessitates advanced planning and optimisation methodologies contingent on the knowledge of thegrid, specifically the admittance matrix…

Systems and Control · Electrical Eng. & Systems 2021-12-21 Jean-Sébastien Brouillon , Emanuele Fabbiani , Pulkit Nahata , Keith Moffat , Florian Dörfler , Giancarlo Ferrari-Trecate

The extension of the classical Bayesian penalized spline method to inference on vector-valued functions is considered, with an emphasis on characterizing the suitability of the method for general application.We show that the standard…

Machine Learning · Statistics 2010-03-26 David M. Rogers , Thomas L. Beck

We study estimation and testing in the Poisson regression model with noisy high dimensional covariates, which has wide applications in analyzing noisy big data. Correcting for the estimation bias due to the covariate noise leads to a…

Statistics Theory · Mathematics 2023-01-03 Fei Jiang , Yeqing Zhou , Jianxuan Liu , Yanyuan Ma

We propose a novel adaptive importance sampling scheme for Bayesian inversion problems where the inference of the variables of interest and the power of the data noise is split. More specifically, we consider a Bayesian analysis for the…

Computation · Statistics 2021-07-27 L. Martino , F. Llorente , E. Curbelo , J. Lopez-Santiago , J. Miguez

Damped sinusoidal oscillations are widely observed in many physical systems, and their analysis provides access to underlying physical properties. However, parameter estimation becomes difficult when the signal decays rapidly, multiple…

Machine Learning · Computer Science 2026-04-07 Momoka Iida , Hayato Motohashi , Hirotaka Takahashi

Calibration is nowadays one of the most important processes involved in the extraction of valuable data from measurements. The current availability of an optimum data cube measured from a heterogeneous set of instruments and surveys relies…

Instrumentation and Methods for Astrophysics · Physics 2012-08-13 Maria Jose Marquez

We develop a method for estimating the shear power spectra from weak lensing observations and test it on simulated data. Our method describes the shear field in terms of angular power spectra and cross correlation of the two shear modes…

Astrophysics · Physics 2008-11-26 Wayne Hu , Martin White