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In this paper we analyze the asymptotic properties of l1 penalized maximum likelihood estimation of signals with piece-wise constant mean values and/or variances. The focus is on segmentation of a non-stationary time series with respect to…
Density power divergence (DPD) is designed to robustly estimate the underlying distribution of observations, in the presence of outliers. However, DPD involves an integral of the power of the parametric density models to be estimated; the…
The analysis of gravitational wave interferometer data requires estimates for the noise covariance matrix. For stationary noise, this amounts to estimating the power spectrum. Classical methods such as Welch averaging are used in many…
Detecting stochastic gravitational wave backgrounds (SGWBs) with The Laser Interferometer Space Antenna (LISA) is among the mission science objectives. Disentangling SGWBs of astrophysical and cosmological origin is a challenging task,…
Data analysis for the proposed Laser Interferometer Space Antenna (LISA) will be complicated by the huge number of sources in the LISA band. Throughout much of the band, galactic white dwarf binaries (GWDBs) are sufficiently dense in…
We discuss the problem of estimating the number of principal components in Principal Com- ponents Analysis (PCA). Despite of the importance of the problem and the multitude of solutions proposed in the literature, it comes as a surprise…
It is well known that the minimax rates of convergence of nonparametric density and regression function estimation of a random variable measured with error is much slower than the rate in the error free case. Surprisingly, we show that if…
Scientific computer simulations cannot represent all scales in realistic applications. To bridge this model-data gap, parameters are injected into models and constrained with noisy data using Bayesian inversion. To reduce the number of…
Estimating signals underlying noisy data is a significant problem in statistics and engineering. Numerous estimators are available in the literature, depending on the observation model and estimation criterion. This paper introduces a…
Bayesian methods for the detection of continuous gravitational waves (CGWs) in Pulsar Timing Array (PTA) data incur substantial computational costs that grow rapidly due to the number of noise and signal parameters characterizing the fitted…
Surface-based data is commonly observed in diverse practical applications spanning various fields. In this paper, we introduce a novel nonparametric method to discover the underlying signals from data distributed on complex surface-based…
The Laser Interferometer Space Antenna (LISA), which is currently under construction, is designed to measure gravitational wave signals in the milli-Hertz frequency band. It is expected that tens of millions of Galactic binaries will be the…
Bayesian estimation strategies represent the most fundamental formulation of the state estimation problem available, and apply readily to nonlinear systems with non-Gaussian uncertainties. The present paper introduces a novel method for…
Seismic data noise processing is an important part of seismic exploration data processing, and the effect of noise elimination is directly related to the follow-up processing of data. In response to this problem, many authors have proposed…
The Laser Interferometer Space Antenna (LISA) is due to launch in the mid-2030s. A key challenge for LISA data analysis is efficient Bayesian inference with parametrised gravitational-wave models, particularly for early inspirals of low-…
This paper introduces for the first time, to the best of our knowledge, the Bayesian Physics-Informed Neural Networks for applications in power systems. Bayesian Physics-Informed Neural Networks (BPINNs) combine the advantages of…
Laser Interferometer Space Antenna (LISA) will routinely observe coalescences of supermassive black hole (BH) binaries up to very high redshifts. LISA can measure mass parameters of such coalescences to a relative accuracy of…
The aim of this paper is to describe a novel non-parametric noise reduction technique from the point of view of Bayesian inference that may automatically improve the signal-to-noise ratio of one- and two-dimensional data, such as e.g.…
We investigate solution methods for large-scale inverse problems governed by partial differential equations (PDEs) via Bayesian inference. The Bayesian framework provides a statistical setting to infer uncertain parameters from noisy…
LISA data analysis represents one of the most challenging tasks ahead for the future of gravitational-wave (GW) astronomy. Characterizing the instrument's noise properties while fitting for all the other detectable sources is a key…