Related papers: Bayesian power spectral density estimation for LIS…
This work presents a novel and effective method for fitting multidimensional ellipsoids to scattered data in the contamination of noise and outliers. We approach the problem as a Bayesian parameter estimate process and maximize the…
This paper addresses the deconvolution problem of estimating a square-integrable probability density from observations contaminated with additive measurement errors having a known density. The estimator begins with a density estimate of the…
Spatial regression of random fields based on potentially biased sensing information is proposed in this paper. One major concern in such applications is that since it is not known a-priori what the accuracy of the collected data from each…
Statistical inference with nonresponse is quite challenging, especially when the response mechanism is nonignorable. In this case, the validity of statistical inference depends on untestable correct specification of the response model. To…
This paper focuses on the Partitioned-Solution Approach (PSA) employed for the Time-Domain Simulation (TDS) of dynamic power system models. In PSA, differential equations are solved at each step of the TDS for state variables, whereas…
The Laser Interferometer Space Antenna (LISA) is designed to detect a variety of gravitational-wave events, including mergers of massive black hole binaries, stellar-mass black hole inspirals, and extreme mass-ratio inspirals. LISA's…
We propose the AdaPtive Noise Augmentation (PANDA) procedure to regularize the estimation and inference of generalized linear models (GLMs). PANDA iteratively optimizes the objective function given noise augmented data until convergence to…
In this paper, we develop new statistical theory for probabilistic principal component analysis models in high dimensions. The focus is the estimation of the noise variance, which is an important and unresolved issue when the number of…
The focus in this paper is Bayesian system identification based on noisy incomplete modal data where we can impose spatially-sparse stiffness changes when updating a structural model. To this end, based on a similar hierarchical sparse…
Unnormalized (or energy-based) models provide a flexible framework for capturing the characteristics of data with complex dependency structures. However, the application of standard Bayesian inference methods has been severely limited…
Computer experiments are becoming increasingly important in scientific investigations. In the presence of uncertainty, analysts employ probabilistic sensitivity methods to identify the key-drivers of change in the quantities of interest.…
In this paper, a speech enhancement method based on noise compensation performed on short time magnitude as well phase spectra is presented. Unlike the conventional geometric approach (GA) to spectral subtraction (SS), here the noise…
This paper deals with the non-convex power system state estimation (PSSE) problem, which plays a central role in the monitoring and operation of electric power networks. Given a set of noisy measurements, PSSE aims at estimating the vector…
We introduce a Bayesian approach to predictive density calibration and combination that accounts for parameter uncertainty and model set incompleteness through the use of random calibration functionals and random combination weights.…
Deep neural network (DNN) models have achieved state-of-the-art predictive accuracy in a wide range of supervised learning applications. However, accurately quantifying the uncertainty in DNN predictions remains a challenging task. For…
The power-spectrum subband energy ratio (PSER) has been applied in a variety of fields, but reports on its statistical properties have been limited. As such, this study investigates these characteristics in the presence of additive Gaussian…
In this paper we discuss two main problems associated with the analysis of the data from LISA Pathfinder (LPF): i) Excess noise detection and ii) Noise parameter identification. The mission is focused on the low frequency region ([0.1; 10]…
This paper studies sparse density estimation via $\ell_1$ penalization (SPADES). We focus on estimation in high-dimensional mixture models and nonparametric adaptive density estimation. We show, respectively, that SPADES can recover, with…
Based on a novel dynamic Whittle likelihood approximation for locally stationary processes, a Bayesian nonparametric approach to estimating the time-varying spectral density is proposed. This dynamic frequency-domain based likelihood…
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…