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Bayesian linear inverse problems aim to recover an unknown signal from noisy observations, incorporating prior knowledge. This paper analyses a data-dependent method to choose the scale parameter of a Gaussian prior. The method we study…

Statistics Theory · Mathematics 2025-10-22 Maia Tienstra , Sebastian Reich

The paper addresses a sequential changepoint detection problem, assuming that the duration of change may be finite and unknown. This problem is of importance for many applications, e.g., for signal and image processing where signals appear…

Statistics Theory · Mathematics 2021-06-09 Alexander G. Tartakovsky , Nikita R. Berenkov , Alexei E. Kolessa , Igor V. Nikiforov

The Kalman filter computes the optimal variable-gain using prior knowledge of the initial state and random (process and measurement) noise distributions, which are assumed to be Gaussian with known variance. However, when these…

Systems and Control · Electrical Eng. & Systems 2022-01-31 Hugh Lachlan Kennedy

This paper presents an Extended Kalman Filter (EKF) approach to localize a mobile robot with two quadrature encoders, a compass sensor, a laser range finder (LRF) and an omni-directional camera. The prediction step is performed by employing…

Robotics · Computer Science 2017-01-05 T. T. Hoang , P. M. Duong , N. T. T. Van , D. A. Viet , T. Q. Vinh

Precision experiments, such as the search for a deuteron electric dipole moments using a storage rings like COSY, demand for an understanding of the spin dynamics with unprecedented accuracy. In such an enterprise, numerical predictions…

Accelerator Physics · Physics 2020-03-04 F. Rathmann , N. N. Nikolaev , J. Slim

We introduce a novel Bayesian phase estimation technique based on adaptive grid refinement method. This method automatically chooses the number particles needed for accurate phase estimation using grid refinement and cell merging strategies…

Quantum Physics · Physics 2020-09-18 Ramakrishna Tipireddy , Nathan Wiebe

We develop a theory of spin noise spectroscopy of itinerant, noninteracting, spin-carrying fermions in different regimes of temperature and disorder. We use kinetic equations for the density matrix in spin variables. We find a general…

Statistical Mechanics · Physics 2015-05-14 Simon Kos , Alexander V. Balatsky , Peter B. Littlewood , Darryl L. Smith

The relativistic precession model (RPM) is widely-considered as a benchmark framework to interpret quasi-periodic oscillations (QPOs), albeit several observational inconsistencies suggest that the model remains incomplete. The RPM ensures…

General Relativity and Quantum Cosmology · Physics 2025-12-16 Gabriele Bianchini , Orlando Luongo , Marco Muccino

In Bayesian inference, the posterior distributions are difficult to obtain analytically for complex models such as neural networks. Variational inference usually uses a parametric distribution for approximation, from which we can easily…

Machine Learning · Statistics 2019-02-01 Futoshi Futami , Zhenghang Cui , Issei Sato , Masashi Sugiyama

Data assimilation methods aim at estimating the state of a system by combining observations with a physical model. When sequential data assimilation is considered, the joint distribution of the latent state and the observations is described…

Methodology · Statistics 2018-04-23 Thi Tuyet Trang Chau , Pierre Ailliot , Valérie Monbet , Pierre Tandeo

The design and performance of a wide bandwidth linear polarization modulator based on the Faraday effect is described. Faraday Rotation Modulators (FRMs) are solid-state polarization switches that are capable of modulation up to ~10 kHz.…

Non-ideal oscillators both at the transmitter and the receiver introduces time varying phase noise which interacts with the transmitted data in a non-linear fashion. Phase noise becomes a detrimental problem and needs to be estimated and…

Information Theory · Computer Science 2012-10-24 Arif Onder Isikman , Hani Mehrpouyan , Alexandre Graell i Amat

The problem of modulation classification for a multiple-antenna (MIMO) system employing orthogonal frequency division multiplexing (OFDM) is investigated under the assumption of unknown frequency-selective fading channels and…

Information Theory · Computer Science 2016-04-11 Yu Liu , Osvaldo Simeone , Alexander M. Haimovich , Wei Su

In this paper, we look to address the problem of estimating the dynamic direction of arrival (DOA) of a narrowband signal impinging on a sensor array from the far field. The initial estimate is made using a Bayesian compressive sensing…

Machine Learning · Statistics 2015-09-22 Matthew Hawes , Lyudmila Mihaylova , Francois Septier , Simon Godsill

Given a stationary state-space model that relates a sequence of hidden states and corresponding measurements or observations, Bayesian filtering provides a principled statistical framework for inferring the posterior distribution of the…

Machine Learning · Statistics 2022-12-01 Michael C. Burkhart

We develop a simple method for measuring the electron spin relaxation times $T_1$, $T_2$ and $T_2^*$ in semiconductors and demonstrate its exemplary application to $n$-type GaAs. Using an abrupt variation of the magnetic field acting on…

Mesoscale and Nanoscale Physics · Physics 2020-08-05 V. V. Belykh , D. R. Yakovlev , M. Bayer

A spectral mixture (SM) kernel is a flexible kernel used to model any stationary covariance function. Although it is useful in modeling data, the learning of the SM kernel is generally difficult because optimizing a large number of…

Machine Learning · Statistics 2020-06-15 Yohan Jung , Kyungwoo Song , Jinkyoo Park

This article addresses the problem of efficient Bayesian inference in dynamic systems using particle methods and makes a number of contributions. First, we develop a correlated pseudo-marginal (CPM) approach for Bayesian inference in state…

Methodology · Statistics 2016-12-22 P. Choppala , D. Gunawan , J. Chen , M. -N. Tran , R. Kohn

The ultimate precision limit in estimating the Larmor frequency of $N$ unentangled rotating spins is well established, and is highly important for magnetometers, gyroscopes and many other sensors. However this limit assumes perfect, single…

Quantum Physics · Physics 2020-10-06 Daniel Cohen , Tuvia Gefen , Laura Ortiz , Alex Retzker

This paper proposes an adaptive near-field beam training method to enhance performance in multi-user and multipath environments. The approach identifies multiple strongest beams through beam sweeping and linearly combines their received…

Signal Processing · Electrical Eng. & Systems 2025-05-14 Zijun Wang , Rama Kiran , Jinesh Nair , Chien-Hua Chen , Tzu-Han Chou , Shawn Tsai , Rui Zhang