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We consider the problem of estimating cross-spectral quantities in the low-frequency regime, where long observation times limit averaging over large ensembles of periodograms, thereby preventing the use of approximate Gaussian statistics.…
Although linear regression models are fundamental tools in statistical science, the estimation results can be sensitive to outliers. While several robust methods have been proposed in frequentist frameworks, statistical inference is not…
Some calculations of parton distributions from first principles only give access to a limited range of Fourier modes of the function to reconstruct. We present a physically motivated procedure to regularize the inverse integral problem…
We investigate the problem of deriving posterior concentration rates under different loss functions in nonparametric Bayes. We first provide a lower bound on posterior coverages of shrinking neighbourhoods that relates the metric or loss…
Many modern experiments, such as microarray gene expression and genome-wide association studies, present the problem of estimating a large number of parallel effects. Bayesian inference is a popular approach for analyzing such data by…
In this work, we investigate the use of Besov priors in the context of Bayesian inverse problems. The solution to Bayesian inverse problems is the posterior distribution which naturally enables us to interpret the uncertainties. Besov…
We study Bayes procedures for the problem of nonparametric drift estimation for one-dimensional, ergodic diffusion models from discrete-time, low-frequency data. We give conditions for posterior consistency and verify these conditions for…
We present a novel Bayesian model and a corresponding robust, probabilistic calibration procedure for the CORSAIR polarimeter that can be applied to other polarimeters. Our calibration procedure combines existing Mueller matrix…
This paper studies a problem of Bayesian parameter estimation for a sequence of scaled counting processes whose weak limit is a Brownian motion with an unknown drift. The main result of the paper is that the limit of the posterior…
We present a survey of some of our recent results on Bayesian nonparametric inference for a multitude of stochastic processes. The common feature is that the prior distribution in the cases considered is on suitable sets of piecewise…
This article presents an approach to Bayesian semiparametric inference for Gaussian multivariate response regression. We are motivated by various small and medium dimensional problems from the physical and social sciences. The statistical…
Piecewise constant priors are routinely used in the Bayesian Cox proportional hazards model for survival analysis. Despite its popularity, large sample properties of this Bayesian method are not yet well understood. This work provides a…
The Rician distribution, a well-known statistical distribution frequently encountered in fields like magnetic resonance imaging and wireless communications, is particularly useful for describing many real phenomena such as signal process…
Diffusion models have been recently studied as powerful generative inverse problem solvers, owing to their high quality reconstructions and the ease of combining existing iterative solvers. However, most works focus on solving simple linear…
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…
Bayesian methods feature useful properties for solving inverse problems, such as tomographic reconstruction. The prior distribution introduces regularization, which helps solving the ill-posed problem and reduces overfitting. In practice,…
We provide a general solution to a fundamental open problem in Bayesian inference, namely poor uncertainty quantification, from a frequency standpoint, of Bayesian methods in misspecified models. While existing solutions are based on…
We study the reknown deconvolution problem of recovering a distribution function from independent replicates (signal) additively contaminated with random errors (noise), whose distribution is known. We investigate whether a Bayesian…
We propose a novel method ($floZ$), based on normalizing flows, to estimate the Bayesian evidence (and its numerical uncertainty) from a pre-existing set of samples drawn from the unnormalized posterior distribution. We validate it on…
The practical implementation of Bayesian inference requires numerical approximation when closed-form expressions are not available. What types of accuracy (convergence) of the numerical approximations guarantee robustness and what types do…