Related papers: A Comparative Study of MAP and LMMSE Estimators fo…
The maximum a-posteriori (MAP) perturbation framework has emerged as a useful approach for inference and learning in high dimensional complex models. By maximizing a randomly perturbed potential function, MAP perturbations generate unbiased…
Blind methods often separate or identify signals or signal subspaces up to an unknown scaling factor. Sometimes it is necessary to cope with the scaling ambiguity, which can be done through reconstructing signals as they are received by…
Evaluation in scientific reconstruction is dominated by pointwise metrics - RMSE, MAE, per-event resolution - under the implicit assumption that lower error means better reconstruction. We show that this assumption fails structurally for…
Maximum a Posteriori assignment (MAP) is the problem of finding the most probable instantiation of a set of variables given the partial evidence on the other variables in a Bayesian network. MAP has been shown to be a NP-hard problem [22],…
The Bayesian formulation of inverse problems is attractive for three primary reasons: it provides a clear modelling framework; means for uncertainty quantification; and it allows for principled learning of hyperparameters. The posterior…
We propose a new recursive estimator for linear dynamical systems under Gaussian process noise and non-Gaussian measurement noise. Specifically, we develop an approximate maximum a posteriori (MAP) estimator using dynamic programming and…
We consider the problem of upper bounding the expected log-likelihood sub-optimality of the maximum likelihood estimate (MLE), or a conjugate maximum a posteriori (MAP) for an exponential family, in a non-asymptotic way. Surprisingly, we…
Linear detectors such as zero forcing (ZF) or minimum mean square error (MMSE) are imperative for large/massive MIMO systems for both the downlink and uplink scenarios. However these linear detectors require matrix inversion which is…
We consider a Bayesian framework for estimating a high-dimensional sparse precision matrix, in which adaptive shrinkage and sparsity are induced by a mixture of Laplace priors. Besides discussing our formulation from the Bayesian…
Linear minimum mean square error (LMMSE) receivers are often applied in practical communication scenarios for single-input-multiple-output (SIMO) systems owing to their low computational complexity and competitive performance. However,…
We consider the problem of learning the behavioral preferences of an expert engaged in a task from noisy and partially-observable demonstrations. This is motivated by real-world applications such as a line robot learning from observing a…
We consider the inverse problem of recovering an unknown functional parameter $u$ in a separable Banach space, from a noisy observation $y$ of its image through a known possibly non-linear ill-posed map ${\mathcal G}$. The data $y$ is…
For large model spaces, the potential entrapment of Markov chain Monte Carlo (MCMC) based methods with spike-and-slab priors poses significant challenges in posterior computation in regression models. On the other hand, maximum a posteriori…
In this paper, we propose novel algorithms for inferring the Maximum a Posteriori (MAP) solution of discrete pairwise random field models under multiple constraints. We show how this constrained discrete optimization problem can be…
One of the tasks of the Bayesian inverse problem is to find a good estimate based on the posterior probability density. The most common point estimators are the conditional mean (CM) and maximum a posteriori (MAP) estimates, which…
Bayesian estimation methods for sparse blind deconvolution problems conventionally employ Bernoulli-Gaussian (BG) prior for modeling sparse sequences and utilize Markov Chain Monte Carlo (MCMC) methods for the estimation of unknowns.…
An approximate mean square error (MSE) expression for the performance analysis of implicitly defined estimators of non-random parameters is proposed. An implicitly defined estimator (IDE) declares the minimizer/maximizer of a selected…
In statistical inference, a discrepancy between the parameter-to-observable map that generates the data and the parameter-to-observable map that is used for inference can lead to misspecified likelihoods and thus to incorrect estimates. In…
Denoiser models have become powerful tools for inverse problems, enabling the use of pretrained networks to approximate the score of a smoothed prior distribution. These models are often used in heuristic iterative schemes aimed at solving…
Multiplicative noise arises in inverse problems when, for example, uncertainty on measurements is proportional to the size of the measurement itself. The likelihood that arises is hence more complicated than that from additive noise. We…