Related papers: Unified Mixture Sampler for State-Space Models: Ap…
This work provides a computationally efficient and statistically consistent moment-based estimator for mixtures of spherical Gaussians. Under the condition that component means are in general position, a simple spectral decomposition…
State space models (SSMs) provide a flexible framework for modeling complex time series via a latent stochastic process. Inference for nonlinear, non-Gaussian SSMs is often tackled with particle methods that do not scale well to long time…
In this work, we propose FastDPM, a unified framework for fast sampling in diffusion probabilistic models. FastDPM generalizes previous methods and gives rise to new algorithms with improved sample quality. We systematically investigate the…
The R package MfUSampler provides Monte Carlo Markov Chain machinery for generating samples from multivariate probability distributions using univariate sampling algorithms such as Slice Sampler and Adaptive Rejection Sampler. The sampler…
Numerical resolution of high-dimensional nonlinear PDEs remains a huge challenge due to the curse of dimensionality. Starting from the weak formulation of the Lawson-Euler scheme, this paper proposes a stochastic particle method (SPM) by…
This paper discusses sample allocation problem (SAP) in frequency-domain Compressive Sampling (CS) of time-domain signals. An analysis that is relied on two fundamental CS principles; the Uniform Random Sampling (URS) and the Uncertainty…
Model-based clustering integrated with variable selection is a powerful tool for uncovering latent structures within complex data. However, its effectiveness is often hindered by challenges such as identifying relevant variables that define…
Random column sampling is not guaranteed to yield data sketches that preserve the underlying structures of the data and may not sample sufficiently from less-populated data clusters. Also, adaptive sampling can often provide accurate low…
Mixtures of generalized normal distributions (MGND) have gained popularity for modelling datasets with complex statistical behaviours. However, the estimation of the shape parameter within the maximum likelihood framework is quite complex,…
We present large sample results for partitioning-based least squares nonparametric regression, a popular method for approximating conditional expectation functions in statistics, econometrics, and machine learning. First, we obtain a…
Probabilistic mixture models are recognized as effective tools for unsupervised outlier detection owing to their interpretability and global characteristics. Among these, Dirichlet process mixture models stand out as a strong alternative to…
The Unlimited Sensing Framework (USF) was recently introduced to overcome the sensor saturation bottleneck in conventional digital acquisition systems. At its core, the USF allows for high-dynamic-range (HDR) signal reconstruction by…
In this paper, we study the problem of learning multi-dimensional Gaussian Mixture Models (GMMs), with a specific focus on model order selection and efficient mixing distribution estimation. We first establish an information-theoretic lower…
Additive smooth models, such as Generalized additive models (GAMs) of location, scale, and shape (GAMLSS), are a popular choice for modeling experimental data. However, software available to fit such models is usually not tailored…
A general adaptive approach rooted in stratified sampling (SS) is proposed for sample-based uncertainty quantification (UQ). To motivate its use in this context the space-filling, orthogonality, and projective properties of SS are compared…
Many real-world dynamical systems can be described as State-Space Models (SSMs). In this formulation, each observation is emitted by a latent state, which follows first-order Markovian dynamics. A Probabilistic Deep SSM (ProDSSM)…
Languages for open-universe probabilistic models (OUPMs) can represent situations with an unknown number of objects and iden- tity uncertainty. While such cases arise in a wide range of important real-world appli- cations, existing general…
We introduce a general Monte Carlo method based on Nested Sampling (NS), for sampling complex probability distributions and estimating the normalising constant. The method uses one or more particles, which explore a mixture of nested…
Subtype Discovery consists in finding interpretable and consistent sub-parts of a dataset, which are also relevant to a certain supervised task. From a mathematical point of view, this can be defined as a clustering task driven by…
Cardiac magnetic resonance imaging (CMR) is vital for diagnosing heart diseases, but long scan time remains a major drawback. To address this, accelerated imaging techniques have been introduced by undersampling k-space, which reduces the…