Related papers: A Bayesian approach to filter design: detection of…
We study Bayesian estimation of finite mixture models in a general setup where the number of components is unknown and allowed to grow with the sample size. An assumption on growing number of components is a natural one as the degree of…
We consider estimating the parameters of a Gaussian mixture density with a given number of components best representing a given set of weighted samples. We adopt a density interpretation of the samples by viewing them as a discrete Dirac…
Marginalization techniques are presented for the Bayesian filtering problem under the assumption of Gaussian priors and posteriors and a set of sequentially more constraining state space model assumptions. The techniques provide the…
$n$-gram profiles have been successfully and widely used to analyse long sequences of potentially differing lengths for clustering or classification. Mainly, machine learning algorithms have been used for this purpose but, despite their…
A fast and general Bayesian inference framework to infer the physical properties of dichroic polarization using mid-infrared imaging- and spectro-polarimetric observations is presented. The Bayesian approach is based on a hierarchical…
Bayesian Positive Source Separation (BPSS) is a useful unsupervised approach for hyperspectral data unmixing, where numerical non-negativity of spectra and abundances has to be ensured, such in remote sensing. Moreover, it is sensible to…
We describe a novel approach to the detection and parameter estimation of a non\textendash Gaussian stochastic background of gravitational waves. The method is based on the determination of relevant statistical parameters using importance…
A Bayesian analysis of the probability of a signal in the presence of background is developed, and criteria are proposed for claiming evidence for, or the discovery of a signal. The method is general and in particular applicable to sparsely…
This paper considers the problem of localising a stationary signal source using a team of mobile agents which only take binary measurements. Background false detection rates and missed detection probabilities are incorporated into the…
Wavelet-related techniques have proven useful in the processing and analysis of one and two dimensional data sets (spectra in the former case, images in the latter). In this work we apply adaptive filters, introduced in a previous work…
We present a multi-scale, multi-wavelength source extraction algorithm called getsources. Although it has been designed primarily for use in the far-infrared surveys of Galactic star-forming regions with Herschel, the method can be applied…
\noindent Hyper-parameter selection is a central practical problem in modern machine learning, governing regularization strength, model capacity, and robustness choices. Cross-validation is often computationally prohibitive at scale, while…
We address the new problem of estimating a piece-wise constant signal with the purpose of detecting its change points and the levels of clusters. Our approach is to model it as a nonparametric penalized least square model selection on a…
We study the problem of performing automated experiment design for drug screening through Bayesian inference and optimisation. In particular, we compare and contrast the behaviour of linear-Gaussian models and Gaussian processes, when used…
A famously hard graph problem with a broad range of applications is computing the number of perfect matchings, that is the number of unique and complete pairings of the vertices of a graph. We propose a method to estimate the number of…
Suppose $X_1,\dots, X_n$ is a random sample from a bounded and decreasing density $f_0$ on $[0,\infty)$. We are interested in estimating such $f_0$, with special interest in $f_0(0)$. This problem is encountered in various statistical…
To measure the mass of foreground objects with weak gravitational lensing, one needs to estimate the redshift distribution of lensed background sources. This is commonly done in an empirical fashion, i.e. with a reference sample of galaxies…
Bayesian coresets have emerged as a promising approach for implementing scalable Bayesian inference. The Bayesian coreset problem involves selecting a (weighted) subset of the data samples, such that the posterior inference using the…
Gaussian mixtures are a common density representation in nonlinear, non-Gaussian Bayesian state estimation. Selecting an appropriate number of Gaussian components, however, is difficult as one has to trade of computational complexity…
Detection of point sources in images is a fundamental operation in astrophysics, and is crucial for constraining population models of the underlying point sources or characterizing the background emission. Standard techniques fall short in…