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The aim of the present study is to detect abrupt trend changes in the mean of a multidimensional sequential signal. Directly inspired by papers of Fernhead and Liu ([4] and [5]), this work describes the signal in a hierarchical manner : the…

Machine Learning · Computer Science 2021-06-11 Olivier Sorba , C Geissler

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…

Data Analysis, Statistics and Probability · Physics 2009-11-13 Allen Caldwell , Kevin Kröninger

Model-based fault-tolerant control (FTC) often consists of two distinct steps: fault detection & isolation (FDI), and fault accommodation. In this work we investigate posing fault-tolerant control as a single Bayesian inference problem.…

Systems and Control · Electrical Eng. & Systems 2022-04-19 Mohamed Baioumy , William Hartemink , Riccardo M. G. Ferrari , Nick Hawes

We consider the problem of robust compressed sensing whose objective is to recover a high-dimensional sparse signal from compressed measurements corrupted by outliers. A new sparse Bayesian learning method is developed for robust compressed…

Machine Learning · Statistics 2016-10-24 Qian Wan , Huiping Duan , Jun Fang , Hongbin Li

We consider Bayesian analysis of a class of multiple changepoint models. While there are a variety of efficient ways to analyse these models if the parameters associated with each segment are independent, there are few general approaches…

Computation · Statistics 2009-10-19 Paul Fearnhead , Zhen Liu

We propose a Bayesian approach for both medical inquiry and disease inference, the two major phases in differential diagnosis. Unlike previous work that simulates data from given probabilities and uses ML algorithms on them, we directly use…

Artificial Intelligence · Computer Science 2021-10-26 Hong Guan , Chitta Baral

This paper considers the impact of general hardware impairments in a multiple-antenna base station and user equipments on the uplink performance. First, the effective channels are analytically derived for distortion-aware receivers when…

Signal Processing · Electrical Eng. & Systems 2022-08-09 Özlem Tugfe Demir , Emil Björnson

Numerous temporal inference tasks such as fault monitoring and anomaly detection exhibit a persistence property: for example, if something breaks, it stays broken until an intervention. When modeled as a Dynamic Bayesian Network,…

Artificial Intelligence · Computer Science 2012-06-18 Tomas Singliar , Denver Dash

Differential networks (DN) are important tools for modeling the changes in conditional dependencies between multiple samples. A Bayesian approach for estimating DNs, from the classical viewpoint, is introduced with a computationally…

Methodology · Statistics 2022-04-06 Jarod Smith , Mohammad Arashi , Andriette Bekker

Achieving ultimate bounds in estimation processes is the main objective of quantum metrology. In this context, several problems require measurement of multiple parameters by employing only a limited amount of resources. To this end,…

The sparse Beyesian learning (also referred to as Bayesian compressed sensing) algorithm is one of the most popular approaches for sparse signal recovery, and has demonstrated superior performance in a series of experiments. Nevertheless,…

Information Theory · Computer Science 2015-01-21 Fuwei Li , Jun Fang , Huiping Duan , Zhi Chen , Hongbin Li

The problem of detecting changes with multiple sensors has received significant attention in the literature. In many practical applications such as critical infrastructure monitoring and modeling of disease spread, a useful change…

Information Theory · Computer Science 2019-02-19 Mehmet Necip Kurt , Xiaodong Wang

A process that images or measures bond energies in the critical Ising model can be in distinct measurement ``phases'', depending on the precision of measurement. We study the transition into the strong-measurement phase using replica field…

Statistical Mechanics · Physics 2026-04-28 Kay Joerg Wiese , Alapan Das , Adam Nahum

The universal tendency in scanning probe microscopy (SPM) over the last two decades is to transition from simple 2D imaging to complex detection and spectroscopic imaging modes. The emergence of complex SPM engines brings forth the…

The process of dynamic state estimation (filtering) based on point process observations is in general intractable. Numerical sampling techniques are often practically useful, but lead to limited conceptual insight about optimal…

Machine Learning · Statistics 2015-08-04 Yuval Harel , Ron Meir , Manfred Opper

This paper addresses the issue of detecting change-points in multivariate time series. The proposed approach differs from existing counterparts by making only weak assumptions on both the change-points structure across series, and the…

Methodology · Statistics 2014-07-14 Flore Harlé , Florent Chatelain , Cédric Gouy-Pailler , Sophie Achard

This paper gives a replica analysis for the minimum mean square error (MSE) of a massive multiple-input multiple-output (MIMO) system by using Bayesian inference. The Bayes-optimal estimator is adopted to estimate the data symbols and the…

Information Theory · Computer Science 2016-11-15 Chao-Kai Wen , Yongpeng Wu , Kai-Kit Wong , Robert Schober , Pangan Ting

The characterization of multicomponent signals with a particular emphasis on musical and communication signals is one of the problems studied in the dissertation. In order to provide an efficient analysis of the multicomponent signals, the…

Signal Processing · Electrical Eng. & Systems 2019-03-01 Andjela Draganic

In many problems, complex non-Gaussian and/or nonlinear models are required to accurately describe a physical system of interest. In such cases, Monte Carlo algorithms are remarkably flexible and extremely powerful approaches to solve such…

Computation · Statistics 2015-04-23 Thi Le Thu Nguyen , Francois Septier , Gareth W. Peters , Yves Delignon

We consider the efficient inference of finite dimensional parameters arising in the context of inverse problems. Our setup is the observation of a transformation of an unknown infinite dimensional signal $f$ corrupted by statistical noise,…

Statistics Theory · Mathematics 2026-02-03 Adel Magra , Aad van der Vaart
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