Related papers: Using Markov chain Monte Carlo methods for estimat…

An efficient, joint transmission delay and channel parameter estimation algorithm is proposed for uplink asynchronous direct-sequence code-division multiple access (DS-CDMA) systems based on the space-alternating generalized expectation…

We present a novel algorithm that is based on a Bayesian Markov Chain Monte Carlo (MCMC) technique for performing robust profile analysis of a data cube from either single-dish or interferometric radio telescopes. It fits a set of models…

In the following article we provide an exposition of exact computational methods to perform parameter inference from partially observed network models. In particular, we consider the duplication attachment (DA) model which has a likelihood…

In recent times empirical likelihood has been widely applied under Bayesian framework. Markov chain Monte Carlo (MCMC) methods are frequently employed to sample from the posterior distribution of the parameters of interest. However,…

Recent developments in big data and analytics research have produced an abundance of large data sets that are too big to be analyzed in their entirety, due to limits on computer memory or storage capacity. To address these issues,…

In this paper we apply to gravitational waves from non-spinning binary systems a recently intro- duced frequentist methodology to calculate analytically the error for a maximum likelihood estimate (MLE) of physical parameters. While…

Missing values in covariates due to censoring by signal interference or lack of sensitivity in the measuring devices are common in industrial problems. We propose a full Bayesian solution to the prediction problem with an efficient Markov…

Bayesian analysis often concerns an evaluation of models with different dimensionality as is necessary in, for example, model selection or mixture models. To facilitate this evaluation, transdimensional Markov chain Monte Carlo (MCMC)…

We investigate how ideas from covariance localization in numerical weather prediction can be used in Markov chain Monte Carlo (MCMC) sampling of high-dimensional posterior distributions arising in Bayesian inverse problems. To localize an…

Markov chain Monte Calro methods (MCMC) are commonly used in Bayesian statistics. In the last twenty years, many results have been established for the calculation of the exact convergence rate of MCMC methods. We introduce another rate of…

In this paper we consider Bayesian estimation for the parameters of inverse Gaussian distribution. Our emphasis is on Markov Chain Monte Carlo methods. We provide complete implementation of the Gibbs sampler algorithm. Assuming an…

Stellar oscillations can provide a wealth of information about a star, which can be extracted from observed time series of the star's brightness or radial velocity. In this paper we address the question of how to extract as much information…

Statistical signal processing applications usually require the estimation of some parameters of interest given a set of observed data. These estimates are typically obtained either by solving a multi-variate optimization problem, as in the…

We study the computational complexity of Markov chain Monte Carlo (MCMC) methods for high-dimensional Bayesian linear regression under sparsity constraints. We first show that a Bayesian approach can achieve variable-selection consistency…

We propose a novel framework for joint magnetic resonance image reconstruction and uncertainty quantification using under-sampled k-space measurements. The problem is formulated as a Bayesian linear inverse problem, where prior…

The interpretation of cosmological observables requires the use of increasingly sophisticated theoretical models. Since these models are becoming computationally very expensive and display non-trivial uncertainties, the use of standard…

Since the very first detection of gravitational waves from the coalescence of two black holes in 2015, Bayesian statistical methods have been routinely applied by LIGO and Virgo to extract the signal out of noisy interferometric…

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.…

In this work, we propose a new flow-matching Markov chain Monte Carlo (FM-MCMC) algorithm for estimating the orbital parameters of exoplanetary systems, especially for those only one exoplanet is involved. Compared to traditional methods…

Second generation interferometric gravitational wave detectors, such as Advanced LIGO and Advanced Virgo, are expected to begin operation by 2015. Such instruments plan to reach sensitivities that will offer the unique possibility to test…