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The real-world applications in signal processing generally involve estimating the system state or parameters in nonlinear, non-Gaussian dynamic systems. The estimation problem may get even more challenging when there are physical…

Signal Processing · Electrical Eng. & Systems 2022-03-15 Nesrine Amor , Ghulam Rasool , Nidhal C. Bouaynaya

Bayesian calibration of black-box computer models offers an established framework to obtain a posterior distribution over model parameters. Traditional Bayesian calibration involves the emulation of the computer model and an additive model…

Machine Learning · Statistics 2018-10-30 Sébastien Marmin , Maurizio Filippone

While Bayesian neural networks (BNNs) provide a sound and principled alternative to standard neural networks, an artificial sharpening of the posterior usually needs to be applied to reach comparable performance. This is in stark contrast…

Machine Learning · Computer Science 2023-07-19 Gregor Bachmann , Lorenzo Noci , Thomas Hofmann

The problem of distributed estimation of a parametric physical field is stated as a maximum likelihood estimation problem. Sensor observations are distorted by additive white Gaussian noise. Prior to data transmission, each sensor quantizes…

Information Theory · Computer Science 2012-09-21 Natalia A. Schmid , Marwan Alkhweldi , Matthew C. Valenti

In this paper we consider the estimation of unknown parameters in Bayesian inverse problems. In most cases of practical interest, there are several barriers to performing such estimation, This includes a numerical approximation of a…

Methodology · Statistics 2025-02-07 Neil K. Chada , Ajay Jasra , Mohamed Maama , Raul Tempone

We consider the space-time boundary element method (BEM) for the heat equation with prescribed initial and Dirichlet data. We propose a residual-type a posteriori error estimator that is a lower bound and, up to weighted $L_2$-norms of the…

Numerical Analysis · Mathematics 2022-01-11 Gregor Gantner , Raymond van Venetië

Bayesian estimation is a vital tool in robotics as it allows systems to update the robot state belief using incomplete information from noisy sensors. To render the state estimation problem tractable, many systems assume that the motion and…

Robotics · Computer Science 2025-01-13 Miguel Saavedra-Ruiz , Steven A. Parkison , Ria Arora , James Richard Forbes , Liam Paull

Hard-threshold estimators are popular in signal processing applications. We provide a detailed study of using hard-threshold estimators for estimating an unknown deterministic signal when additive white Gaussian noise corrupts observations.…

Statistics Theory · Mathematics 2008-01-24 Baris I. Erkmen , Vivek K. Goyal

A method is developed for fitting theoretically predicted astronomical spectra to an observed spectrum. Using a hierarchical Bayesian principle, the method takes both systematic and statistical measurement errors into account, which has not…

Astrophysics · Physics 2008-11-26 Z. Shkedy , L. Decin , G. Molenberghs , C. Aerts

We show that probabilistic weather forecasts of site specific temperatures can be dramatically improved by using seasonally varying rather than constant calibration parameters.

Atmospheric and Oceanic Physics · Physics 2007-05-23 Stephen Jewson

We address the common problem of calculating intervals in the presence of systematic uncertainties. We aim to investigate several approaches, but here describe just a Bayesian technique for setting upper limits. The particular example we…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Joel Heinrich , Craig Blocker , John Conway , Luc Demortier , Louis Lyons , Giovanni Punzi , Pekka K. Sinervo

Expensive ultrasonic anemometers are usually required to measure wind speed accurately. The aim of this work is to overcome the loss of accuracy of a low cost hot-wire anemometer caused by the changes of air temperature, by means of a…

Temperature of a finite-sized system fluctuates due to the thermal fluctuations. However, a systematic mathematical framework for measuring or estimating the temperature is still underdeveloped. Here, we incorporate the estimation theory in…

Statistical Mechanics · Physics 2026-03-17 Shaoyong Zhang , Zhaoyu Fei , Xiaoguang Wang

Aleatoric uncertainty captures the inherent randomness of the data, such as measurement noise. In Bayesian regression, we often use a Gaussian observation model, where we control the level of aleatoric uncertainty with a noise variance…

Machine Learning · Computer Science 2022-03-31 Sanyam Kapoor , Wesley J. Maddox , Pavel Izmailov , Andrew Gordon Wilson

In this paper, we consider the multicollinearity problem in the gamma regression model when model parameters are linearly restricted. The linear restrictions are available from prior information to ensure the validity of scientific theories…

Methodology · Statistics 2023-03-10 Solmaz Seifollahi , Hossein Bevrani , Kaniav Kamary

Projections of future climate change rely heavily on climate models, and combining climate models through a multi-model ensemble is both more accurate than a single climate model and valuable for uncertainty quantification. However,…

Applications · Statistics 2020-02-27 Huang Huang , Dorit Hammerling , Bo Li , Richard Smith

The performance of multipath-enhanced device-free localization severely depends on the information about the propagation paths within the network. While known for the line-of-sight, the propagation paths have yet to be determined for…

Signal Processing · Electrical Eng. & Systems 2024-08-15 Martin Schmidhammer , Christian Gentner , Michael Walter , Stephan Sand , Benjamin Siebler , Uwe-Carsten Fiebig

The redshifted 21 cm line signal is a powerful probe of the cosmic dawn and the epoch of reionization. The global spectrum can potentially be detected with a single antenna and spectrometer. However, this measurement requires an extremely…

Instrumentation and Methods for Astrophysics · Physics 2024-12-10 Shijie Sun , Eloy de Lera Acedo , Fengquan Wu , Bin Yue , Jiacong Zhu , Xuelei Chen

This paper considers the joint impact of non-linear hardware impairments at the base station (BS) and user equipments (UEs) on the uplink performance of single-cell massive MIMO (multiple-input multiple-output) in practical Rician fading…

Information Theory · Computer Science 2022-06-22 Özlem Tugfe Demir , Emil Björnson

In this paper, we consider the extent of the biases that may arise when an unmeasured confounder is omitted from a structural equation model (SEM) and we propose sensitivity analysis techniques to correct for such biases. We give an…

Methodology · Statistics 2021-03-11 Adam J. Sullivan , Tyler J. VanderWeele
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