相关论文: Summarizing posterior distributions in signal deco…
Inverse problems constrained by partial differential equations are often ill-conditioned due to noisy and incomplete data or inherent non-uniqueness. A prominent example is full waveform inversion, which estimates Earth's subsurface…
Monte Carlo (MC) generators are crucial for analyzing data in particle collider experiments. However, often even a small mismatch between the MC simulations and the measurements can undermine the interpretation of the results. This is…
We study probit regression from a Bayesian perspective and give an alternative form for the posterior distribution when the prior distribution for the regression parameters is the uniform distribution. This new form allows simple Monte…
Variational Bayes (VB) is a popular tool for Bayesian inference in statistical modeling. Recently, some VB algorithms are proposed to handle intractable likelihoods with applications such as approximate Bayesian computation. In this paper,…
In this article we consider Bayesian parameter inference associated to partially-observed stochastic processes that start from a set B0 and are stopped or killed at the first hitting time of a known set A. Such processes occur naturally…
Uncertainty quantification is essential when dealing with ill-conditioned inverse problems due to the inherent nonuniqueness of the solution. Bayesian approaches allow us to determine how likely an estimation of the unknown parameters is…
Intractable posterior distributions of parameters with intractable normalizing constants depending upon the parameters are known as doubly intractable posterior distributions. The terminology itself indicates that obtaining Bayesian…
We investigate the asymptotic behavior of Bayesian posterior distributions under independent and identically distributed ($i.i.d.$) misspecified models. More specifically, we study the concentration of the posterior distribution on…
This paper studies a problem of Bayesian parameter estimation for a sequence of scaled counting processes whose weak limit is a Brownian motion with an unknown drift. The main result of the paper is that the limit of the posterior…
We propose a distributed Bayesian quickest change detection algorithm for sensor networks, based on a random gossip inter-sensor communication structure. Without a control or fusion center, each sensor executes its local change detection…
Recent advances in stochastic gradient techniques have made it possible to estimate posterior distributions from large datasets via Markov Chain Monte Carlo (MCMC). However, when the target posterior is multimodal, mixing performance is…
Probabilistic (or Bayesian) modeling and learning offers interesting possibilities for systematic representation of uncertainty using probability theory. However, probabilistic learning often leads to computationally challenging problems.…
We propose to view non-rigid surface registration as a probabilistic inference problem. Given a target surface, we estimate the posterior distribution of surface registrations. We demonstrate how the posterior distribution can be used to…
Distribution regression has recently attracted much interest as a generic solution to the problem of supervised learning where labels are available at the group level, rather than at the individual level. Current approaches, however, do not…
In this article, we describe a {\tt R} package for sampling from an empirical likelihood-based posterior using a Hamiltonian Monte Carlo method. Empirical likelihood-based methodologies have been used in Bayesian modeling of many problems…
This paper studies distributed Bayesian learning in a setting encompassing a central server and multiple workers by focusing on the problem of mitigating the impact of stragglers. The standard one-shot, or embarrassingly parallel, Bayesian…
We consider the problem of sampling from the posterior distribution of a $d$-dimensional coefficient vector $\boldsymbol{\theta}$, given linear observations $\boldsymbol{y} = \boldsymbol{X}\boldsymbol{\theta}+\boldsymbol{\varepsilon}$. In…
In Bayesian inference, we seek to compute information about random variables such as moments or quantiles on the basis of {available data} and prior information. When the distribution of random variables is {intractable}, Monte Carlo (MC)…
We propose a Bayesian approach to joint source separation and restoration for astrophysical diffuse sources. We constitute a prior statistical model for the source images by using their gradient maps. We assume a t-distribution for the…
Recent advancements in solving Bayesian inverse problems have spotlighted denoising diffusion models (DDMs) as effective priors. Although these have great potential, DDM priors yield complex posterior distributions that are challenging to…