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A greedy algorithm is proposed for sparse-sensor selection in reduced-order sensing that contains correlated noise in measurement. The sensor selection is carried out by maximizing the determinant of the Fisher information matrix in a…

最优化与控制 · 数学 2021-04-28 Keigo Yamada , Yuji Saito , Koki Nankai , Taku Nonomura , Keisuke Asai , Daisuke Tsubakino

The Bayesian Conjugate Gradient method (BayesCG) is a probabilistic generalization of the Conjugate Gradient method (CG) for solving linear systems with real symmetric positive definite coefficient matrices. Our CG-based implementation of…

数值分析 · 数学 2022-10-04 Tim W. Reid , Ilse C. F. Ipsen , Jon Cockayne , Chris J. Oates

Knowing the correct skull conductivity is crucial for the accuracy of EEG source imaging, but unfortunately, its true value, which is inter- and intra-individually varying, is difficult to determine. In this paper, we propose a statistical…

We propose a recursive Bayesian estimation procedure for multivariate autoregressive models with exogenous inputs based on message passing in a factor graph. Unlike recursive least-squares, our method produces full posterior distributions…

信号处理 · 电气工程与系统科学 2025-06-04 T. N. Nisslbeck , Wouter M. Kouw

The quality of requirements specifications may impact subsequent, dependent software engineering (SE) activities. However, empirical evidence of this impact remains scarce and too often superficial as studies abstract from the phenomena…

软件工程 · 计算机科学 2024-02-19 Julian Frattini , Davide Fucci , Richard Torkar , Daniel Mendez

A fast matching pursuit method using a Bayesian approach is introduced for sparse signal recovery. This method, referred to as nGpFBMP, performs Bayesian estimates of sparse signals even when the signal prior is non-Gaussian or unknown. It…

其他统计学 · 统计学 2012-06-20 Mudassir Masood , Tareq Al-Naffouri

Sparse Bayesian factor models are routinely implemented for parsimonious dependence modeling and dimensionality reduction in high-dimensional applications. We provide theoretical understanding of such Bayesian procedures in terms of…

统计理论 · 数学 2014-06-03 Debdeep Pati , Anirban Bhattacharya , Natesh S. Pillai , David Dunson

Bayesian Optimization is a popular approach for optimizing expensive black-box functions. Its key idea is to use a surrogate model to approximate the objective and, importantly, quantify the associated uncertainty that allows a sequential…

机器学习 · 统计学 2025-02-05 Haoxian Chen , Henry Lam

Intuitive human-machine interfaces may be developed using pattern classification to estimate executed human motions from electromyogram (EMG) signals generated during muscle contraction. The continual use of EMG-based interfaces gradually…

信号处理 · 电气工程与系统科学 2023-10-03 Seitaro Yoneda , Akira Furui

This work aims at developing new methodologies to optimize computational costly complex systems (e.g., aeronautical engineering systems). The proposed surrogate-based method (often called Bayesian optimization) uses adaptive sampling to…

Learning vector autoregressive models from multivariate time series is conventionally approached through least squares or maximum likelihood estimation. These methods typically assume a fully connected model which provides no direct insight…

统计计算 · 统计学 2021-09-24 Kimmo Suotsalo , Yingying Xu , Jukka Corander , Johan Pensar

For civil structures, structural damage due to severe loading events such as earthquakes, or due to long-term environmental degradation, usually occurs in localized areas of a structure. A new sparse Bayesian probabilistic framework for…

应用统计 · 统计学 2015-07-02 Yong Huang , James L. Beck

The traditional two-stage approach to causal inference first identifies a single causal model (or equivalence class of models), which is then used to answer causal queries. However, this neglects any epistemic model uncertainty. In…

机器学习 · 计算机科学 2025-04-25 Christian Toth , Christian Knoll , Franz Pernkopf , Robert Peharz

Models with dimension more than the available sample size are now commonly used in various applications. A sensible inference is possible using a lower-dimensional structure. In regression problems with a large number of predictors, the…

统计理论 · 数学 2025-11-25 Sayantan Banerjee , Ismaël Castillo , Subhashis Ghosal

Sparse deep learning aims to address the challenge of huge storage consumption by deep neural networks, and to recover the sparse structure of target functions. Although tremendous empirical successes have been achieved, most sparse deep…

机器学习 · 统计学 2020-11-17 Jincheng Bai , Qifan Song , Guang Cheng

Quantile regression, a robust method for estimating conditional quantiles, has advanced significantly in fields such as econometrics, statistics, and machine learning. In high-dimensional settings, where the number of covariates exceeds…

机器学习 · 统计学 2024-09-04 The Tien Mai

M/EEG source localization is an open research issue. To solve it, it is important to have good knowledge of several physical parameters to build a reliable head operator. Amongst them, the value of the conductivity of the human skull has…

统计方法学 · 统计学 2017-01-06 Facundo Costa , Hadj Batatia , Thomas Oberlin , Jean-Yves Tourneret

The proliferation of automated inference algorithms in Bayesian statistics has provided practitioners newfound access to fast, reproducible data analysis and powerful statistical models. Designing automated methods that are also both…

机器学习 · 统计学 2019-10-29 Trevor Campbell , Boyan Beronov

Sparsity constraints on the control inputs of a linear dynamical system naturally arise in several practical applications such as networked control, computer vision, seismic signal processing, and cyber-physical systems. In this work, we…

系统与控制 · 电气工程与系统科学 2024-09-11 Rupam Kalyan Chakraborty , Geethu Joseph , Chandra R. Murthy

Randomized experiments have become a cornerstone of evidence-based decision-making in contexts ranging from online platforms to public health. However, in experimental settings with network interference, a unit's treatment can influence…

机器学习 · 计算机科学 2025-10-22 Sadegh Shirani , Yuwei Luo , William Overman , Ruoxuan Xiong , Mohsen Bayati