相关论文: Horseshoe shrinkage methods for Bayesian fusion es…

In this paper, a Bayesian fusion technique for remotely sensed multi-band images is presented. The observed images are related to the high spectral and high spatial resolution image to be recovered through physical degradations, e.g.,…

The study of turbulent flows calls for measurements with high resolution both in space and in time. We propose a new approach to reconstruct High-Temporal-High-Spatial resolution velocity fields by combining two sources of information that…

Recovering a low-rank signal matrix from its noisy observation, commonly known as matrix denoising, is a fundamental inverse problem in statistical signal processing. Matrix denoising methods are generally based on shrinkage or thresholding…

We present a Bayesian data fusion method to approximate a posterior distribution from an ensemble of particle estimates that only have access to subsets of the data. Our approach relies on approximate probabilistic inference of model…

The present work describes simulation studies to compare the performances of bayesian wavelet shrinkage methods in estimating component curves from aggregated functional data. To do so, five methods were considered: the bayesian shrinkage…

Harvey et al. (2010) extended the Bayesian estimation method by Sahu et al. (2003) to a multivariate skew-elliptical distribution with a general skewness matrix, and applied it to Bayesian portfolio optimization with higher moments.…

We consider the problem of model selection when grouping structure is inherent within the regressors. Using a Bayesian approach, we model the mean vector by a one-group global-local shrinkage prior belonging to a broad class of such priors…

This paper proposes a generalization of Gaussian mixture models, where the mixture weight is allowed to behave as an unknown function of time. This model is capable of successfully capturing the features of the data, as demonstrated by…

We propose an efficient way to sample from a class of structured multivariate Gaussian distributions which routinely arise as conditional posteriors of model parameters that are assigned a conditionally Gaussian prior. The proposed…

Despite the dominant role of deep models in machine learning, limitations persist, including overconfident predictions, susceptibility to adversarial attacks, and underestimation of variability in predictions. The Bayesian paradigm provides…

Robust Bayesian methods for high-dimensional regression problems under diverse sparse regimes are studied. Traditional shrinkage priors are primarily designed to detect a handful of signals from tens of thousands of predictors in the…

A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…

Heteroscedastic regression considering the varying noises among observations has many applications in the fields like machine learning and statistics. Here we focus on the heteroscedastic Gaussian process (HGP) regression which integrates…

We present a Bayesian method for feature selection in the presence of grouping information with sparsity on the between- and within group level. Instead of using a stochastic algorithm for parameter inference, we employ expectation…

A widely used method to create a continuous representation of a discrete data-set is regression analysis. When the regression model is not based on a mathematical description of the physics underlying the data, heuristic techniques play a…

While offering a principled framework for uncertainty quantification in deep learning, the employment of Bayesian Neural Networks (BNNs) is still constrained by their increased computational requirements and the convergence difficulties…

This paper presents a new Bayesian model and algorithm for nonlinear unmixing of hyperspectral images. The model proposed represents the pixel reflectances as linear combinations of the endmembers, corrupted by nonlinear (with respect to…

Bayesian optimization is widely used for hyperparameter optimization when model evaluations are expensive; however, noisy acquisition estimates can lead to unstable decisions. We identify acquisition estimation noise as a failure mode that…

This paper presents a novel decentralized high-dimensional Bayesian optimization (DEC-HBO) algorithm that, in contrast to existing HBO algorithms, can exploit the interdependent effects of various input components on the output of the…

The integration of semantic information in a map allows robots to understand better their environment and make high-level decisions. In the last few years, neural networks have shown enormous progress in their perception capabilities.…