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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…

信号处理 · 电气工程与系统科学 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…

机器学习 · 统计学 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…

机器学习 · 计算机科学 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…

信息论 · 计算机科学 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…

统计方法学 · 统计学 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…

数值分析 · 数学 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…

机器人学 · 计算机科学 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.…

统计理论 · 数学 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…

天体物理学 · 物理学 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.

大气与海洋物理 · 物理学 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…

数据分析、统计与概率 · 物理学 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…

统计力学 · 物理学 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…

机器学习 · 计算机科学 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…

统计方法学 · 统计学 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,…

应用统计 · 统计学 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…

信号处理 · 电气工程与系统科学 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…

天体物理仪器与方法 · 物理学 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…

信息论 · 计算机科学 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…

统计方法学 · 统计学 2021-03-11 Adam J. Sullivan , Tyler J. VanderWeele
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