—We consider the Bayesian inference of a random Gaussian vector in a linear model with a random Gaussian matrix. We review two approaches to finding the MAP estimator for this m...
We consider the problem of estimating the uncertainty in large-scale linear statistical inverse problems with high-dimensional parameter spaces within the framework of Bayesian inf...
H. P. Flath, Lucas C. Wilcox, Volkan Akcelik, Judi...
Abstract--Interior-point methods are state-of-the-art algorithms for solving linear programming (LP) problems with polynomial complexity. Specifically, the Karmarkar algorithm typi...
Danny Bickson, Yoav Tock, Ori Shental, Danny Dolev
In this paper, we consider the problem of estimating an unknown deterministic parameter vector in a linear regression model with random Gaussian uncertainty in the mixing matrix. W...
Time-series segmentation in the fully unsupervised scenario in which the number of segment-types is a priori unknown is a fundamental problem in many applications. We propose a Ba...