The Wasserstein-Fourier distance for stationary time series

E Cazelles, A Robert, F Tobar - IEEE Transactions on Signal …, 2020 - ieeexplore.ieee.org
We propose the Wasserstein-Fourier (WF) distance to measure the (dis) similarity between
time series by quantifying the displacement of their energy across frequencies. The WF …

Gaussian process deconvolution

F Tobar, A Robert, JF Silva - Proceedings of the Royal …, 2023 - royalsocietypublishing.org
Let us consider the deconvolution problem, ie to recover a latent source x (⋅) from the
observations y=[y 1,…, y N] of a convolution process y= x⋆ h+ η, where η is an additive …

State space expectation propagation: Efficient inference schemes for temporal Gaussian processes

W Wilkinson, P Chang, M Andersen… - … on Machine Learning, 2020 - proceedings.mlr.press
We formulate approximate Bayesian inference in non-conjugate temporal and spatio-
temporal Gaussian process models as a simple parameter update rule applied during …

Combining pseudo-point and state space approximations for sum-separable Gaussian processes

W Tebbutt, A Solin, RE Turner - Uncertainty in artificial …, 2021 - proceedings.mlr.press
Gaussian processes (GPs) are important probabilistic tools for inference and learning in
spatio-temporal modelling problems such as those in climate science and epidemiology …

Debiasing Welch's method for spectral density estimation

LC Astfalck, AM Sykulski, EJ Cripps - Biometrika, 2024 - academic.oup.com
Welch's method provides an estimator of the power spectral density that is statistically
consistent. This is achieved by averaging over periodograms calculated from overlapping …

Probabilistic Model-Based Reinforcement Learning Unmanned Surface Vehicles Using Local Update Sparse Spectrum Approximation

Y Cui, W Shi, H Yang, C Shao… - IEEE Transactions on …, 2023 - ieeexplore.ieee.org
In this article, we focus on the computational efficiency of probabilistic model-based
reinforcement learning (MBRL) in unmanned surface vehicles (USV) under unforeseeable …

Persistence and Ball exponents for Gaussian stationary processes

N Feldheim, O Feldheim, S Mukherjee - arXiv preprint arXiv:2112.04820, 2021 - arxiv.org
Consider a real Gaussian stationary process $ f_\rho $, indexed on either $\mathbb {R} $ or
$\mathbb {Z} $ and admitting a spectral measure $\rho $. We study $\theta_ {\rho}^\ell …

Fully Bayesian Wideband Direction-of-Arrival Estimation and Detection via RJMCMC

K Kim, PT Clemson, JP Reilly, JF Ralph… - arXiv preprint arXiv …, 2024 - arxiv.org
We propose a fully Bayesian approach to wideband, or broadband, direction-of-arrival (DoA)
estimation and signal detection. Unlike previous works in wideband DoA estimation and …

Modeling neonatal EEG using multi-output gaussian processes

V Caro, JH Ho, S Witting, F Tobar - IEEE Access, 2022 - ieeexplore.ieee.org
Neonatal seizures are sudden events in brain activity with detrimental effects in neurological
functions usually related to epileptic fits. Though neonatal seizures can be identified from …

Bayesian reconstruction of Fourier pairs

F Tobar, L Araya-Hernández, P Huijse… - IEEE Transactions on …, 2020 - ieeexplore.ieee.org
In a number of data-driven applications such as detection of arrhythmia, interferometry or
audio compression, observations are acquired indistinctly in the time or frequency domains …