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Goal-driven Bayesian Optimal Experimental Design for Robust Decision-Making Under Model Uncertainty Deployment-complete benchmarking Mapping the Schedule x Bit-Width Boundary in Sub-100M Quantisation-Aware Training On the Benefits of Free Exploration for Regret Minimization in Multi-Armed Bandits Efficient Benchmarking Is Just Feature Selection and Multiple Regression The Behavioral Credibility Trilemma: When Calibrated Autonomy Becomes Impossible Courtroom Analogy: New Perspective on Uncertainty-Aware Classification Sample correlation adjustments for robust Multi-fidelity Monte Carlo under limited pilot sampling Mixture-of-Finite-Mixtures Wishart Model for Clustering Covariance Matrices with an Application to Brain Functional Connectivity A Direct Variance Estimation (DiVE) for Meta-Analysis of Median Differences Regulatory Considerations for Using Artificial Intelligence Models to Reduce Sample Sizes in Registrational Studies Generalized Rank Regression The frame problem in 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Fully Bayesian Wideband Direction-of-Arrival Estimation and Detection via RJMCMC
Kyurae Kim, Philip T. Clemson, James P. Reilly, Jason F. Ralph, · 2024-12-12 · via stat updates on arXiv.org

Consider an array receiving unknown wideband signals from an unknown number of sources $k$. Wideband signals can occupy arbitrarily wide bandwidths, rendering demodulation-based approaches inapplicable, a common situation in settings involving acoustic signals. Here, we aim to determine $k$ given $N$ noisy array-valued measurements, a task known as the "detection problem," for which Bayesian model comparison is a common approach. To render Bayesian inference tractable, it is typically necessary to marginalize the source signals. Unfortunately, for wideband signals, naive marginalization has an unaffordable time complexity of $\mathcal{O}(N^3 k^3)$. As a result, fully Bayesian signal detection has yet to be demonstrated in wideband settings. In this work, we propose a wideband signal model that allows for computationally tractable marginalization of the source signals. We begin from the canonical model of linear time-invariant (LTI) signal propagation, which is then augmented into a circular convolution, all without loss of generality. This allows for efficient computation in the frequency domain, where the resulting linear system admits a decomposition into a sparse matrix we refer to as a \textit{stripe matrix decomposition}. Exploiting this sparsity pattern reduces the time complexity of computing the marginal likelihood to $\mathcal{O}(N k^3)$. These computational improvements enable efficient posterior inference via reversible-jump Markov chain Monte Carlo (RJMCMC). In this work, we use the non-reversible extension of RJMCMC (NRJMCMC), which often achieves lower autocorrelation and faster convergence than RJMCMC. Detection of the latent source signals can then be performed in a fully Bayesian manner using samples drawn by NRJMCMC. We evaluate our procedure by comparing it against generalized likelihood ratio testing (GLRT) and information criteria.