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A Refined Generalization Analysis for Extreme Multi-class Supervised Contrastive Representation Learning Ensemble Distributionally Robust Bayesian Optimisation The Proxy Presumption: From Semantic Embeddings to Valid Social Measures Modulated learning for private and distributed regression with just a single sample per client device Query-efficient model evaluation using cached responses Functional-prior-based approaches to Bayesian PDE-constrained inversion using physics-informed neural networks Optimal Experiments for Partial Causal Effect Identification Order-Agnostic Autoregressive Modelling with Missing Data Grokking or Glitching? How Low-Precision Drives Slingshot Loss Spikes Tuning Derivatives for Causal Fairness in Machine Learning Spherical Flows for Sampling Categorical Data Bayesian Rain Field Reconstruction using Commercial Microwave Links and Diffusion Model Priors GRALIS: A Unified Canonical Framework for Linear Attribution Methods via Riesz Representation Sharp Capacity Thresholds in Linear Associative Memory: From Winner-Take-All to Listwise Retrieval Unified Framework of Distributional Regret in Multi-Armed Bandits and Reinforcement Learning Jacobian-Velocity Bounds for Deployment Risk Under Covariate Drift Self-Attention as Transport: Limits of Symmetric Spectral Diagnostics Perturbation is All You Need for Extrapolating Language Models Adapt or Forget: Provable Tradeoffs Between Adam and SGD in Nonstationary Optimization Realizable Bayes-Consistency for General Metric Losses Graph Convolutional Support Vector Regression for Robust Spatiotemporal Forecasting of Urban Air Pollution Segmenting Human-LLM Co-authored Text via Change Point Detection Stochastic Schrödinger Diffusion Models for Pure-State Ensemble Generation Understanding Self-Supervised Learning via Latent Distribution Matching The Geometric Mechanics of Contrastive Representation Learning: Alignment Potentials, Entropic Dispersion, and Cross-modal Divergence Imbalanced Classification under Capacity Constraints On the Spectral Structure and Objective Equivalence of Orthogonal Multilabel Fisher Discriminants Partially Observed Structural Causal Models First-Order Efficiency for Probabilistic Value Estimation via A Statistical Viewpoint Robust and Fast Training via Per-Sample Clipping
Fully Bayesian Wideband Direction-of-Arrival Estimation a...
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.