58 citations · 304 across the 27 of their papers we have counts for
8 papers · 1 filter
Efficient sampling of non log-concave posterior distributions with mixture of noises
Pierre Palud, Pierre-Antoine Thouvenin, Pierre Chainais +2
This paper focuses on a challenging class of inverse problems that is often encountered in applications. The forward model is a complex non-linear black-box, potentially non-inject…
A Distributed Block-Split Gibbs Sampler with Hypergraph Structure for High-Dimensional Inverse Problems
Pierre-Antoine Thouvenin, Audrey Repetti, Pierre Chainais
Sampling-based algorithms are classical approaches to perform Bayesian inference in inverse problems. They provide estimators with the associated credibility intervals to quantify…
Asymptotically exact data augmentation: models, properties and algorithms
Maxime Vono, Nicolas Dobigeon, Pierre Chainais
Data augmentation, by the introduction of auxiliary variables, has become an ubiquitous technique to improve convergence properties, simplify the implementation or reduce the compu…
Split-and-augmented Gibbs sampler - Application to large-scale inference problems
Maxime Vono, Nicolas Dobigeon, Pierre Chainais
This paper derives two new optimization-driven Monte Carlo algorithms inspired from variable splitting and data augmentation. In particular, the formulation of one of the proposed…
On the zeros of the spectrogram of white noise
Rémi Bardenet, Julien Flamant, Pierre Chainais
In a recent paper, Flandrin [2015] has proposed filtering based on the zeros of a spectrogram, using the short-time Fourier transform and a Gaussian window. His results are based o…
Spectral analysis of stationary random bivariate signals
Julien Flamant, Nicolas Le Bihan, Pierre Chainais
A novel approach towards the spectral analysis of stationary random bivariate signals is proposed. Using the Quaternion Fourier Transform, we introduce a quaternion-valued spectral…