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We consider in this paper the problem of estimating a parameter matrix from observations which are affected by two types of noise components: (i) a sparse noise sequence which, whenever nonzero can have arbitrarily large amplitude (ii) and…

Systems and Control · Computer Science 2017-11-07 Laurent Bako

In this paper, we study the problem of signal estimation from noisy non-linear measurements when the unknown $n$-dimensional signal is in the range of an $L$-Lipschitz continuous generative model with bounded $k$-dimensional inputs. We make…

Machine Learning · Statistics 2020-10-09 Zhaoqiang Liu , Jonathan Scarlett

In this paper we analyse the behaviour of adaptive filters or detectors when they are trained with $t$-distributed samples rather than Gaussian distributed samples. More precisely we investigate the impact on the distribution of some…

Statistics Theory · Mathematics 2021-03-04 Olivier Besson

In this paper, we consider the problem of signal recovery from 1-bit noisy measurements. We present an efficient method to obtain an estimation of the signal of interest when the measurements are corrupted by white or colored noise. To the…

Information Theory · Computer Science 2019-03-13 Shahin Khobahi , Mojtaba Soltanalian

This paper considers the problem of estimating a periodic function in a continuous time regression model with a general square integrable semimartingale noise. A model selection adaptive procedure is proposed. Sharp non-asymptotic oracle…

Statistics Theory · Mathematics 2009-09-18 Victor Konev , Serguei Pergamenchtchikov

The problem of adaptive multivariate function estimation in the single-index regression model with random design and weak assumptions on the noise is investigated. A novel estimation procedure that adapts simultaneously to the unknown index…

Statistics Theory · Mathematics 2014-01-29 Oleg Lepski , Nora Serdyukova

We study the problem of identifying the parameters of a linear system from its response to multiple unknown waveforms. We assume that the system response is a scaled superposition of time-delayed and frequency-shifted versions of the…

Information Theory · Computer Science 2022-05-25 Mohamed A. Suliman , Wei Dai

A nonparametric learning solution framework is proposed for the global nonlinear robust output regulation problem. We first extend the assumption that the steady-state generator is linear in the exogenous signal to the more relaxed…

Systems and Control · Electrical Eng. & Systems 2024-06-21 Shimin Wang , Martin Guay , Zhiyong Chen , Richard D. Braatz

In this paper, we aim to estimate the direction of an underlying signal from its nonlinear observations following the semi-parametric single index model (SIM). Unlike conventional compressed sensing where the signal is assumed to be sparse,…

Machine Learning · Computer Science 2022-06-02 Jiulong Liu , Zhaoqiang Liu

In the context of filtering chaotic dynamical systems it is well-known that partial observations, if sufficiently informative, can be used to control the inherent uncertainty due to chaos. The purpose of this paper is to investigate, both…

Dynamical Systems · Mathematics 2016-08-30 K. J. H. Law , D. Sanz-Alonso , A. Shukla , A. M. Stuart

In this paper, we study a simple correlation-based strategy for estimating the unknown delay and amplitude of a signal based on a small number of noisy, randomly chosen frequency-domain samples. We model the output of this "compressive…

Information Theory · Computer Science 2016-11-17 Armin Eftekhari , Justin Romberg , Michael B. Wakin

We consider the problem of uncertainty estimation in the context of (non-Bayesian) deep neural classification. In this context, all known methods are based on extracting uncertainty signals from a trained network optimized to solve the…

Machine Learning · Computer Science 2019-04-25 Yonatan Geifman , Guy Uziel , Ran El-Yaniv

In many practical settings one can sequentially and adaptively guide the collection of future data, based on information extracted from data collected previously. These sequential data collection procedures are known by different names,…

Statistics Theory · Mathematics 2013-11-28 Ervin Tánczos , Rui M. Castro

We propose a learning-based approach for estimating the spectrum of a multisinusoidal signal from a finite number of samples. A neural-network is trained to approximate the spectra of such signals on simulated data. The proposed methodology…

Machine Learning · Computer Science 2019-06-03 Gautier Izacard , Brett Bernstein , Carlos Fernandez-Granda

Recent breakthrough results in compressive sensing (CS) have established that many high dimensional signals can be accurately recovered from a relatively small number of non-adaptive linear observations, provided that the signals possess a…

Information Theory · Computer Science 2013-10-17 Akshay Soni , Jarvis Haupt

The adaptive identification of the impulse response of an innovation filter is considered. The impulse response is a finite sum of known basis functions with unknown coefficients. These unknown coefficients are estimated using a…

Methodology · Statistics 2020-02-18 Andrew P. Mullhaupt , Kurt S. Riedel

This paper investigates the state estimation problem for a class of complex networks, in which the dynamics of each node is subject to Gaussian noise, system uncertainties and nonlinearities. Based on a regularized least-squares approach,…

Systems and Control · Electrical Eng. & Systems 2021-03-16 Peihu Duan , Qishao Wang , Zhisheng Duan , Guanrong Chen

We propose a framework for inversion-based estimation of certain categories of faults in discrete-time linear systems. The fault signal, as an unknown input, is reconstructed from its projections onto two subspaces. One projection is…

Systems and Control · Computer Science 2019-02-26 Esmaeil Naderi , Khashayar Khorasani

This paper considers the deconvolution problem in the case where the target signal is multidimensional and no information is known about the noise distribution. More precisely, no assumption is made on the noise distribution and no samples…

Statistics Theory · Mathematics 2021-02-18 Elisabeth Gassiat , Sylvain Le Corff , Luc Lehéricy

Phase retrieval consists in the recovery of an unknown signal from phaseless measurements of its usually complex-valued Fourier transform. Without further assumptions, this problem is notorious to be severe ill posed such that the recovery…

Information Theory · Computer Science 2023-01-19 Robert Beinert , Saghar Rezaei
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