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Reconstructing an infinite-dimensional signal from a finite set of measurements is a fundamental problem in approximation theory and signal processing. While the generalized sampling (GS) framework provides a robust methodology for…

Functional Analysis · Mathematics 2026-05-25 Luca Finotti , Matteo Santacesaria

We study generative compressed sensing when the measurement matrix is randomly subsampled from a unitary matrix (with the DFT as an important special case). It was recently shown that $\textit{O}(kdn\| \boldsymbol{\alpha}\|_{\infty}^{2})$…

Information Theory · Computer Science 2023-11-21 Aaron Berk , Simone Brugiapaglia , Yaniv Plan , Matthew Scott , Xia Sheng , Ozgur Yilmaz

We investigated the use of the Bayesian inference to restore noise-degraded images under conditions of spatially correlated noise. The generative statistical models used for the original image and the noise were assumed to obey…

Disordered Systems and Neural Networks · Physics 2009-11-07 Jun Tsuzurugi , Masato Okada

In this paper, we have established a new framework of truncated inverse sampling for estimating mean values of non-negative random variables such as binomial, Poisson, hyper-geometrical, and bounded variables. We have derived explicit…

Statistics Theory · Mathematics 2013-11-05 Xinjia Chen

Stochastic-gradient sampling methods are often used to perform Bayesian inference on neural networks. It has been observed that the methods in which notions of differential geometry are included tend to have better performances, with the…

Machine Learning · Computer Science 2024-04-02 Hanlin Yu , Marcelo Hartmann , Bernardo Williams , Arto Klami

Modulo sampling is a promising technology to preserve amplitude information that exceeds the observable range of analog-to-digital converters during the digitization of analog signals. Since conventional methods typically reconstruct the…

Signal Processing · Electrical Eng. & Systems 2026-02-19 Haruka Kobayashi , Ryo Hayakawa

This paper offers a characterization of fundamental limits on the classification and reconstruction of high-dimensional signals from low-dimensional features, in the presence of side information. We consider a scenario where a decoder has…

The famous Fourier theorem states that, under some restrictions, any periodic function (or real world signal) can be obtained as a sum of sinusoids, and hence, a technique exists for decomposing a signal into its sinusoidal components. From…

Numerical Analysis · Computer Science 2008-04-24 Sossio Vergara

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 approaches is closely related to the alternating direction…

Methodology · Statistics 2019-03-27 Maxime Vono , Nicolas Dobigeon , Pierre Chainais

Nonparametric extension of tensor regression is proposed. Nonlinearity in a high-dimensional tensor space is broken into simple local functions by incorporating low-rank tensor decomposition. Compared to naive nonparametric approaches, our…

Machine Learning · Statistics 2016-03-09 Masaaki Imaizumi , Kohei Hayashi

In this paper we study the compressive sensing effects on 2D signals exhibiting sparsity in 2D DFT domain. A simple algorithm for reconstruction of randomly under-sampled data is proposed. It is based on the analytically determined…

Information Theory · Computer Science 2015-11-17 Srdjan Stankovic , Irena Orovic

The general method to obtain solutions of the Maxwellian equations from scalar representatives is developed and applied to the diffraction of electromagnetic waves. Kirchhoff's integral is modified to provide explicit expressions for these…

Optics · Physics 2019-03-27 Ulrich Brosa

This work develops a Bayesian non-parametric approach to signal separation where the signals may vary according to latent variables. Our key contribution is to augment Gaussian Process Latent Variable Models (GPLVMs) for the case where each…

Machine Learning · Statistics 2025-03-20 James Odgers , Ruby Sedgwick , Chrysoula Kappatou , Ruth Misener , Sarah Filippi

A recent trend in the signal/image processing literature is the optimization of Fourier sampling schemes for specific datasets of signals. In this paper, we explain why choosing optimal non Cartesian Fourier sampling patterns is a difficult…

Optimization and Control · Mathematics 2022-07-22 Frédéric de Gournay , Alban Gossard , Pierre Weiss

In this brief paper, we present a simple approach to estimate the variance of measurement noise with time-varying 1-D signals. The proposed approach exploits the relationship between the noise variance and the variance of the prediction…

Signal Processing · Electrical Eng. & Systems 2021-04-09 Qin Li , Junchan Zhao

The development of wavelet theory has in recent years spawned applications in signal processing, in fast algorithms for integral transforms, and in image and function representation methods. This last application has stimulated interest in…

Methodology · Statistics 2009-09-29 Anestis Antoniadis

Graph sampling addresses the problem of selecting a node subset in a graph to collect samples, so that a K-bandlimited signal can be reconstructed in high fidelity. Assuming an independent and identically distributed (i.i.d.) noise model,…

Signal Processing · Electrical Eng. & Systems 2019-10-23 Fen Wang , Gene Cheung , Yongchao Wang

We present a computationally efficient algorithm for stable numerical differentiation from noisy, uniformly-sampled data on a bounded interval. The method combines multi-interval Fourier extension approximations with an adaptive domain…

Numerical Analysis · Mathematics 2025-08-29 Zhenyu Zhao , Yanfei Wang , Xinran Liu

Correlation between microstructure noise and latent financial logarithmic returns is an empirically relevant phenomenon with sound theoretical justification. With few notable exceptions, all integrated variance estimators proposed in the…

Computation · Statistics 2019-05-29 Stefano Peluso , Antonietta Mira , Pietro Muliere

A new approach of obtaining stratified random samples from statistically dependent random variables is described. The proposed method can be used to obtain samples from the input space of a computer forward model in estimating expectations…

Methodology · Statistics 2019-11-25 Anirban Mondal , Abhijit Mandal