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Given a Gaussian Markov random field, we consider the problem of selecting a subset of variables to observe which minimizes the total expected squared prediction error of the unobserved variables. We first show that finding an exact…
We consider the problem of distributedly estimating Gaussian processes in multi-agent frameworks. Each agent collects few measurements and aims to collaboratively reconstruct a common estimate based on all data. Agents are assumed with…
New results suggest strong limits to the feasibility of classifying human brain activity evoked from image stimuli, as measured through EEG. Considerable prior work suffers from a confound between the stimulus class and the time since the…
We consider estimating the predictive density under Kullback-Leibler loss in an $\ell_0$ sparse Gaussian sequence model. Explicit expressions of the first order minimax risk along with its exact constant, asymptotically least favorable…
This work addresses the problem of simulating Gaussian random fields that are continuously indexed over a class of metric graphs, termed graphs with Euclidean edges, being more general and flexible than linear networks. We introduce three…
We develop new efficient online algorithms for detecting transient sparse signals in TEM video sequences, by adopting the recently developed framework for sequential detection jointly with online convex optimization [1]. We cast the problem…
The goal of this paper is to characterize the best achievable performance for the problem of estimating an unknown parameter having a sparse representation. Specifically, we consider the setting in which a sparsely representable…
The detection of anomalous activity in graphs is a statistical problem that arises in many applications, such as network surveillance, disease outbreak detection, and activity monitoring in social networks. Beyond its wide applicability,…
Sparse high dimensional graphical model selection is a popular topic in contemporary machine learning. To this end, various useful approaches have been proposed in the context of $\ell_1$-penalized estimation in the Gaussian framework.…
This paper focuses on the outline of some computational methods for the approximate solution of the integral equations for the neuronal firing probability density and an algorithm for the generation of sample-paths in order to construct…
We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to solve a maximum likelihood problem with an added l_1-norm…
We give an overview of the recent asymptotic results on the geometry of excursion sets of stationary random fields. Namely, we cover a number of limit theorems of central type for the volume of excursions of stationary (quasi--, positively…
Analysis of brain imaging scans is critical to understanding the way the human brain functions, which can be leveraged to treat injuries and conditions that affect the quality of life for a significant portion of the human population. In…
Detection of a signal under noise is a classical signal processing problem. When monitoring spatial phenomena under a fixed budget, i.e., either physical, economical or computational constraints, the selection of a subset of available…
Recovery of the sparsity pattern (or support) of an unknown sparse vector from a small number of noisy linear measurements is an important problem in compressed sensing. In this paper, the high-dimensional setting is considered. It is shown…
In this paper, we focus on statistical region-based active contour models where image features (e.g. intensity) are random variables whose distribution belongs to some parametric family (e.g. exponential) rather than confining ourselves to…
Head movement during scanning impedes activation detection in fMRI studies. Head motion in fMRI acquired using slice-based Echo Planar Imaging (EPI) can be estimated and compensated by aligning the images onto a reference volume through…
This paper presents optimization issues of energy detection (ED) thresholds in cooperative spectrum sensing (CSS) with regard to general Gaussian noise. Enhanced ED thresholds are proposed to overcome sensitivity of multiple noise…
In this work we derive two computationally efficient frequentist detection statistics that can be used in searches for gravitational-wave bursts with memory in pulsar timing data. By maximizing the likelihood ratio in two different ways we…
We describe an efficient, scalable Gaussian boson sampler based on a classical description of squeezed quantum light and a deterministic model of single-photon detectors that click when the incident amplitude falls above a given threshold.…