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Motivated by studies of indirect measurements in quantum mechanics, we investigate stochastic differential equations with a fixed point subject to an additional infinitesimal repulsive perturbation. We conjecture, and prove for an important…

Mathematical Physics · Physics 2018-07-18 Michel Bauer , Denis Bernard

The observations in many applications consist of counts of discrete events, such as photons hitting a detector, which cannot be effectively modeled using an additive bounded or Gaussian noise model, and instead require a Poisson noise…

Optimization and Control · Mathematics 2011-10-13 Zachary T. Harmany , Roummel F. Marcia , Rebecca M. Willett

This article proposes an estimation method to detect breakpoints for linear time series models with their parameters that jump scarcely. Its basic idea owes the group LASSO (group least absolute shrinkage and selection operator). The method…

Econometrics · Economics 2022-02-08 Mikio Ito

In this paper, we consider the problem of recovering an unknown sparse signal $\xv_0 \in \mathbb{R}^n$ from noisy linear measurements $\yv = \Hm \xv_0+ \zv \in \mathbb{R}^m$. A popular approach is to solve the $\ell_1$-norm regularized…

Information Theory · Computer Science 2018-08-14 Ayed M. Alrashdi , Ismail Ben Atitallah , Tareq Y. Al-Naffouri , Mohamed-Slim Alouini

Unforeseen particle accelerator interruptions, also known as interlocks, lead to abrupt operational changes despite being necessary safety measures. These may result in substantial loss of beam time and perhaps even equipment damage. We…

Accelerator Physics · Physics 2023-03-17 Sichen Li , Jochem Snuverink , Fernando Perez-Cruz , Andreas Adelmann

We consider the following signal recovery problem: given a measurement matrix $\Phi\in \mathbb{R}^{n\times p}$ and a noisy observation vector $c\in \mathbb{R}^{n}$ constructed from $c = \Phi\theta^* + \epsilon$ where $\epsilon\in…

Machine Learning · Statistics 2013-07-23 Ji Liu , Lei Yuan , Jieping Ye

We investigate the sparse spikes deconvolution problem onto spaces of algebraic polynomials. Our framework encompasses the measure reconstruction problem from a combination of noiseless and noisy moment measurements. We study a TV-norm…

Statistics Theory · Mathematics 2015-05-28 Yohann De Castro , Guillaume Mijoule

In this paper, we explore the problems of detecting the number of narrow-band, far-field targets and estimating their corresponding directions of arrivals (DoAs) from single snapshot measurements. We use the principles of sparse signal…

Applications · Statistics 2017-09-12 Rakshith Jagannath

Compressed Sensing suggests that the required number of samples for reconstructing a signal can be greatly reduced if it is sparse in a known discrete basis, yet many real-world signals are sparse in a continuous dictionary. One example is…

Information Theory · Computer Science 2015-07-24 Yuanxin Li , Yuejie Chi

We study the problem of localizing multiple sources of forced oscillations (FOs) and estimating their characteristics, such as frequency, phase, and amplitude, using noisy PMU measurements. For each source location, we model the input…

Applications · Statistics 2022-01-21 Rajasekhar Anguluri , Nima Taghipourbazargani , Oliver Kosut , Lalitha Sankar

In this paper, we propose a two-step procedure based on the group LASSO estimator in combination with a backward elimination algorithm to detect multiple structural breaks in linear regressions with multivariate responses. Applying the…

Econometrics · Economics 2024-09-24 Karsten Schweikert

We consider the inverse scattering problem for time-harmonic acoustic waves in a medium with pointwise inhomogeneities. In the Foldy-Lax model, the estimation of the scatterers' locations and intensities from far field measurements can be…

Numerical Analysis · Mathematics 2024-07-25 Giovanni S. Alberti , Romain Petit , Matteo Santacesaria

The Least Absolute Shrinkage and Selection Operator (LASSO) has gained attention in a wide class of continuous parametric estimation problems with promising results. It has been a subject of research for more than a decade. Due to the…

Computation · Statistics 2015-04-13 Ashkan Panahi , Mats Viberg

Compressed sensing deals with the reconstruction of sparse signals using a small number of linear measurements. One of the main challenges in compressed sensing is to find the support of a sparse signal. In the literature, several bounds on…

Information Theory · Computer Science 2009-11-26 Ali Hormati , Amin Karbasi , Soheil Mohajer , Martin Vetterli

This paper characterizes the performance of massive multiuser spatial modulation MIMO systems, when a regularized form of the least-squares method is used for detection. For a generic distortion function and right unitarily invariant…

Information Theory · Computer Science 2020-11-18 Ali Bereyhi , Saba Asaad , Bernhard Gäde , Ralf R. Müller , H. Vincent Poor

Reliable spike detection and sorting, the process of assigning each detected spike to its originating neuron, is an essential step in the analysis of extracellular electrical recordings from neurons. The volume and complexity of the data…

Neurons and Cognition · Quantitative Biology 2018-09-05 Matthias H. Hennig , Cole Hurwitz , Martino Sorbaro

Sparse sequences of neural spikes are posited to underlie aspects of working memory, motor production, and learning. Discovering these sequences in an unsupervised manner is a longstanding problem in statistical neuroscience. Promising…

Machine Learning · Statistics 2020-10-13 Alex H. Williams , Anthony Degleris , Yixin Wang , Scott W. Linderman

Automated model discovery of partial differential equations (PDEs) usually considers a single experiment or dataset to infer the underlying governing equations. In practice, experiments have inherent natural variability in parameters,…

Machine Learning · Statistics 2021-11-25 Georges Tod , Gert-Jan Both , Remy Kusters

Many real-world phenomena can be represented by a spatio-temporal signal: where, when, and how much. Social media is a tantalizing data source for those who wish to monitor such signals. Unlike most prior work, we assume that the target…

Artificial Intelligence · Computer Science 2012-04-11 Jun-Ming Xu , Aniruddha Bhargava , Robert Nowak , Xiaojin Zhu

A common problem in the sciences is that a signal of interest is observed only indirectly, through smooth functionals of the signal whose values are then obscured by noise. In such inverse problems, the functionals dampen or entirely…

Methodology · Statistics 2012-07-04 Darren Homrighausen , Christopher R. Genovese