Related papers: Processing stationary noise: model and parameter s…
An approximation to the solution of a stochastic parabolic equation is constructed using the Galerkin approximation followed by the Wiener Chaos decomposition. The result is applied to the nonlinear filtering problem for the time…
Both for the theoretical and practical treatment of Inverse Problems, the modeling of the noise is a crucial part. One either models the measurement via a deterministic worst-case error assumption or assumes a certain stochastic behavior of…
In this article we prove large deviations principles for high minima of Gaussian processes with nonnegatively correlated increments on arbitrary intervals. Furthermore, we prove large deviations principles for the increments of such…
Experimental datasets are growing rapidly in size, scope, and detail, but the value of these datasets is limited by unwanted measurement noise. It is therefore tempting to apply analysis techniques that attempt to reduce noise and enhance…
The ability of Gaussian noise to induce ordered states in dynamical systems is here presented in an overview of the main stochastic mechanisms able to generate spatial patterns. These mechanisms involve: (i) a deterministic local dynamics…
In a stochastic noise setting the Lepskij balancing principle for choosing the regularization parameter in the regularization of inverse problems is depending on a parameter $\tau$ which in the currently known proofs is depending on the…
The use of Gaussian process models is typically limited to datasets with a few tens of thousands of observations due to their complexity and memory footprint. The two most commonly used methods to overcome this limitation are 1) the…
This paper considers the problem of computing Bayesian estimates of both states and model parameters for nonlinear state-space models. Generally, this problem does not have a tractable solution and approximations must be utilised. In this…
This paper suggests a nonparametric scheme to find the sparse solution of the underdetermined system of linear equations in the presence of unknown impulsive or non-Gaussian noise. This approach is robust against any variations of the noise…
Noise, an unwanted component in an image, can be the reason for the degradation of Image at the time of transmission or capturing. Noise reduction from images is still a challenging task. Digital Image Processing is a component of Digital…
Denoising stationary process $(X_i)_{i \in Z}$ corrupted by additive white Gaussian noise is a classic and fundamental problem in information theory and statistical signal processing. Despite considerable progress in designing efficient…
We consider continuous-time sparse stochastic processes from which we have only a finite number of noisy/noiseless samples. Our goal is to estimate the noiseless samples (denoising) and the signal in-between (interpolation problem). By…
White noise is a fundamental and fairly well understood stochastic process that conforms the conceptual basis for many other processes, as well as for the modeling of time series. Here we push a fresh perspective toward white noise that,…
We study weighted Tikhonov regularization for large-scale linear discrete ill-posed problems with random noise. Under a polynomial upper-bound assumption on the generalized eigenvalues of the discrete forward operator, we derive stochastic…
Non-local self-similarity based low rank algorithms are the state-of-the-art methods for image denoising. In this paper, a new method is proposed by solving two issues: how to improve similar patches matching accuracy and build an…
We show that two dynamical systems exhibiting very different deterministic behaviours possess very similar stationary distributions when stabilized by a multiplicative Gaussian white noise. We also discuss practical aspects of numerically…
We consider the optimal transport problem between multivariate Gaussian stationary stochastic processes. The transportation effort is the variance of the filtered discrepancy process. The main contribution of this technical note is to show…
A simple variogram model with two parameters is presented that includes the power variogram for the fractional Brownian motion, a modified De Wijsian model, the generalized Cauchy model and the multiquadrics model. One parameter controls…
We apply classical and Bayesian lasso regularizations to a family of models with the presence of mixture and process variables. We analyse the performance of these estimates with respect to ordinary least squares estimators by a simulation…
Within Bayesian state estimation, considerable effort has been devoted to incorporating constraints into state estimation for process optimization, state monitoring, fault detection and control. Nonetheless, in the domain of state-space…