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We propose a nonparametric density estimator based on the Gaussian process (GP) and derive three novel closed form learning algorithms based on Fisher divergence (FD) score matching. The density estimator is formed by multiplying a base…
The least mean-square (LMS) filter is one of the most common adaptive linear estimation algorithms. In many practical scenarios, and particularly in digital communications systems, the signal of interest (SOI) and the input signal are…
A Bayesian filtering algorithm is developed for a class of state-space systems that can be modelled via Gaussian mixtures. In general, the exact solution to this filtering problem involves an exponential growth in the number of mixture…
For enhancing noisy signals, machine-learning based single-channel speech enhancement schemes exploit prior knowledge about typical speech spectral structures. To ensure a good generalization and to meet requirements in terms of…
State filtering is a key problem in many signal processing applications. From a series of noisy measurement, one would like to estimate the state of some dynamic system. Existing techniques usually adopt a Gaussian noise assumption which…
Mixture models, such as Gaussian mixture models, are widely used in machine learning to represent complex data distributions. A key challenge, especially in high-dimensional settings, is to determine the mixture order and estimate the…
We generalize the popular ensemble Kalman filter to an ensemble transform filter where the prior distribution can take the form of a Gaussian mixture or a Gaussian kernel density estimator. The design of the filter is based on a continuous…
We present a comparison between various algorithms of inference of covariance and precision matrices in small datasets of real vectors, of the typical length and dimension of human brain activity time series retrieved by functional Magnetic…
We propose a low complexity graph-based linear minimum mean square error (LMMSE) equalizer which considers both the intersymbol interference (ISI) and the effect of non-white noise inherent in Faster-than-Nyquist (FTN) signaling. In order…
A general framework for solving image inverse problems is introduced in this paper. The approach is based on Gaussian mixture models, estimated via a computationally efficient MAP-EM algorithm. A dual mathematical interpretation of the…
In this article, a new category of soft-input soft-output (SISO) minimum-mean square error (MMSE) finite-impulse response (FIR) decision feedback equalizers (DFEs) with iteration-wise static filters (i.e. iteration variant) is investigated.…
Poisson noise suppression is an important preprocessing step in several applications, such as medical imaging, microscopy, and astronomical imaging. In this work, we propose a novel patch-wise Poisson noise removal strategy, in which the…
We propose a new sparse estimation method, termed MIC (Minimum approximated Information Criterion), for generalized linear models (GLM) in fixed dimensions. What is essentially involved in MIC is the approximation of the $\ell_0$-norm with…
We consider approximate maximum likelihood parameter estimation in nonlinear state-space models. We discuss both direct optimization of the likelihood and expectation--maximization (EM). For EM, we also give closed-form expressions for the…
The minimum mean-square error of the estimation of a signal where observed from the additive white Gaussian noise (WGN) channel's output, is analyzed. It is assumed that the channel input's signal is composed of a (normalized) sum of N…
This paper presents an adaptive Kalman filter for a linear dynamic system perturbed by an additive disturbance. The objective is to estimate both of the state and the unknown disturbance concurrently, while learning the disturbance as a…
The Kalman filter provides an optimal estimation for a linear system with Gaussian noise. However when the noises are non-Gaussian in nature, its performance deteriorates rapidly. For non-Gaussian noises, maximum correntropy Kalman filter…
The mean square error (MSE)-optimal estimator is known to be the conditional mean estimator (CME). This paper introduces a parametric channel estimation technique based on Bayesian estimation. This technique uses the estimated channel…
This paper considers the channel estimation of a single user in a MISO system with an intelligent reflecting surface (IRS). The performances of the minimum variance unbiased (MVU) and minimum mean square error (MMSE) estimators using the…
An abstraction for multisensor communication termed the Gaussian Multiplex Channel is presented and analyzed. In this model, the sensor outputs can be added together in any combination through a network of switches, and the combinations can…