Related papers: A New Reduction Scheme for Gaussian Sum Filters

Signal processing in non-Gaussian noise environment is addressed in this paper. For many real-life situations, the additive noise process present in the system is found to be dominantly non-Gaussian. The problem of detection and estimation…

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…

We study a diagnosis scheme to reliably detect the active mode of discrete-time, switched affine systems in the presence of measurement noise and asynchronous switching. The proposed scheme consists of two parts: (i) the construction of a…

Sensor placement plays a crucial role in graph signal recovery in underdetermined systems. In this paper, we present the graph-filtered regularized maximum likelihood (GFR-ML) estimator of graph signals, which integrates general graph…

Classically simulating quantum systems is challenging, as even noiseless $n$-qubit quantum states scale as $2^n$. The complexity of noisy quantum systems is even greater, requiring $2^n \times 2^n$-dimensional density matrices. Various…

A fast matching pursuit method using a Bayesian approach is introduced for sparse signal recovery. This method, referred to as nGpFBMP, performs Bayesian estimates of sparse signals even when the signal prior is non-Gaussian or unknown. It…

This paper deals with the state estimation of non-linear and non-Gaussian systems with an emphasis on the numerical solution to the Bayesian recursive relations. In particular, this paper builds upon the Lagrangian grid-based filter (GbF)…

We apply a Gaussian variational approximation to model reduction in large biochemical networks of unary and binary reactions. We focus on a small subset of variables (subnetwork) of interest, e.g. because they are accessible experimentally,…

Learning a Gaussian Mixture Model (GMM) is hard when the number of parameters is too large given the amount of available data. As a remedy, we propose restricting the GMM to a Gaussian Markov Random Field Mixture Model (GMRF-MM), as well as…

Gaussian process state-space models (GPSSMs) provide a principled and flexible approach to modeling the dynamics of a latent state, which is observed at discrete-time points via a likelihood model. However, inference in GPSSMs is…

The recently proposed statistical finite element (statFEM) approach synthesises measurement data with finite element models and allows for making predictions about the unknown true system response. We provide a probabilistic error analysis…

There are rising scenarios in communication systems, where the noises exhibit impulsive behavior and are not adequate to be modeled as the Gaussian distribution. The generalized Gaussian distribution instead is an effective model to…

This work introduces a novel class of channel estimators tailored for coarse quantization systems. The proposed estimators are founded on conditionally Gaussian latent generative models, specifically Gaussian mixture models (GMMs), mixture…

High-dimensional data clustering has become and remains a challenging task for modern statistics and machine learning, with a wide range of applications. We consider in this work the powerful discriminative latent mixture model, and we…

A scheme for optimal and deterministic linear optical purification of mixed squeezed Gaussian states is proposed and experimentally demonstrated. The scheme requires only linear optical elements and homodyne detectors, and allows the…

3D Gaussian Splatting (3DGS) is a powerful reconstruction technique, but it needs to be initialized from accurate camera poses and high-fidelity point clouds. Typically, the initialization is taken from Structure-from-Motion (SfM)…

Seismic data noise processing is an important part of seismic exploration data processing, and the effect of noise elimination is directly related to the follow-up processing of data. In response to this problem, many authors have proposed…

We consider the problem of estimating the state of a noisy linear dynamical system when an unknown subset of sensors is arbitrarily corrupted by an adversary. We propose a secure state estimation algorithm, and derive (optimal) bounds on…

Generative Bayesian Filtering (GBF) provides a powerful and flexible framework for performing posterior inference in complex nonlinear and non-Gaussian state-space models. Our approach extends Generative Bayesian Computation (GBC) to…

State estimation in stochastic dynamical systems with noisy measurements is a challenge. While the Kalman filter is optimal for linear systems with independent Gaussian white noise, real-world conditions often deviate from these…