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We develop a novel method for detection of signals and reconstruction of images in the presence of random noise. The method uses results from percolation theory. We specifically address the problem of detection of multiple objects of…

Applications · Statistics 2013-12-02 Mikhail Langovoy , Michael Habeck , Bernhard Schölkopf

We study Gaussian random fields on certain Banach spaces and investigate conditions for their existence. Our results apply inter alia to spaces of Radon measures and H\"older functions. In the former case, we are able to define Gaussian…

Probability · Mathematics 2022-03-10 Yury Korolev , Jonas Latz , Carola-Bibiane Schönlieb

This paper investigates the fundamental limits for detecting a high-dimensional sparse matrix contaminated by white Gaussian noise from both the statistical and computational perspectives. We consider $p\times p$ matrices whose rows and…

Statistics Theory · Mathematics 2018-01-03 T. Tony Cai , Yihong Wu

We consider the problem of detecting (testing) Gaussian stochastic sequences (signals) with imprecisely known means and covariance matrices. The alternative is independent identically distributed zero-mean Gaussian random variables with…

Information Theory · Computer Science 2023-02-28 Marat V. Burnashev

This manuscript makes two contributions to the field of change-point detection. In a generalchange-point setting, we provide a generic algorithm for aggregating local homogeneity testsinto an estimator of change-points in a time series.…

Statistics Theory · Mathematics 2022-12-09 Emmanuel Pilliat , Alexandra Carpentier , Nicolas Verzelen

This paper studies the problem of robust signal detection in Gaussian noise under quadratically convex orthosymmetric (QCO) constraints. We consider a minimax testing framework where the signal belongs to a QCO set and is separated from…

Statistics Theory · Mathematics 2026-02-17 Yikun Li , Matey Neykov

The covariance matrix of measurements of Markov random fields (processes) has useful properties that allow to develop effective computational algorithms for many problems in the study of Markov fields on the basis of field observations…

Information Theory · Computer Science 2018-04-04 Ulan N. Brimkulov , Chinara Jumabaeva , Kasym Baryktabasov

We provide a statistical analysis of the ability of digitized continuous shearlet systems to detect objects embedded in white noise. We analyze the possibility to subsample the shearlet transform and obtain a subset of significantly reduced…

Functional Analysis · Mathematics 2015-04-24 Philipp Petersen

We consider a high-dimensional mean estimation problem over a binary hidden Markov model, which illuminates the interplay between memory in data, sample size, dimension, and signal strength in statistical inference. In this model, an…

Statistics Theory · Mathematics 2022-10-13 Yihan Zhang , Nir Weinberger

We present a novel iterative algorithm for detection of binary Markov random fields (MRFs) corrupted by two-dimensional (2D) intersymbol interference (ISI) and additive white Gaussian noise (AWGN). We assume a first-order binary MRF as a…

Information Theory · Computer Science 2007-07-13 Ying Zhu , Taikun Cheng , Krishnamoorthy Sivakumar , Benjamin J. Belzer

Additive or multiplicative stationary noise recently became an important issue in applied fields such as microscopy or satellite imaging. Relatively few works address the design of dedicated denoising methods compared to the usual white…

Computer Vision and Pattern Recognition · Computer Science 2013-07-18 Jérôme Fehrenbach , Pierre Weiss

Central to the gravitational wave detection problem is the challenge of separating features in the data produced by astrophysical sources from features produced by the detector. Matched filtering provides an optimal solution for Gaussian…

General Relativity and Quantum Cosmology · Physics 2010-12-09 Tyson B. Littenberg , Neil J. Cornish

Digital sensors can lead to noisy results under many circumstances. To be able to remove the undesired noise from images, proper noise modeling and an accurate noise parameter estimation is crucial. In this project, we use a…

Image and Video Processing · Electrical Eng. & Systems 2022-12-21 Étienne Objois , Kaan Okumuş , Nicolas Bähler

In this paper we review the application of the matched filter (MF) technique and its application to detect weak, deterministic, smooth signals in a stationary, random, Gaussian noise. This is particular suitable in astronomy to detect…

Instrumentation and Methods for Astrophysics · Physics 2021-07-21 Roberto Vio , Paola Andreani

This paper considers the general signal detection and parameter estimation problem in the presence of colored Gaussian noise disturbance. By modeling the disturbance with an autoregressive process, we present three signal detectors with…

Data Analysis, Statistics and Probability · Physics 2016-07-29 Bo Tang , Haibo He , Steven Kay

We derive minimax testing errors in a distributed framework where the data is split over multiple machines and their communication to a central machine is limited to $b$ bits. We investigate both the $d$- and infinite-dimensional signal…

Statistics Theory · Mathematics 2022-12-13 Botond Szabó , Lasse Vuursteen , Harry van Zanten

A Bayesian approach is presented for detecting and characterising the signal from discrete objects embedded in a diffuse background. The approach centres around the evaluation of the posterior distribution for the parameters of the discrete…

Astrophysics · Physics 2009-11-07 M. P. Hobson , C. McLachlan

This paper examines signal detection in the presence of noise, with a particular emphasis to the nuclear activation analysis. The problem is to decide what between the signal-plus-background and no-signal hypotheses fits better the data and…

Data Analysis, Statistics and Probability · Physics 2013-01-09 Luigi Bergamaschi , Giancarlo D'Agostino , Laura Giordani , Giovanni Mana , Massimo Oddone

In this project, we first study the Gaussian-based hidden Markov random field (HMRF) model and its expectation-maximization (EM) algorithm. Then we generalize it to Gaussian mixture model-based hidden Markov random field. The algorithm is…

Computer Vision and Pattern Recognition · Computer Science 2012-12-20 Quan Wang

We study the performance of estimators of a sparse nonrandom vector based on an observation which is linearly transformed and corrupted by additive white Gaussian noise. Using the reproducing kernel Hilbert space framework, we derive a new…

Statistics Theory · Mathematics 2010-09-20 Sebastian Schmutzhard , Alexander Jung , Franz Hlawatsch , Zvika Ben-Haim , Yonina C. Eldar