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A hidden Markov process is a well known concept in information theory and is used for a vast range of applications such as speech recognition and error correction. We bridge between two disciplines, experimental physics and advanced…

Mesoscale and Nanoscale Physics · Physics 2015-06-24 Ido Kanter , Aviad Frydman , Asaf Ater

We consider the problems of confidence estimation and hypothesis testing on a parameter of signal observed in Gaussian white noise. For these problems we point out lower bounds of asymptotic efficiency in the zone of moderate deviation…

Statistics Theory · Mathematics 2015-01-27 Mikhail Ermakov

Any measurement in condition monitoring applications is associated with disturbing noise. Till now, most of the diagnostic procedures have assumed the Gaussian distribution for the noise. This paper shares a novel perspective to the problem…

A new image denoising algorithm to deal with the additive Gaussian white noise model is given. Like the non-local means method, the filter is based on the weighted average of the observations in a neighborhood, with weights depending on the…

Other Statistics · Statistics 2011-11-04 Qiyu Jin , Ion Grama , Quansheng Liu

Consider a random vector with finite second moments. If its precision matrix is an M-matrix, then all partial correlations are non-negative. If that random vector is additionally Gaussian, the corresponding Markov random field (GMRF) is…

Statistics Theory · Mathematics 2014-04-29 Martin Slawski , Matthias Hein

This paper studies the minimax detection of a small submatrix of elevated mean in a large matrix contaminated by additive Gaussian noise. To investigate the tradeoff between statistical performance and computational cost from a…

Statistics Theory · Mathematics 2015-06-04 Zongming Ma , Yihong Wu

Detection of sparse signals arises in a wide range of modern scientific studies. The focus so far has been mainly on Gaussian mixture models. In this paper, we consider the detection problem under a general sparse mixture model and obtain…

Information Theory · Computer Science 2012-11-13 T. Tony Cai , Yihong Wu

We present \emph{telescoping} recursive representations for both continuous and discrete indexed noncausal Gauss-Markov random fields. Our recursions start at the boundary (a hypersurface in $\R^d$, $d \ge 1$) and telescope inwards. For…

Information Theory · Computer Science 2015-03-13 Divyanshu Vats , Jose M. F. Moura

The article addresses the problem of detecting presence and location of a small low emission source inside of an object, when the background noise dominates. This problem arises, for instance, in some homeland security applications. The…

Statistics Theory · Mathematics 2015-05-28 Xiaolei Xun , Bani Mallick , Raymond J. Carroll , Peter Kuchment

We consider the problem of testing for the presence (or detection) of an unknown sparse signal in additive white noise. Given a fixed measurement budget, much smaller than the dimension of the signal, we consider the general problem of…

Information Theory · Computer Science 2015-03-19 Ramin Zahedi , Ali Pezeshki , Edwin K. P. Chong

We propose a new testing procedure for detecting localized departures from monotonicity of a signal embedded in white noise. In fact, we perform simultaneously several tests that aim at detecting departures from concavity for the integrated…

Statistics Theory · Mathematics 2014-03-10 Nathalie Akakpo , Fadoua Balabdaoui , Cécile Durot

We consider the problem of recovering a signal observed in Gaussian noise. If the set of signals is convex and compact, and can be specified beforehand, one can use classical linear estimators that achieve a risk within a constant factor of…

Statistics Theory · Mathematics 2017-06-05 Dmitry Ostrovsky , Zaid Harchaoui , Anatoli Juditsky , Arkadi Nemirovski

The problem of detecting a sinusoidal signal with randomly varying frequency has a long history. It is one of the core problems in signal processing, arising in many applications including, for example, underwater acoustic frequency line…

Signal Processing · Electrical Eng. & Systems 2022-11-16 Changrong Liu , S. Suvorova , R. J. Evans , B. Moran , A. Melatos

In this paper, we consider Bayesian image denoising based on a Gaussian Markov random field (GMRF) model, for which we propose an new algorithm. Our method can solve Bayesian image denoising problems, including hyperparameter estimation, in…

Machine Learning · Statistics 2020-03-04 Muneki Yasuda , Junpei Watanabe , Shun Kataoka , kazuyuki Tanaka

In the inverse Gaussian sequence space model with additional noisy observations of the operator, we derive nonasymptotic minimax radii of testing for ellipsoid-type alternatives simultaneously for both the signal detection problem (testing…

Statistics Theory · Mathematics 2020-02-19 Sandra Schluttenhofer , Jan Johannes

We investigate the optimal performance of dense sensor networks by studying the joint source-channel coding problem. The overall goal of the sensor network is to take measurements from an underlying random process, code and transmit those…

Information Theory · Computer Science 2007-07-13 Nan Liu , Sennur Ulukus

For the problem of nonparametric estimation of signal in Gaussian noise we point out the strong asymptotically minimax estimators on maxisets for linear estimators (see \cite{ker93,rio}). It turns out that the order of rates of convergence…

Statistics Theory · Mathematics 2017-11-07 Mikhail Ermakov

Most existing image denoising algorithms can only deal with a single type of noise, which violates the fact that the noisy observed images in practice are often suffered from more than one type of noise during the process of acquisition and…

Multimedia · Computer Science 2016-11-18 Jian Zhang , Ruiqin Xiong , Chen Zhao , Siwei Ma , Debin Zhao

This paper deals with the parametric inference for integrated signals embedded in an additive Gaussian noise and observed at deterministic discrete instants which are not necessarily equidistant. The unknown parameter is multidimensional…

Statistics Theory · Mathematics 2019-03-18 Dominique Dehay , Khalil El Waled , Vincent Monsan

A new method is proposed to get image features' geometric information. Using Gaussian as an input signal, a theoretical optimal solution to calculate feature's affine shape is proposed. Based on analytic result of a feature model, the…

Computer Vision and Pattern Recognition · Computer Science 2015-03-19 Xiaopeng Xu , Xiaochun Zhang