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This paper focuses on the maximal distribution on sublinear expectation space and introduces a new type of random fields with the maximally distributed finite-dimensional distribution. The corresponding spatial maximally distributed white…

Probability · Mathematics 2022-02-23 Xinpeng Li , Shige Peng

Machine learning in the context of noise is a challenging but practical setting to plenty of real-world applications. Most of the previous approaches in this area focus on the pairwise relation (casual or correlational relationship) with…

Machine Learning · Computer Science 2021-03-18 Qizhou Wang , Jiangchao Yao , Chen Gong , Tongliang Liu , Mingming Gong , Hongxia Yang , Bo Han

A novel strategy that combines a given collection of $\pi$-reversible Markov kernels is proposed. At each Markov transition, one of the available kernels is selected via a state-dependent probability distribution. In contrast to random-scan…

Methodology · Statistics 2022-03-30 Florian Maire , Pierre Vandekerkhove

In this paper we propose a method of corner detection for obtaining features which is required to track and recognize objects within a noisy image. Corner detection of noisy images is a challenging task in image processing. Natural images…

Computer Vision and Pattern Recognition · Computer Science 2012-09-14 Nilanjan Dey , Pradipti Nandi , Nilanjana Barman

For linear inverse problem with Gaussian random noise we show that Tikhonov regularization algorithm is minimax in the class of linear estimators and is asymptotically minimax in the sense of sharp asymptotic in the class of all estimators.…

Statistics Theory · Mathematics 2017-06-08 Mikhail Ermakov

This paper presents a new Bayesian model and algorithm for nonlinear unmixing of hyperspectral images. The model proposed represents the pixel reflectances as linear combinations of the endmembers, corrupted by nonlinear (with respect to…

Methodology · Statistics 2015-10-06 Yoann Altmann , Marcelo Pereyra , Stephen McLaughlin

Starting with the Wigner distribution formulation for beam wave propagation in H\"{o}lder continuous non-Gaussian random refractive index fields we show that the wave beam regime naturally leads to the white-noise scaling limit and…

Mathematical Physics · Physics 2007-05-23 Albert C. Fannjiang

A continuous-time regression model with a jointly strictly sub-Gaussian random noise is considered in the paper. Upper exponential bounds for probabilities of large deviations of the least squares estimator for the regression parameter are…

Probability · Mathematics 2018-06-12 Alexander V. Ivanov , Igor V. Orlovskyi

The problem of parameter estimation by the continuous time observations of a deterministic signal in white gaussian noise is considered. The asymptotic properties of the maximul likelihood estimator are described in the asymptotics of small…

Statistics Theory · Mathematics 2015-09-10 Oleg Chernoyarov , Yury Kutoyants , Andrei Trifonov

Signal extraction out of background noise is a common challenge in high precision physics experiments, where the measurement output is often a continuous data stream. To improve the signal to noise ratio of the detection, witness sensors…

General Relativity and Quantum Cosmology · Physics 2020-02-26 Gabriele Vajente , Yiwen Huang , Maximiliano Isi , Jenne C. Driggers , Jeffrey S. Kissel , Marek J. Szczepanczyk , Salvatore Vitale

In this work, we propose a new criterion for choosing the regularization parameter in Tikhonov regularization when the noise is white Gaussian. The criterion minimizes a lower bound of the predictive risk, when both data norm and noise…

Numerical Analysis · Mathematics 2020-06-24 Federico Benvenuto , Bangti Jin

Area openings and closings are morphological filters which efficiently suppress impulse noise from an image, by removing small connected components of level sets. The problem of an objective choice of threshold for the area remains open.…

Probability · Mathematics 2016-08-16 David Coupier , Agnès Desolneux , Bernard Ycart

The authors consider the problem of recovering an observable from certain measurements containing random errors. The observable is given by a pseudodifferential operator while the random errors are generated by a Gaussian white noise. The…

Analysis of PDEs · Mathematics 2024-02-05 Pedro Caro , Cristóbal J. Meroño

It is a common phenomenon that for high-dimensional and nonparametric statistical models, rate-optimal estimators balance squared bias and variance. Although this balancing is widely observed, little is known whether methods exist that…

Statistics Theory · Mathematics 2023-03-21 Alexis Derumigny , Johannes Schmidt-Hieber

Markov random fields are used to model high dimensional distributions in a number of applied areas. Much recent interest has been devoted to the reconstruction of the dependency structure from independent samples from the Markov random…

Computational Complexity · Computer Science 2010-03-09 Guy Bresler , Elchanan Mossel , Allan Sly

We develop and apply an analytic method to predict peak counts in weak-lensing surveys. It is based on the theory of Gaussian random fields and suitable to quantify the level of spurious detections caused by chance projections of…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-13 M. Maturi , C. Angrick , M. Bartelmann , F. Pace

We perform a non-asymptotic analysis on the singular vector distribution under Gaussian noise. In particular, we provide sufficient conditions on a matrix for its first few singular vectors to have near normal distribution. Our result can…

Numerical Analysis · Mathematics 2014-12-12 Rongrong Wang

We consider Gaussian Random Fields on metric graphs defined implicitly as the stationary solution to a fractional SPDE driven by Gaussian white noise. Sampling from the finite element approximation requires the Cholesky factorization of the…

Numerical Analysis · Mathematics 2026-05-05 Mihály Kovács , Gyula Molnár , Máté András Száraz

Data from the LIGO detectors typically contain many non-Gaussian noise transients which arise due to instrumental and environmental conditions. These non-Gaussian transients can be an issue for the modelled and unmodelled transient…

Instrumentation and Methods for Astrophysics · Physics 2018-04-23 L. K. Nuttall

We consider the problem of detecting a change in mean in a sequence of Gaussian vectors. Under the alternative hypothesis, the change occurs only in some subset of the components of the vector. We propose a test of the presence of a…

Statistics Theory · Mathematics 2014-02-28 Farida Enikeeva , Zaid Harchaoui