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A Gaussian filter is a filter with impulse response of Gaussian function. These filters are useful in image processing of 2D signals, as it removes unnecessary noise. Also, they could be helpful for data transmission (e.g. GMSK modulation).…

Signal Processing · Electrical Eng. & Systems 2018-05-18 Alex Pappachen James , Aidyn Zhambyl , Anju Nandakumar

Due to the increasing demand for high performance and cost reduction within the framework of complex system design, numerical optimization of computationally costly problems is an increasingly popular topic in most engineering fields. In…

Optimization and Control · Mathematics 2018-06-12 Julien Pelamatti , Loïc Brevault , Mathieu Balesdent , El-Ghazali Talbi , Yannick Guerin

We consider linear approximation based on function evaluations in reproducing kernel Hilbert spaces of certain analytic weighted power series kernels and stationary kernels on the interval $[-1,1]$. Both classes contain the popular Gaussian…

Numerical Analysis · Mathematics 2025-10-03 Toni Karvonen , Yuya Suzuki

This paper provides an algorithm for simulating improper (or noncircular) complex-valued stationary Gaussian processes. The technique utilizes recently developed methods for multivariate Gaussian processes from the circulant embedding…

Methodology · Statistics 2017-03-16 Adam M. Sykulski , Donald B. Percival

Bayesian optimization with Gaussian process as surrogate model has been successfully applied to analog circuit synthesis. In the traditional Gaussian process regression model, the kernel functions are defined explicitly. The computational…

Machine Learning · Computer Science 2019-12-03 Shuhan Zhang , Wenlong Lyu , Fan Yang , Changhao Yan , Dian Zhou , Xuan Zeng

Approximating kernel functions with random features (RFs)has been a successful application of random projections for nonparametric estimation. However, performing random projections presents computational challenges for large-scale…

Emerging Technologies · Computer Science 2020-06-23 Ruben Ohana , Jonas Wacker , Jonathan Dong , Sébastien Marmin , Florent Krzakala , Maurizio Filippone , Laurent Daudet

Gaussian processes regression models are an appealing machine learning method as they learn expressive non-linear models from exemplar data with minimal parameter tuning and estimate both the mean and covariance of unseen points. However,…

Machine Learning · Computer Science 2020-08-25 Vladimir Joukov , Dana Kulić

Despite recent advances in automated machine learning, model selection is still a complex and computationally intensive process. For Gaussian processes (GPs), selecting the kernel is a crucial task, often done manually by the expert.…

Machine Learning · Computer Science 2022-10-24 Matthias Bitzer , Mona Meister , Christoph Zimmer

In this article, we present an $O(N \log N)$ rapidly convergent algorithm for the numerical approximation of the convolution integral with radially symmetric weakly singular kernels and compactly supported densities. To achieve the reduced…

Numerical Analysis · Mathematics 2021-07-09 Awanish Kumar Tiwari , Ambuj Pandey , Jagabandhu Paul , Akash Anand

We consider the problem of approximating $[0,1]^{d}$-periodic functions by convolution with a scaled Gaussian kernel. We start by establishing convergence rates to functions from periodic Sobolev spaces and we show that the saturation rate…

Numerical Analysis · Mathematics 2022-02-28 Simon Hubbert , Janin Jäger , Jeremy Levesley

Standard Gibbs sampling applied to a multivariate normal distribution with a specified precision matrix is equivalent in fundamental ways to the Gauss-Seidel iterative solution of linear equations in the precision matrix. Specifically, the…

Computation · Statistics 2015-05-14 Colin Fox , Albert Parker

We propose a new fast algorithm for solving one of the standard formulations of frame-based image deconvolution: an unconstrained optimization problem, involving an $\ell_2$ data-fidelity term and a non-smooth regularizer. Our approach is…

Optimization and Control · Mathematics 2016-11-17 Mario A. T. Figueiredo , Jose M. Bioucas-Dias , Manya V. Afonso

Gaussian process regression generally does not scale to beyond a few thousands data points without applying some sort of kernel approximation method. Most approximations focus on the high eigenvalue part of the spectrum of the kernel…

Machine Learning · Statistics 2018-01-31 Yi Ding , Risi Kondor , Jonathan Eskreis-Winkler

Approximation algorithms are widely used in many engineering problems. To obtain a data set for approximation a factorial design of experiments is often used. In such case the size of the data set can be very large. Therefore, one of the…

Methodology · Statistics 2014-07-04 Mikhail Belyaev , Evgeny Burnaev , Yermek Kapushev

A common approach to solve inverse imaging problems relies on finding a maximum a posteriori (MAP) estimate of the original unknown image, by solving a minimization problem. In thiscontext, iterative proximal algorithms are widely used,…

Computer Vision and Pattern Recognition · Computer Science 2024-08-22 Hoang Trieu Vy Le , Audrey Repetti , Nelly Pustelnik

We propose an inexact optimization algorithm on Riemannian manifolds, motivated by quadratic discrimination tasks in high-dimensional, low-sample-size (HDLSS) imaging settings. In such applications, gradient evaluations are often biased due…

Optimization and Control · Mathematics 2025-07-08 Uday Talwar , Meredith K. Kupinski , Afrooz Jalilzadeh

We provide faster algorithms for the problem of Gaussian summation, which occurs in many machine learning methods. We develop two new extensions - an O(Dp) Taylor expansion for the Gaussian kernel with rigorous error bounds and a new error…

Machine Learning · Computer Science 2012-07-02 Dongryeol Lee , Alexander G. Gray

Running time of the light field depth estimation algorithms is typically high. This assessment is based on the computational complexity of existing methods and the large amounts of data involved. The aim of our work is to develop a simple…

Computer Vision and Pattern Recognition · Computer Science 2019-08-01 Yuriy Anisimov , Oliver Wasenmüller , Didier Stricker

Spectral approximation and variational inducing learning for the Gaussian process are two popular methods to reduce computational complexity. However, in previous research, those methods always tend to adopt the orthonormal basis functions,…

Machine Learning · Statistics 2021-07-15 Wenqi Fang , Guanlin Wu , Jingjing Li , Zheng Wang , Jiang Cao , Yang Ping

In this paper, we introduce an iterative speckle filtering method for polarimetric SAR (PolSAR) images based on the bilateral filter. To locally adapt to the spatial structure of images, this filter relies on pixel similarities in both…

Computer Vision and Pattern Recognition · Computer Science 2013-11-04 Olivier D'Hondt , Stéphane Guillaso , Olaf Hellwich