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Most linear experimental design problems assume homogeneous variance although heteroskedastic noise is present in many realistic settings. Let a learner have access to a finite set of measurement vectors $\mathcal{X}\subset \mathbb{R}^d$…

Statistics Theory · Mathematics 2024-09-19 Justin Weltz , Tanner Fiez , Alexander Volfovsky , Eric Laber , Blake Mason , Houssam Nassif , Lalit Jain

Multireference alignment (MRA) problem is to estimate an underlying signal from a large number of noisy circularly-shifted observations. The existing methods are always proposed under the hypothesis of a single Gaussian noise. However, the…

Optimization and Control · Mathematics 2021-07-23 Cuicui Zhao , Jun Liu , Xinqi Gong

This letter reports on a new method of analysing experimentally gained time series with respect to different types of noise involved, namely, we show that it is possible to differentiate between dynamical and measurement noise. This method…

Data Analysis, Statistics and Probability · Physics 2009-11-07 M. Siefert , J. Peinke , R. Friedrich

The problem of noise covariance matrix identification of stochastic linear time-varying state-space models is addressed. The measurement difference method (MDM) is generalized to time-varying dimensions of the measurement and control. Three…

Signal Processing · Electrical Eng. & Systems 2024-12-11 Oliver Kost , Jindrch Dunik , Ondrej Straka

Multi-modal learning has shown exceptional performance in various tasks, especially in medical applications, where it integrates diverse medical information for comprehensive diagnostic evidence. However, there still are several challenges…

Machine Learning · Computer Science 2024-11-19 Lin Fan , Yafei Ou , Cenyang Zheng , Pengyu Dai , Tamotsu Kamishima , Masayuki Ikebe , Kenji Suzuki , Xun Gong

Masked diffusion models (MDMs) are a promising alternative to autoregressive models (ARMs), but they suffer from inherently much higher training variance. High variance leads to noisier gradient estimates and unstable optimization, so even…

Machine Learning · Computer Science 2026-05-22 Mengni Jia , Mengyu Zhou , Yihao Liu , Xiaoxi Jiang , Guanjun Jiang

The main challenge of quantum computing on its way to scalability is the erroneous behaviour of current devices. Understanding and predicting their impact on computations is essential to counteract these errors with methods such as quantum…

Quantum Physics · Physics 2023-06-16 Tom Weber , Kerstin Borras , Karl Jansen , Dirk Krücker , Matthias Riebisch

In this paper, a generic extension of variational mode decomposition (VMD) algorithm for multivariate or multichannel data sets is presented. We first define a model for multivariate modulated oscillations that is based on the presence of a…

Signal Processing · Electrical Eng. & Systems 2020-01-08 Naveed ur Rehman , Hania Aftab

Translating machine learning algorithms into clinical applications requires addressing challenges related to interpretability, such as accounting for the effect of confounding variables (or metadata). Confounding variables affect the…

Machine Learning · Computer Science 2022-07-12 Anthony Vento , Qingyu Zhao , Robert Paul , Kilian M. Pohl , Ehsan Adeli

In this paper, we develop econometric tools to analyze the integrated volatility of the efficient price and the dynamic properties of microstructure noise in high-frequency data under general dependent noise. We first develop consistent…

Statistics Theory · Mathematics 2018-06-14 Z. Merrick Li , Roger J. A. Laeven , Michel H. Vellekoop

This paper investigates the optimization problem of an infinite stage discrete time Markov decision process (MDP) with a long-run average metric considering both mean and variance of rewards together. Such performance metric is important…

Optimization and Control · Mathematics 2020-08-11 Li Xia

Real-world applications such as magnetic resonance imaging with multiple coils, multi-user communication, and diffuse optical tomography often assume a linear model where several sparse signals sharing common sparse supports are acquired by…

Information Theory · Computer Science 2018-10-17 Junan Zhu , Dror Baron

Understanding the effect of uncertainty and noise in data on machine learning models (MLM) is crucial in developing trust and measuring performance. In this paper, a new model is proposed to quantify uncertainties and noise in data on MLMs.…

Machine Learning · Computer Science 2024-12-10 Usman Anjum , Chris Trentman , Elrod Caden , Justin Zhan

The turbulent nature of the ionised interstellar medium (IISM) causes dispersion measure (DM) and scattering variations in pulsar timing measurements. To improve precision of gravitational wave measurements, pulsar timing array (PTA)…

High Energy Astrophysical Phenomena · Physics 2025-11-06 A. D. Kulkarni , R. M. Shannon , D. J. Reardon , M. T. Miles

The stochastic reaction-diffusion model driven by a multiplicative noise is examined. We construct the gradient discretisation method (GDM), an abstract framework combining several numerical method families. The paper provides the…

Numerical Analysis · Mathematics 2024-07-11 Yahya Alnashri , Hasan Alzubaidi

Disturbance noises are always bounded in a practical system, while fusion estimation is to best utilize multiple sensor data containing noises for the purpose of estimating a quantity--a parameter or process. However, few results are…

Systems and Control · Computer Science 2018-07-20 Bo Chen , Guoqiang Hu , Daniel W. C. Ho , Li Yu

This paper studies the problem of estimation from relative measurements in a graph, in which a vector indexed over the nodes has to be reconstructed from pairwise measurements of differences between its components associated to nodes…

Systems and Control · Computer Science 2018-07-27 Chiara Ravazzi , Nelson P. K. Chan , Paolo Frasca

Traditional multimodal methods often assume static modality quality, which limits their adaptability in dynamic real-world scenarios. Thus, dynamical multimodal methods are proposed to assess modality quality and adjust their contribution…

Computer Vision and Pattern Recognition · Computer Science 2026-03-23 Shicai Wei , Kaijie Zhang , Luyi Chen , Tao He , Guiduo Duan

In this brief paper, we present a simple approach to estimate the variance of measurement noise with time-varying 1-D signals. The proposed approach exploits the relationship between the noise variance and the variance of the prediction…

Signal Processing · Electrical Eng. & Systems 2021-04-09 Qin Li , Junchan Zhao

The ionized interstellar medium disperses pulsar radio signals, resulting in a stochastic time-variable delay known as the dispersion measure (DM) noise. In the wideband paradigm of pulsar timing, we measure a DM together with a time of…

Instrumentation and Methods for Astrophysics · Physics 2025-08-27 Abhimanyu Susobhanan , Rutger van Haasteren