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Bayesian filtering is a general framework for recursively estimating the state of a dynamical system. Classical solutions such that Kalman filter and Particle filter are introduced in this report. Gaussian processes have been introduced as…

Information Theory · Computer Science 2010-11-04 Mr. Chong Han , Dr. Ido Nevat , Dr. Gareth Peters , Prof. Jinhong Yuan

The transduction process that occurs in the inner ear of the auditory system is a complex mechanism which requires a non-linear dynamical description. In addition to this, the stochastic phenomena that naturally arise in the inner ear…

Physics Education · Physics 2022-01-17 Francesco Veronesi , Edoardo Milotti

Consider a real-valued function that can only be observed with stochastic noise at a finite set of design points within a Euclidean space. We wish to determine whether there exists a convex function that goes through the true function…

Other Statistics · Statistics 2018-07-30 Nanjing Jian , Shane G. Henderson

Stochastic resonance is a phenomenon where a noise of appropriate intensity enhances the input signal strength. In this work, by employing the recently developed convex optimization methods in the context of dynamical systems and stochastic…

Dynamical Systems · Mathematics 2023-09-22 Minjae Cho

Towards understanding the fundamental limits of estimation from data of varied quality, we study the problem of estimating a mean parameter from heteroskedastic Gaussian observations where the variances are unknown and may vary arbitrarily…

Statistics Theory · Mathematics 2026-03-17 Yanjun Han , Abhishek Shetty , Jacob Shkrob

Hearing loss is a major health problem and psychological burden in humans. Mouse models offer a possibility to elucidate genes involved in the underlying developmental and pathophysiological mechanisms of hearing impairment. To this end,…

This paper concerns the problem of 1-bit compressed sensing, where the goal is to estimate a sparse signal from a few of its binary measurements. We study a non-convex sparsity-constrained program and present a novel and concise analysis…

Machine Learning · Computer Science 2020-07-10 Jie Shen

Statistical extreme value theory is concerned with the use of asymptotically motivated models to describe the extreme values of a process. A number of commonly used models are valid for observed data that exceed some high threshold.…

Methodology · Statistics 2014-12-10 J. Lee , Y. Fan , S. A. Sisson

To estimate a sparse linear model from data with Gaussian noise, consilience from lasso and compressed sensing literatures is that thresholding estimators like lasso and the Dantzig selector have the ability in some situations to identify…

Machine Learning · Statistics 2017-08-14 Jairo Diaz-Rodriguez , Sylvain Sardy

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 propose a method for an improvement of auditory BCI (aBCI) paradigm based on a combination of ASSR stimuli optimization by choosing the subjects' best responses to AM-, flutter-, AM/FM and click-envelope modulated sounds. As the ASSR…

Human-Computer Interaction · Computer Science 2012-10-11 Yoshihiro Matsumoto , Nozomu Nishikawa , Takeshi Yamada , Shoji Makino , Tomasz M. Rutkowski

The accuracy of binary classification systems is defined as the proportion of correct predictions - both positive and negative - made by a classification model or computational algorithm. A value between 0 (no accuracy) and 1 (perfect…

Machine Learning · Statistics 2021-12-28 Jacques Balayla

Probabilistic encoding introduces Gaussian noise into neural networks, enabling a smooth transition from deterministic to uncertain states and enhancing generalization ability. However, the randomness of Gaussian noise distorts point-based…

Machine Learning · Computer Science 2025-07-24 Pengjiu Xia , Yidian Huang , Wenchao Wei , Yuwen Tan

Compressed sensing deals with the reconstruction of sparse signals using a small number of linear measurements. One of the main challenges in compressed sensing is to find the support of a sparse signal. In the literature, several bounds on…

Information Theory · Computer Science 2009-11-26 Ali Hormati , Amin Karbasi , Soheil Mohajer , Martin Vetterli

Neural population responses in sensory systems are driven by external physical stimuli. This stimulus-response relationship is typically characterized by receptive fields, which have been estimated by neural system identification…

Neurons and Cognition · Quantitative Biology 2024-02-08 Nan Wu , Isabel Valera , Fabian Sinz , Alexander Ecker , Thomas Euler , Yongrong Qiu

We formulate, and present a numerical method for solving, an inverse problem for inferring parameters of a deterministic model from stochastic observational data (quantities of interest). The solution, given as a probability measure, is…

Numerical Analysis · Mathematics 2021-05-04 T. Butler , J. D. Jakeman , T. Wildey

Computing the marginal likelihood (also called the Bayesian model evidence) is an important task in Bayesian model selection, providing a principled quantitative way to compare models. The learned harmonic mean estimator solves the…

Methodology · Statistics 2024-01-22 Alicja Polanska , Matthew A. Price , Alessio Spurio Mancini , Jason D. McEwen

We present a continuous-time probabilistic approach for estimating the chirp signal and its instantaneous frequency function when the true forms of these functions are not accessible. Our model represents these functions by non-linearly…

Machine Learning · Statistics 2023-03-22 Zheng Zhao , Simo Särkkä , Jens Sjölund , Thomas B. Schön

Gaussian functions are commonly used in different fields, many real signals can be modeled into such form. Research aiming to obtain a precise fitting result for these functions is very meaningful. This manuscript intends to introduce a new…

Methodology · Statistics 2021-03-15 Wei Chen

Within Bayesian state estimation, considerable effort has been devoted to incorporating constraints into state estimation for process optimization, state monitoring, fault detection and control. Nonetheless, in the domain of state-space…

Systems and Control · Electrical Eng. & Systems 2025-07-28 Rodrigo A. González , Angel L. Cedeño , Koen Tiels , Tom Oomen
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