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Sequential Bayesian Filtering aims to estimate the current state distribution of a Hidden Markov Model, given the past observations. The problem is well-known to be intractable for most application domains, except in notable cases such as…

Machine Learning · Statistics 2024-02-16 Théophile Cantelobre , Carlo Ciliberto , Benjamin Guedj , Alessandro Rudi

This paper studies function approximation in Gaussian Sobolev spaces over the real line and measures the error in a Gaussian-weighted $L^p$-norm. We construct two linear approximation algorithms using $n$ function evaluations that achieve…

Numerical Analysis · Mathematics 2026-03-20 Yuya Suzuki , Toni Karvonen

We present an efficient method for image segmentation in the presence of strong inhomogeneities. The approach can be interpreted as a two-level clustering procedure: pixels are first grouped into superpixels via a linear least-squares…

Computer Vision and Pattern Recognition · Computer Science 2026-01-27 Jisui Huang , Andreas Alpers , Ke Chen , Na Lei

We give an efficient algorithm for robustly clustering of a mixture of two arbitrary Gaussians, a central open problem in the theory of computationally efficient robust estimation, assuming only that the the means of the component Gaussians…

Data Structures and Algorithms · Computer Science 2020-06-02 He Jia , Santosh Vempala

We study one of the key tools in data approximation and optimization: low-discrepancy colorings. Formally, given a finite set system $(X,\mathcal S)$, the \emph{discrepancy} of a two-coloring $\chi:X\to\{-1,1\}$ is defined as $\max_{S \in…

Data Structures and Algorithms · Computer Science 2022-09-05 Mónika Csikós , Nabil H. Mustafa

Matrix sketching is aimed at finding close approximations of a matrix by factors of much smaller dimensions, which has important applications in optimization and machine learning. Given a matrix A of size m by n, state-of-the-art randomized…

Machine Learning · Computer Science 2016-07-28 Kai Zhang , Chuanren Liu , Jie Zhang , Hui Xiong , Eric Xing , Jieping Ye

Superpixel segmentation algorithms are to partition an image into perceptually coherence atomic regions by assigning every pixel a superpixel label. Those algorithms have been wildly used as a preprocessing step in computer vision works, as…

Computer Vision and Pattern Recognition · Computer Science 2017-02-22 Zhihua Ban , Jianguo Liu , Li Cao

Quasiprobability representation is an important tool for analyzing a quantum system, such as a quantum state or a quantum circuit. In this work, we propose classical algorithms specialized for approximating outcome probabilities of a linear…

Quantum Physics · Physics 2023-12-19 Youngrong Lim , Changhun Oh

This paper is devoted to filtering, smoothing, and prediction of polynomial processes that are partially observed. These problems are known to allow for an explicit solution in the simpler case of linear Gaussian state space models. The key…

Probability · Mathematics 2025-07-10 Jan Kallsen , Ivo Richert

Stochastic approximation techniques have been used in various contexts in data science. We propose a stochastic version of the forward-backward algorithm for minimizing the sum of two convex functions, one of which is not necessarily…

Optimization and Control · Mathematics 2016-02-26 Patrick L. Combettes , Jean-Christophe Pesquet

Depth imaging has largely focused on sensor and intrinsics properties. However, the accuracy of acquire pixel is largely dependent on the capture. We propose a new depth estimation and approximation algorithm which takes an arbitrary 3D…

Computer Vision and Pattern Recognition · Computer Science 2017-10-17 Rajer Sindhu , Jayesh Ananya

An efficient algorithm for adaptive kernel smoothing (AKS) of two-dimensional imaging data has been developed and implemented using the Interactive Data Language (IDL). The functional form of the kernel can be varied (top-hat, Gaussian…

Astrophysics · Physics 2009-11-11 H. Ebeling , D. A. White , F. V. N. Rangarajan

A new fast algebraic method for obtaining an $\mathcal{H}^2$-approximation of a matrix from its entries is presented. The main idea behind the method is based on the nested representation and the maximum-volume principle to select…

Numerical Analysis · Mathematics 2015-11-17 A. Yu Mikhalev , I. V. Oseledets

To speed up Gaussian process inference, a number of fast kernel matrix-vector multiplication (MVM) approximation algorithms have been proposed over the years. In this paper, we establish an exact fast kernel MVM algorithm based on exact…

Machine Learning · Statistics 2025-08-05 Nicolas Langrené , Xavier Warin , Pierre Gruet

We propose a framework for compressive sensing of images with local distinguishable objects, such as stars, and apply it to solve a problem in celestial navigation. Specifically, let x be an N-pixel real-valued image, consisting of a small…

Computational Geometry · Computer Science 2012-08-14 Rishi Gupta , Piotr Indyk , Eric Price , Yaron Rachlin

This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

Optimization and Control · Mathematics 2016-10-31 Insoon Yang , Samuel A. Burden , Ram Rajagopal , S. Shankar Sastry , Claire J. Tomlin

Inferring the posterior distribution in SLAM is critical for evaluating the uncertainty in localization and mapping, as well as supporting subsequent planning tasks aiming to reduce uncertainty for safe navigation. However, real-time full…

Robotics · Computer Science 2023-08-11 Qiangqiang Huang , John J. Leonard

Gaussian processes are popular and flexible models for spatial, temporal, and functional data, but they are computationally infeasible for large datasets. We discuss Gaussian-process approximations that use basis functions at multiple…

Methodology · Statistics 2020-12-22 Matthias Katzfuss , Wenlong Gong

We propose a new image denoising algorithm when the data is contaminated by a Poisson noise. As in the Non-Local Means filter, the proposed algorithm is based on a weighted linear combination of the bserved image. But in contract to the…

Applications · Statistics 2012-01-31 Qiyu Jin , Ion Grama , Quansheng Liu

In Gaussian graphical models, the likelihood equations must typically be solved iteratively. We investigate two algorithms: A version of iterative proportional scaling which avoids inversion of large matrices, and an algorithm based on…

Computation · Statistics 2023-12-12 Søren Højsgaard , Steffen Lauritzen
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