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We propose a Bayesian nonparametric approach for the noise reduction of a given chaotic time series contaminated by dynamical noise, based on Markov Chain Monte Carlo methods (MCMC). The underlying unknown noise process (possibly) exhibits…

Methodology · Statistics 2018-07-04 Konstantinos Kaloudis , Spyridon J. Hatjispyros

In many data analysis applications the following scenario is commonplace: we are given a point set that is supposed to sample a hidden ground truth $K$ in a metric space, but it got corrupted with noise so that some of the data points lie…

Computational Geometry · Computer Science 2017-03-28 Mickaël Buchet , Tamal K. Dey , Jiayuan Wang , Yusu Wang

On the basis of a local-projective with nonlinear constraints (LPNC) approach (see K. Urbanowicz, J.A. Holyst, T. Stemler and H. Benner, Acta Phys. Pol B 35 (9), 2175, 2004) we develop a method of noise reduction in time series that makes…

Statistical Mechanics · Physics 2007-05-23 Krzysztof Urbanowicz , Janusz A. Holyst

The quality of audio recordings in outdoor environments is often degraded by the presence of wind. Mitigating the impact of wind noise on the perceptual quality of single-channel speech remains a significant challenge due to its…

Audio and Speech Processing · Electrical Eng. & Systems 2024-09-11 Kuang Yuan , Shuo Han , Swarun Kumar , Bhiksha Raj

The denoising process of diffusion models can be interpreted as an approximate projection of noisy samples onto the data manifold. Moreover, the noise level in these samples approximates their distance to the underlying manifold. Building…

Computer Vision and Pattern Recognition · Computer Science 2025-06-03 Abulikemu Abuduweili , Chenyang Yuan , Changliu Liu , Frank Permenter

This study proposes a debiasing method for smooth nonparametric estimators. While machine learning techniques such as random forests and neural networks have demonstrated strong predictive performance, their theoretical properties remain…

Methodology · Statistics 2025-03-19 Masahiro Kato

We consider the problem of demixing a sequence of source signals from the sum of noisy bilinear measurements. It is a generalized mathematical model for blind demixing with blind deconvolution, which is prevalent across the areas of…

Information Theory · Computer Science 2018-10-17 Jialin Dong , Yuanming Shi

Many commercial and defense applications involve multisensor, multitarget tracking, requiring the fusion of information from a set of sensors. An interesting use case occurs when data available at a central node (due to geometric diversity…

Signal Processing · Electrical Eng. & Systems 2024-10-04 Zachary Chance

The identification of states and parameters from noisy measurements of a dynamical system is of great practical significance and has received a lot of attention. Classically, this problem is expressed as optimization over a class of models.…

Time-varying linear state-space models are powerful tools for obtaining mathematically interpretable representations of neural signals. For example, switching and decomposed models describe complex systems using latent variables that evolve…

Tensors in the form of multilinear arrays are ubiquitous in data science applications. Captured real-world data, including video, hyperspectral images, and discretized physical systems, naturally occur as tensors and often come with…

Machine Learning · Computer Science 2023-03-13 Jonathan Gryak , Kayvan Najarian , Harm Derksen

Deconvolution is a statistical inverse problem to estimate the distribution of a random variable based on its noisy observations. Despite the extensive studies on the topic, deconvolution with unknown noise distribution remains as a…

Statistics Theory · Mathematics 2020-04-06 Devavrat Shah , Dogyoon Song

Recent progress in robust statistical learning has mainly tackled convex problems, like mean estimation or linear regression, with non-convex challenges receiving less attention. Phase retrieval exemplifies such a non-convex problem,…

Machine Learning · Statistics 2024-10-15 Alex Buna , Patrick Rebeschini

In distributed, or privacy-preserving learning, we are often given a set of probabilistic models estimated from different local repositories, and asked to combine them into a single model that gives efficient statistical estimation. A…

Machine Learning · Statistics 2017-03-01 Jun Han , Qiang Liu

In this paper, we apply a recently developed nonparametric modeling approach, the "diffusion forecast", to predict the time-evolution of Fourier modes of turbulent dynamical systems. While the diffusion forecasting method assumes the…

Chaotic Dynamics · Physics 2016-03-23 Tyrus Berry , John Harlim

We develop a data-driven approach for signal denoising that utilizes variational mode decomposition (VMD) algorithm and Cramer Von Misses (CVM) statistic. In comparison with the classical empirical mode decomposition (EMD), VMD enjoys…

Signal Processing · Electrical Eng. & Systems 2020-06-02 Khuram Naveed , Muhammad Tahir Akhtar , Muhammad Faisal Siddiqui , Naveed ur Rehman

Reduction of unwanted environmental noises is an important feature of today's hearing aids (HA), which is why noise reduction is nowadays included in almost every commercially available device. The majority of these algorithms, however, is…

Audio and Speech Processing · Electrical Eng. & Systems 2019-11-26 Marc Aubreville , Kai Ehrensperger , Tobias Rosenkranz , Benjamin Graf , Henning Puder , Andreas Maier

Image deblurring is an ill-posed problem with multiple plausible solutions for a given input image. However, most existing methods produce a deterministic estimate of the clean image and are trained to minimize pixel-level distortion. These…

Computer Vision and Pattern Recognition · Computer Science 2021-12-30 Jay Whang , Mauricio Delbracio , Hossein Talebi , Chitwan Saharia , Alexandros G. Dimakis , Peyman Milanfar

Existing convex relaxation-based approaches to reconstruction in compressed sensing assume that noise in the measurements is independent of the signal of interest. We consider the case of noise being linearly correlated with the signal and…

Information Theory · Computer Science 2014-01-03 Thomas Arildsen , Torben Larsen

This paper studies linear overparameterized models in economic forecasting and highlights that including noise variables (regressors with no predictive power) regularizes the estimator. We consider a setting where both the outcome variable…

Econometrics · Economics 2026-04-16 Yuan Liao , Xinjie Ma , Andreas Neuhierl , Zhentao Shi