Related papers: Projection Pursuit for non-Gaussian Independent Co…
A noise-based non-parametric technique for detecting nebulous objects, for example, irregular or clumpy galaxies, and their structure in noise is introduced. "Noise-based" and "non-parametric" imply that this technique imposes negligible…
Non-Gaussian component analysis (NGCA) is an unsupervised linear dimension reduction method that extracts low-dimensional non-Gaussian "signals" from high-dimensional data contaminated with Gaussian noise. NGCA can be regarded as a…
We consider a model where a signal (discrete or continuous) is observed with an additive Gaussian noise process. The signal is issued from a linear combination of a finite but increasing number of translated features. The features are…
Recent methods for learning a linear subspace from data corrupted by outliers are based on convex $\ell_1$ and nuclear norm optimization and require the dimension of the subspace and the number of outliers to be sufficiently small. In sharp…
A distributed inference scheme which uses bounded transmission functions over a Gaussian multiple access channel is considered. When the sensor measurements are decreasingly reliable as a function of the sensor index, the conditions on the…
This paper presents a novel approach for approximate integration over the uncertainty of noise and signal variances in Gaussian process (GP) regression. Our efficient and straightforward approach can also be applied to integration over…
Gauss-Newton methods and their stochastic version have been widely used in machine learning and signal processing. Their nonsmooth counterparts, modified Gauss-Newton or prox-linear algorithms, can lead to contrasting outcomes when compared…
Subspace-valued functions arise in a wide range of problems, including parametric reduced order modeling (PROM). In PROM, each parameter point can be associated with a subspace, which is used for Petrov-Galerkin projections of large system…
Gaussian process (GP) models form a core part of probabilistic machine learning. Considerable research effort has been made into attacking three issues with GP models: how to compute efficiently when the number of data is large; how to…
In the problem of learning mixtures of linear regressions, the goal is to learn a collection of signal vectors from a sequence of (possibly noisy) linear measurements, where each measurement is evaluated on an unknown signal drawn uniformly…
Gaussian process (GP) audio source separation is a time-domain approach that circumvents the inherent phase approximation issue of spectrogram based methods. Furthermore, through its kernel, GPs elegantly incorporate prior knowledge about…
We consider the non-parametric Poisson regression problem where the integer valued response $Y$ is the realization of a Poisson random variable with parameter $\lambda(X)$. The aim is to estimate the functional parameter $\lambda$ from…
We develop a fast variational approximation scheme for Gaussian process (GP) regression, where the spectrum of the covariance function is subjected to a sparse approximation. Our approach enables uncertainty in covariance function…
This paper presents a nonlinear mixing model for joint hyperspectral image unmixing and nonlinearity detection. The proposed model assumes that the pixel reflectances are linear combinations of known pure spectral components corrupted by an…
Joint estimation and scheduling for sensor networks is considered in a system formed by two sensors, a scheduler and a remote estimator. Each sensor observes a Gaussian source, which may be correlated. The scheduler observes the output of…
Accurately estimating the statistical properties of noise is important in data analysis for space-based gravitational wave detectors. Noise in different time-delay interferometry channels correlates with each other. Many studies often…
We propose a nonconvexly regularized convex model for linear regression problems under non-Gaussian noise. The cost function of the proposed model is designed with a possibly non-quadratic data fidelity term and a nonconvex regularizer via…
We derive and study optimal and nearly-optimal strategies for the detection of sinusoidal signals hidden in additive (Gaussian and non-Gaussian) noise. Such strategies are an essential part of algorithms for the detection of the…
In this work we introduce a novel stochastic algorithm dubbed SNIPS, which draws samples from the posterior distribution of any linear inverse problem, where the observation is assumed to be contaminated by additive white Gaussian noise.…
Non-Gaussian Component Analysis (NGCA) is the following distribution learning problem: Given i.i.d. samples from a distribution on $\mathbb{R}^d$ that is non-gaussian in a hidden direction $v$ and an independent standard Gaussian in the…