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Studying the statistical properties of the large-scale structure in the Universe with weak gravitational lensing is a prime goal of several current and forthcoming galaxy surveys. The power that weak lensing has to constrain cosmological…
Gravity inversion is the problem of estimating subsurface density distributions from observed gravitational field data. We consider the two-dimensional (2D) case, in which recovering density models from one-dimensional (1D) measurements…
We propose a hybrid method for accurately estimating the score function, i.e., the gradient of the log steady-state density, using a Gaussian Mixture Model (GMM) in conjunction with a bisecting K-means clustering step. Our approach, which…
T-distributed stochastic neighbor embedding (t-SNE) is a well-known algorithm for visualizing high-dimensional data by finding low-dimensional representations. In this paper, we study the convergence of t-SNE with generalized kernels and…
This paper considers distributed M-estimation under heterogeneous distributions among distributed data blocks. A weighted distributed estimator is proposed to improve the efficiency of the standard "Split-And-Conquer" (SaC) estimator for…
We present a versatile formulation of the convolution operation that we term a "mapped convolution." The standard convolution operation implicitly samples the pixel grid and computes a weighted sum. Our mapped convolution decouples these…
Popular deterministic approximations of posterior distributions from, e.g. the Laplace method, variational Bayes and expectation-propagation, generally rely on symmetric approximating families, often taken to be Gaussian. This choice…
Identifying concentrations of components from an observed mixture is a fundamental problem in signal processing. It has diverse applications in fields ranging from hyperspectral imaging to denoising biomedical sensors. This paper focuses on…
Using a discrete wavelet based space-scale decomposition (SSD), the spectrum of the skewness and kurtosis is developed to describe the non-Gaussian signatures in cosmologically interesting samples. Because the basis of the discrete wavelet…
This paper introduces a general method to approximate the convolution of an arbitrary program with a Gaussian kernel. This process has the effect of smoothing out a program. Our compiler framework models intermediate values in the program…
The paper proposes a specification test based on two estimates of distribution function. One is the traditional kernel distribution function estimate and the other is a newly proposed convolution-type distribution function estimate.…
Two maximum likelihood-based algorithms for unfolding or deconvolution are considered: the Richardson-Lucy method and the Data Unfolding method with Mean Integrated Square Error (MISE) optimization [10]. Unfolding is viewed as a procedure…
We introduce the concept of compressed convolution, a technique to convolve a given data set with a large number of non-orthogonal kernels. In typical applications our technique drastically reduces the effective number of computations. The…
Skewness measures can be used to measure the level of asymmetry of a distribution. Given the prevalence of statistical methods that assume underlying symmetry, and also the desire for symmetry in order to make meaningful judgements for…
Kernel density estimation is a popular method for estimating unseen probability distributions. However, the convergence of these classical estimators to the true density slows down in high dimensions. Moreover, they do not define meaningful…
We introduce GeMS, a framework for 3D Gaussian Splatting (3DGS) designed to handle severely motion-blurred images. State-of-the-art deblurring methods for extreme blur, such as ExBluRF, as well as Gaussian Splatting-based approaches like…
This two-part work considers the minimum means square error (MMSE) estimation problem for a high dimensional multi-layer generalized linear model (ML-GLM), which resembles a feed-forward fully connected deep learning network in that each of…
Markov chain Monte Carlo samplers produce dependent streams of variates drawn from the limiting distribution of the Markov chain. With this as motivation, we introduce novel univariate kernel density estimators which are appropriate for the…
Nonparametric kernel density estimation is a very natural procedure which simply makes use of the smoothing power of the convolution operation. Yet, it performs poorly when the density of a positive variable is to be estimated (boundary…
In this paper, we study the problem of learning multi-dimensional Gaussian Mixture Models (GMMs), with a specific focus on model order selection and efficient mixing distribution estimation. We first establish an information-theoretic lower…