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We analyze the noise in macro-particle methods used in plasma physics and fluid dynamics, leading to approaches for minimizing the total error, focusing on electrostatic models in one dimension. We describe kernel density estimation for…

Plasma Physics · Physics 2021-06-30 E. G. Evstatiev , J. M. Finn , B. A. Shadwick , N. Hengartner

We consider high-dimensional measurement errors with high-frequency data. Our objective is on recovering the high-dimensional cross-sectional covariance matrix of the random errors with optimality. In this problem, not all components of the…

Statistics Theory · Mathematics 2024-04-03 Jinyuan Chang , Qiao Hu , Cheng Liu , Cheng Yong Tang

We consider the problem of joint estimation of structured covariance matrices. Assuming the structure is unknown, estimation is achieved using heterogeneous training sets. Namely, given groups of measurements coming from centered…

Statistics Theory · Mathematics 2016-04-20 Ilya Soloveychik , Ami Wiesel

The estimation of cosmological constraints from observations of the large scale structure of the Universe, such as the power spectrum or the correlation function, requires the knowledge of the inverse of the associated covariance matrix,…

Cosmology and Nongalactic Astrophysics · Physics 2015-11-04 Dante J. Paz , Ariel G. Sanchez

Creating accurate and low-noise covariance matrices represents a formidable challenge in modern-day cosmology. We present a formalism to compress arbitrary observables into a small number of bins by projection into a model-specific subspace…

Cosmology and Nongalactic Astrophysics · Physics 2021-02-10 Oliver H. E. Philcox , Mikhail M. Ivanov , Matias Zaldarriaga , Marko Simonovic , Marcel Schmittfull

This paper addresses the challenge of classifying polarimetric SAR images by leveraging the peculiar characteristics of the polarimetric covariance matrix (PCM). To this end, a general framework to solve a multiple hypothesis test is…

Signal Processing · Electrical Eng. & Systems 2021-06-22 Pia Addabbo , Filippo Biondi , Carmine Clemente , Sudan Han , Danilo Orlando , Giuseppe Ricci

We consider the problem of estimating the covariance structure of a random vector $Y\in \mathbb R^d$ from a sample $Y_1,\ldots,Y_n$. We are interested in the situation when $d$ is large compared to $n$ but the covariance matrix $\Sigma$ of…

Statistics Theory · Mathematics 2024-10-08 Stanislav Minsker , Lang Wang

We study nonparametric covariance function estimation for functional data observed with noise at discrete locations on a $d$-dimensional domain. Estimating the covariance function from discretely observed data is a challenging nonparametric…

Statistics Theory · Mathematics 2026-03-25 Yoshikazu Terada , Atsutomo Yara

The problem of structured matrix estimation has been studied mostly under strong noise dependence assumptions. This paper considers a general framework of noisy low-rank-plus-sparse matrix recovery, where the noise matrix may come from any…

Machine Learning · Statistics 2025-04-07 Jinhang Chai , Jianqing Fan

This paper focuses on the estimation of the sample covariance matrix from low-dimensional random projections of data known as compressive measurements. In particular, we present an unbiased estimator to extract the covariance structure from…

Machine Learning · Statistics 2017-05-01 Farhad Pourkamali-Anaraki

Due to the unreliability and limited capacity of existing quantum computer prototypes, quantum circuit simulation continues to be a vital tool for validating next generation quantum computers and for studying variational quantum algorithms,…

Quantum Physics · Physics 2021-04-01 Yipeng Huang , Steven Holtzen , Todd Millstein , Guy Van den Broeck , Margaret Martonosi

The problem of covariance estimation for replicated surface-valued processes is examined from the functional data analysis perspective. Considerations of statistical and computational efficiency often compel the use of separability of the…

Methodology · Statistics 2021-10-25 Tomas Masak , Victor M. Panaretos

This paper considers the problem of robustly estimating a structured covariance matrix with an elliptical underlying distribution with known mean. In applications where the covariance matrix naturally possesses a certain structure, taking…

Applications · Statistics 2016-06-29 Ying Sun , Prabhu Babu , Daniel P. Palomar

In this paper we study the formal algebraic structure underlying the intrinsic classification algorithm, recently introduced by Hadani, Shkolnisky, Singer and Zhao, for classifying noisy projection images of similar viewing directions in…

Representation Theory · Mathematics 2011-04-07 Ronny Hadani , Amit Singer

One of the major challenges in multivariate analysis is the estimation of population covariance matrix from sample covariance matrix (SCM). Most recent covariance matrix estimators use either shrinkage transformations or asymptotic results…

Methodology · Statistics 2019-12-10 Samruddhi Deshmukh , Amartansh Dubey

We consider the problem of joint estimation of structured inverse covariance matrices. We perform the estimation using groups of measurements with different covariances of the same unknown structure. Assuming the inverse covariances to span…

Machine Learning · Statistics 2015-11-23 Ilya Soloveychik , Ami Wiesel

The number of noisy images required for molecular reconstruction in single-particle cryo-electron microscopy (cryo-EM) is governed by the autocorrelations of the observed, randomly-oriented, noisy projection images. In this work, we…

Numerical Analysis · Mathematics 2023-05-03 Tamir Bendory , Yuehaw Khoo , Joe Kileel , Oscar Mickelin , Amit Singer

In photon-limited imaging, the pixel intensities are affected by photon count noise. Many applications, such as 3-D reconstruction using correlation analysis in X-ray free electron laser (XFEL) single molecule imaging, require an accurate…

Computer Vision and Pattern Recognition · Computer Science 2019-12-18 Zhizhen Zhao , Lydia T. Liu , Amit Singer

We consider the problem of estimating a high-dimensional covariance matrix from a small number of observations when covariates on pairs of variables are available and the variables can have spatial structure. This is motivated by the…

We propose a 3D neural network with specific loss functions for quantitative computed tomography (QCT) noise reduction to compute micro-structural parameters such as tissue mineral density (TMD) and bone volume ratio (BV/TV) with…

Image and Video Processing · Electrical Eng. & Systems 2020-11-11 Felix Thomsen , José M. Fuertes García , Manuel Lucena , Juan Pisula , Rodrigo de Luis García , Jan Broggrefe , Claudio Delrieux