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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

We derive a method to reconstruct Gaussian signals from linear measurements with Gaussian noise. This new algorithm is intended for applications in astrophysics and other sciences. The starting point of our considerations is the principle…

Instrumentation and Methods for Astrophysics · Physics 2011-10-18 Niels Oppermann , Georg Robbers , Torsten A. Ensslin

We present a new method for the separation of superimposed, independent, auto-correlated components from noisy multi-channel measurement. The presented method simultaneously reconstructs and separates the components, taking all channels…

Methodology · Statistics 2018-02-14 Jakob Knollmüller , Torsten A. Enßlin

Reconstructing noise-driven nonlinear networks from time series of output variables is a challenging problem, which turns to be very difficult when nonlinearity of dynamics, strong noise impacts and low measurement frequencies jointly…

Statistical Mechanics · Physics 2017-10-20 Rundong Shi , Gang Hu , Shihong Wang

Predicting the response of nonlinear dynamical systems subject to random, broadband excitation is important across a range of scientific disciplines, such as structural dynamics and neuroscience. Building data-driven models requires…

Machine Learning · Computer Science 2024-09-27 Joseph Massingham , Ole Nielsen , Tore Butlin

An efficient technique is introduced for model inference of complex nonlinear dynamical systems driven by noise. The technique does not require extensive global optimization, provides optimal compensation for noise-induced errors and is…

Data Analysis, Statistics and Probability · Physics 2007-05-23 V. N. Smelyanskiy , D. A. Timucin , A. Bandrivskyy , D. G. Luchinsky

Response calibration is the process of inferring how much the measured data depend on the signal one is interested in. It is essential for any quantitative signal estimation on the basis of the data. Here, we investigate self-calibration…

Instrumentation and Methods for Astrophysics · Physics 2015-06-18 Torsten A. Enßlin , Henrik Junklewitz , Lars Winderling , Maksim Greiner , Marco Selig

A new technique is introduced to reconstruct a nonlinear stochastic model of the cardiorespiratory interaction. Its inferential framework uses a set of polynomial basis functions representing the nonlinear force governing the system…

Data Analysis, Statistics and Probability · Physics 2009-11-11 V. N. Smelyanskiy , D. G. Luchinsky , A. Stefanovska , P. V. E. McClintock

We present a novel approach for recovering a sparse signal from cross-correlated data. Cross-correlations naturally arise in many fields of imaging, such as optics, holography and seismic interferometry. Compared to the sparse signal…

Signal Processing · Electrical Eng. & Systems 2021-04-28 Miguel Moscoso , Alexei Novikov , George Papanicolaou , Chrysoula Tsogka

A new algorithm is presented for reconstructing stochastic nonlinear dynamical models from noisy time-series data. The approach is analytical; consequently, the resulting algorithm does not require an extensive global search for the model…

Other Condensed Matter · Physics 2009-11-10 V. N. Smelyanskiy , D. G. Luchinsky , D. A. Timucin , A. Bandrivskyy

The paper introduces new types of nonlinear correlations between bivariate data sets and derives nonlinear auto-correlations on the same data set. These auto-correlations are of different types to match signals with different types of…

Chaotic Dynamics · Physics 2014-09-23 Sanjay Kumar Palit , Sayan Mukherjee , D. K. Bhattacharya

In this paper, we establish an iterative data-driven approach to derive guaranteed bounds on nonlinearity measures of unknown nonlinear systems. In this context, nonlinearity measures quantify the strength of the nonlinearity of a dynamical…

Systems and Control · Electrical Eng. & Systems 2020-08-13 Tim Martin , Frank Allgöwer

We study iterative signal reconstruction in computed tomography (CT), wherein measurements are produced by a linear transformation of the unknown signal followed by an exponential nonlinear map. Approaches based on pre-processing the data…

Optimization and Control · Mathematics 2024-07-19 Vasileios Charisopoulos , Rebecca Willett

This paper considers the problem of recovering a structured signal from a relatively small number of noisy measurements with the aid of a similar signal which is known beforehand. We propose a new approach to integrate prior information…

Information Theory · Computer Science 2018-08-06 Xu Zhang , Wei Cui , Yulong Liu

We propose Noisier2Inverse, a correction-free self-supervised deep learning approach for general inverse problems. The proposed method learns a reconstruction function without the need for ground truth samples and is applicable in cases…

Computer Vision and Pattern Recognition · Computer Science 2025-03-30 Nadja Gruber , Johannes Schwab , Markus Haltmeier , Ander Biguri , Clemens Dlaska , Gyeongha Hwang

We consider the problem of recovering of continuous multi-dimensional functions from the noisy observations over the regular grid. Our focus is at the adaptive estimation in the case when the function can be well recovered using a linear…

Statistics Theory · Mathematics 2009-03-06 Anatoli Iouditski , Arkadii S. Nemirovski

Our objective is to estimate the unknown compositional input from its output response through an unknown system after estimating the inverse of the original system with a training set. The proposed methods using artificial neural networks…

Machine Learning · Computer Science 2020-01-27 Se Un Park

This paper discusses the solution of nonlinear integral equations with noisy integral kernels as they appear in nonparametric instrumental regression. We propose a regularized Newton-type iteration and establish convergence and convergence…

Numerical Analysis · Mathematics 2015-04-01 Fabian Dunker , Jean-Pierre Florens , Thorsten Hohage , Jan Johannes , Enno Mammen

We propose and implement an approach to inference in linear instrumental variables models which is simultaneously robust and computationally tractable. Inference is based on self-normalization of sample moment conditions, and allows for…

Econometrics · Economics 2022-11-29 Eric Gautier , Christiern Rose

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…

Instrumentation and Methods for Astrophysics · Physics 2025-06-18 Ya-Nan Li , Yi-Ming Hu , En-Kun Li
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