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This paper introduces a new kind of seasonal fractional autoregressive process (SFAR) driven by fractional Gaussian noise (fGn). The new model includes a standard seasonal AR model and fGn. {The estimation of the parameters of this new…

Applications · Statistics 2025-04-01 Chunhao Cai , Yiwu Shang

We propose a new recursive estimator for linear dynamical systems under Gaussian process noise and non-Gaussian measurement noise. Specifically, we develop an approximate maximum a posteriori (MAP) estimator using dynamic programming and…

Systems and Control · Electrical Eng. & Systems 2025-09-09 Mohammad Hussein Yoosefian Nooshabadi , Laurent Lessard

We propose an algorithm to extract noise-robust acoustic features from noisy speech. We use Total Variability Modeling in combination with Non-negative Matrix Factorization (NMF) to learn a total variability subspace and adapt NMF…

Audio and Speech Processing · Electrical Eng. & Systems 2019-07-17 Kunal Dhawan , Colin Vaz , Ruchir Travadi , Shrikanth Narayanan

This paper introduces a reconstruction approach for the input signal of an oversampled filter bank (OFB) when the sub-bands generated at its output are quantized and transmitted over a noisy channel. This approach exploits the redundancy…

Networking and Internet Architecture · Computer Science 2011-08-30 Manel Abid , Michel Kieffer , Beatrice Pesquet-Popescu

Nonuniformly sampled signals are prevalent in real-world applications. However, estimating their power spectra from finite samples poses a significant challenge. The optimal solution-Bronez Generalized Prolate Spheroidal Sequence (GPSS) by…

Signal Processing · Electrical Eng. & Systems 2025-12-24 Jie Cui , Benjamin H. Brinkmann , Gregory A. Worrell

We present an analytic mean field theory for relaxational dynamics in spatially extended systems that undergo purely noise-induced phase transitions to ordered states. The theory augments the usual mean field approach with a Gaussian ansatz…

Statistical Mechanics · Physics 2008-04-14 F. J. Cao , K. Wood , K. Lindenberg

Noise poses a challenge for learning dynamical-system models because already small variations can distort the dynamics described by trajectory data. This work builds on operator inference from scientific machine learning to infer…

Machine Learning · Computer Science 2021-07-27 Wayne Isaac Tan Uy , Yuepeng Wang , Yuxiao Wen , Benjamin Peherstorfer

In this paper, we present a probabilistic analysis of iterative node-based verification-based (NB-VB) recovery algorithms over irregular graphs in the context of compressed sensing. Verification-based algorithms are particularly interesting…

Information Theory · Computer Science 2012-04-24 Yaser Eftekhari , Amir H. Banihashemi , Ioannis Lambadaris

A mainstream type of the state of the arts (SOTAs) based on convolutional neural network (CNN) for real image denoising contains two sub-problems, i.e., noise estimation and non-blind denoising. This paper considers real noise approximated…

Image and Video Processing · Electrical Eng. & Systems 2022-11-29 Yifan Zuo , Jiacheng Xie , Yuming Fang , Yan Huang , Wenhui Jiang

Noise problems in signals have gained huge attention due to the need of noise-free output signal in numerous communication systems. The principal of adaptive noise cancellation is to acquire an estimation of the unwanted interfering signal…

Other Computer Science · Computer Science 2011-04-12 Lilatul Ferdouse , Nasrin Akhter , Tamanna Haque Nipa , Fariha Tasmin Jaigirdar

Traditional filtering algorithms for state estimation -- such as classical Kalman filtering, unscented Kalman filtering, and particle filters - show performance degradation when applied to nonlinear systems whose uncertainty follows…

Machine Learning · Statistics 2026-01-13 Luke S. Lagunowich , Guoxiang Grayson Tong , Daniele E. Schiavazzi

We propose a hybrid variational framework that enhances Neural Quantum States (NQS) with a Normalising Flow-based sampler to improve the expressivity and trainability of quantum many-body wavefunctions. Our approach decouples the sampling…

Quantum Physics · Physics 2025-06-17 Vishal S. Ngairangbam , Michael Spannowsky , Timur Sypchenko

This work proposes a general framework for capturing noise-driven transitions in spatially extended non-equilibrium systems and explains the emergence of coherent patterns beyond the instability onset. The framework relies on stochastic…

Dynamical Systems · Mathematics 2024-12-16 Mickaël D. Chekroun , Honghu Liu , James C. McWilliams

The phenomenological linear response theory of non-Markovian Stochastic Resonance (SR) is put forward for stationary two-state renewal processes. In terms of a derivation of a non-Markov regression theorem we evaluate the characteristic…

Statistical Mechanics · Physics 2007-05-23 Igor Goychuk , Peter Hanggi

The selective frequency damping (SFD) method is an alternative to classical Newton's method to obtain unstable steady-state solutions of dynamical systems. However this method has two main limitations: it does not converge for arbitrary…

Fluid Dynamics · Physics 2015-10-28 Bastien E. Jordi , Colin J. Cotter , Spencer J. Sherwin

A framework for adaptive and non-adaptive statistical compressive sensing is developed, where a statistical model replaces the standard sparsity model of classical compressive sensing. We propose within this framework optimal task-specific…

Computer Vision and Pattern Recognition · Computer Science 2015-06-03 Julio M. Duarte-Carvajalino , Guoshen Yu , Lawrence Carin , Guillermo Sapiro

We consider the problem of minimizing the average of a large number of smooth but possibly non-convex functions. In the context of most machine learning applications, each loss function is non-negative and thus can be expressed as the…

Optimization and Control · Mathematics 2024-07-08 Antonio Orvieto , Lin Xiao

Baseband processing algorithms often require knowledge of the noise power, signal power, or signal-to-noise ratio (SNR). In practice, these parameters are typically unknown and must be estimated. Furthermore, the mean-square error (MSE) is…

Signal Processing · Electrical Eng. & Systems 2023-03-28 Alexandra Gallyas-Sanhueza , Christoph Studer

We present a statistical framework to benchmark the performance of reconstruction algorithms for linear inverse problems, in particular, neural-network-based methods that require large quantities of training data. We generate synthetic…

Signal Processing · Electrical Eng. & Systems 2023-07-05 Pakshal Bohra , Pol del Aguila Pla , Jean-François Giovannelli , Michael Unser

Using a perturbation technique, we derive a new approximate filtering and smoothing methodology generalizing along different directions several existing approaches to robust filtering based on the score and the Hessian matrix of the…

Methodology · Statistics 2023-06-06 Giuseppe Buccheri , Giacomo Bormetti , Fulvio Corsi , Fabrizio Lillo