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We develop a computational procedure to estimate the covariance hyperparameters for semiparametric Gaussian process regression models with additive noise. Namely, the presented method can be used to efficiently estimate the variance of the…

Machine Learning · Computer Science 2022-06-22 Siavash Ameli , Shawn C. Shadden

The estimation of the covariance structure from a discretely observed multivariate Gaussian process under asynchronicity and noise is analysed under high-frequency asymptotics. Asymptotic lower and upper bounds are established for a general…

Statistics Theory · Mathematics 2020-04-21 Sebastian Holtz

The estimation of non-Gaussian measurement noise models is a significant challenge across various fields. In practical applications, it often faces challenges due to the large number of parameters and high computational complexity. This…

Systems and Control · Electrical Eng. & Systems 2023-09-25 Zuxuan Zhang , Gang Wang , Jiacheng He , Shan Zhong

In this paper, we derive a novel procedure for set-membership estimation of dynamical systems affected by stochastic noise with unbounded support. Employing a bound on the sample covariance matrix, we are able to provide a finite- sample…

Systems and Control · Electrical Eng. & Systems 2026-05-20 Felix Brändle , Nicolas Chatzikiriakos , Andrea Iannelli , Frank Allgöwer

This paper presents a speech enhancement method, where an adaptive threshold is statistically determined based on Gaussian modeling of Teager energy (TE) operated perceptual wavelet packet (PWP) coefficients of noisy speech. In order to…

Audio and Speech Processing · Electrical Eng. & Systems 2018-03-07 Md Tauhidul Islam , Celia Shahnaz

We present a method of noise level estimation that is valid even for high noise levels. The method makes use of the functional dependence of coarse grained correlation entropy $K_2(\eps)$ on the threshold parameter $\eps$. We show that the…

Statistical Mechanics · Physics 2009-11-10 K. Urbanowicz , J. A. Holyst

Digital sensors can lead to noisy results under many circumstances. To be able to remove the undesired noise from images, proper noise modeling and an accurate noise parameter estimation is crucial. In this project, we use a…

Image and Video Processing · Electrical Eng. & Systems 2022-12-21 Étienne Objois , Kaan Okumuş , Nicolas Bähler

We study estimation and testing in the Poisson regression model with noisy high dimensional covariates, which has wide applications in analyzing noisy big data. Correcting for the estimation bias due to the covariate noise leads to a…

Statistics Theory · Mathematics 2023-01-03 Fei Jiang , Yeqing Zhou , Jianxuan Liu , Yanyuan Ma

We propose an algorithm to actively estimate the parameters of a linear dynamical system. Given complete control over the system's input, our algorithm adaptively chooses the inputs to accelerate estimation. We show a finite time bound…

Machine Learning · Computer Science 2020-06-23 Andrew Wagenmaker , Kevin Jamieson

We propose a method for estimating the entries of a large noisy matrix when the variance of the noise, $\sigma^2$, is unknown without putting any assumption on the rank of the matrix. We consider the estimator for $\sigma$ introduced by…

Statistics Theory · Mathematics 2019-10-30 Mona Azadkia

For the sparse vector model, we consider estimation of the target vector, of its L2-norm and of the noise variance. We construct adaptive estimators and establish the optimal rates of adaptive estimation when adaptation is considered with…

Statistics Theory · Mathematics 2020-03-04 Laëtitia Comminges , Olivier Collier , Mohamed Ndaoud , Alexandre B. Tsybakov

We consider the problem of estimating convex boundaries from blurred and noisy observations. In our model, the convolution of an intensity function $f$ is observed with additive Gaussian white noise. The function $f$ is assumed to have…

Statistics Theory · Mathematics 2007-06-13 Alexander Goldenshluger , Assaf Zeevi

In this article, based on some simple and reasonable assumptions, we derive a Gaussian noise model for quantum amplitude estimation. We provide results from quantum amplitude estimation run on various IBM superconducting quantum computers…

Quantum Physics · Physics 2024-11-08 Steven Herbert , Ifan Williams , Roland Guichard , Darren Ng

This paper proposes feasible asymptotically efficient estimators for a certain class of Gaussian noises with self-similar and stationary properties, which includes the fractional Gaussian noise, under high frequency observations. In this…

Statistics Theory · Mathematics 2016-11-23 Masaaki Fukasawa , Tetsuya Takabatake

In this paper, we propose a new system design framework for large vocabulary automatic chord estimation. Our approach is based on an integration of traditional sequence segmentation processes and deep learning chord classification…

Sound · Computer Science 2017-09-25 Junqi Deng , Yu-Kwong Kwok

Uncertainty estimation for unlabeled data is crucial to active learning. With a deep neural network employed as the backbone model, the data selection process is highly challenging due to the potential over-confidence of the model…

Machine Learning · Computer Science 2024-02-14 Xingjian Li , Pengkun Yang , Yangcheng Gu , Xueying Zhan , Tianyang Wang , Min Xu , Chengzhong Xu

This paper focuses on the problem of determining as large a region as possible where a function exceeds a given threshold with high probability. We assume that we only have access to a noise-corrupted version of the function and that…

Machine Learning · Statistics 2018-11-27 Andrea Zanette , Junzi Zhang , Mykel J. Kochenderfer

For enhancement of noisy speech, a method of threshold determination based on modeling of Teager energy (TE) operated perceptual wavelet packet (PWP) coefficients of the noisy speech by exponential distribution is presented. A custom…

Audio and Speech Processing · Electrical Eng. & Systems 2018-02-19 Md Tauhidul Islam , Celia Shahnaz , Wei-Ping Zhu , M. Omair Ahmad

Within Bayesian state estimation, considerable effort has been devoted to incorporating constraints into state estimation for process optimization, state monitoring, fault detection and control. Nonetheless, in the domain of state-space…

Systems and Control · Electrical Eng. & Systems 2025-07-28 Rodrigo A. González , Angel L. Cedeño , Koen Tiels , Tom Oomen

This paper studies the multi-task high-dimensional linear regression models where the noise among different tasks is correlated, in the moderately high dimensional regime where sample size $n$ and dimension $p$ are of the same order. Our…

Statistics Theory · Mathematics 2022-06-16 Kai Tan , Gabriel Romon , Pierre C Bellec
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