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Graphs are a central tool in machine learning and information processing as they allow to conveniently capture the structure of complex datasets. In this context, it is of high importance to develop flexible models of signals defined over…

Data Structures and Algorithms · Computer Science 2017-05-24 Nathanaël Perraudin , Pierre Vandergheynst

We propose and test improvements to state-of-the-art techniques of Bayeasian statistical inference based on pseudolikelihood maximization with $\ell_1$ regularization and with decimation. In particular, we present a method to determine the…

Data Analysis, Statistics and Probability · Physics 2018-07-18 Alessia Marruzzo , Payal Tyagi , Fabrizio Antenucci , Andrea Pagnani , Luca Leuzzi

Time series forecasting has important applications in financial analysis, weather forecasting, and traffic management. However, existing deep learning models are limited in processing non-stationary time series data because they cannot…

Machine Learning · Computer Science 2025-05-13 Yuqi Xiong , Yang Wen

Some system identification problems impose nonnegativity constraints on the parameters to estimate due to inherent physical characteristics of the unknown system. The nonnegative least-mean-square (NNLMS) algorithm and its variants allow to…

Numerical Analysis · Computer Science 2015-08-25 Jingen Ni , Jian Yang , Jie Chen , Cédric Richard , José Carlos M. Bermudez

This paper deals with the parametric inference for integrated signals embedded in an additive Gaussian noise and observed at deterministic discrete instants which are not necessarily equidistant. The unknown parameter is multidimensional…

Statistics Theory · Mathematics 2019-03-18 Dominique Dehay , Khalil El Waled , Vincent Monsan

It has been observed that an interesting class of non-Gaussian stationary processes is obtained when in the harmonics of a signal with random amplitudes and phases, frequencies can also vary randomly. In the resulting models, the…

Probability · Mathematics 2019-11-19 Anastassia Baxevani , Krzysztof Podgórski

This paper proposes a benchmark of submissions to Detection and Classification Acoustic Scene and Events 2021 Challenge (DCASE) Task 4 representing a sampling of the state-of-the-art in Sound Event Detection task. The submissions are…

Audio and Speech Processing · Electrical Eng. & Systems 2024-01-02 Francesca Ronchini , Romain Serizel

In this paper, we give a new covariation spectral representation of some non stationary symmetric $\alpha$-stable processes (S$\alpha$S). This representation is based on a weaker covariation pseudo additivity condition which is more general…

Probability · Mathematics 2008-02-22 Nourddine Azzaoui

The focus of this thesis is the construction and analysis of efficient representations in nonlinear signal processing, and the applications of these structures to inverse problems in a variety of fields. The work is composed of three major…

Classical Analysis and ODEs · Mathematics 2021-09-21 Eugene Brevdo

We apply Bayesian statistics to the estimation of correlation functions. We give the probability distributions of auto- and cross-correlations as functions of the data. Our procedure uses the measured data optimally and informs about the…

Data Analysis, Statistics and Probability · Physics 2022-12-27 Angel Gutierrez-Rubio , Juan S. Rojas-Arias , Jun Yoneda , Seigo Tarucha , Daniel Loss , Peter Stano

We derive a maximum a posteriori estimator for the linear observation model, where the signal and noise covariance matrices are both uncertain. The uncertainties are treated probabilistically by modeling the covariance matrices with prior…

Statistics Theory · Mathematics 2014-03-12 Dave Zachariah , Nafiseh Shariati , Mats Bengtsson , Magnus Jansson , Saikat Chatterjee

In complex systems, crucial parameters are often subject to unpredictable changes in time. Climate, biological evolution and networks provide numerous examples for such non-stationarities. In many cases, improved statistical models are…

Statistical Finance · Quantitative Finance 2015-12-09 Frederik Meudt , Martin Theissen , Rudi Schäfer , Thomas Guhr

Stochastic optimization naturally arises in machine learning. Efficient algorithms with provable guarantees, however, are still largely missing, when the objective function is nonconvex and the data points are dependent. This paper studies…

Machine Learning · Computer Science 2018-10-02 Minshuo Chen , Lin Yang , Mengdi Wang , Tuo Zhao

Signal extraction out of background noise is a common challenge in high precision physics experiments, where the measurement output is often a continuous data stream. To improve the signal to noise ratio of the detection, witness sensors…

General Relativity and Quantum Cosmology · Physics 2020-02-26 Gabriele Vajente , Yiwen Huang , Maximiliano Isi , Jenne C. Driggers , Jeffrey S. Kissel , Marek J. Szczepanczyk , Salvatore Vitale

Motivated by the maneuvering target tracking with sensors such as radar and sonar, this paper considers the joint and recursive estimation of the dynamic state and the time-varying process noise covariance in nonlinear state space models.…

Systems and Control · Electrical Eng. & Systems 2023-05-09 Hua Lan , Jinjie Hu , Zengfu Wang , Qiang Cheng

From a wavelet analysis, one derives a nonparametrical estimator for the spectral density of a Gaussian process with stationary increments. First, the idealistic case of a continuous time path of the process is considered. A punctual…

Statistics Theory · Mathematics 2008-07-03 Jean-Marc Bardet , Pierre Bertrand , Véronique Billat

Amplitude analysis is a powerful technique to study hadron decays. A significant complication in these analyses is the treatment of instrumental effects, such as background and selection efficiency variations, in the multidimensional…

Data Analysis, Statistics and Probability · Physics 2021-06-18 Abhijit Mathad , Daniel O'Hanlon , Anton Poluektov , Raul Rabadan

Nonsinusoidal oscillatory signals are everywhere. In practice, the nonsinusoidal oscillatory pattern, modeled as a 1-periodic wave-shape function (WSF), might vary from cycle to cycle. When there are finite different WSFs, $s_1,\ldots,s_K$,…

Signal Processing · Electrical Eng. & Systems 2023-04-12 Marcelo A. Colominas , Hau-Tieng Wu

In this paper, a novel decomposition method for non-stationary and nonlinear signals is proposed. This method is inspired by the adaptive wavelet filter bank of the empirical wavelet transform (EWT) and Fourier intrinsic band functions…

Signal Processing · Electrical Eng. & Systems 2019-12-03 Wei Zhou , Zhongren Feng , Xiongjiang Wang , Hao Lv

Passive acoustic mapping (PAM) is a key imaging technique for characterizing cavitation activity in therapeutic ultrasound applications. Recent model-based beamforming algorithms offer high reconstruction quality and strong physical…

Image and Video Processing · Electrical Eng. & Systems 2026-01-13 Tatiana Gelvez-Barrera , Barbara Nicolas , Bruno Gilles , Adrian Basarab , Denis Kouamé