Related papers: On detection of Gaussian stochastic sequences
We develop new efficient online algorithms for detecting transient sparse signals in TEM video sequences, by adopting the recently developed framework for sequential detection jointly with online convex optimization [1]. We cast the problem…
In this work we introduce a novel stochastic algorithm dubbed SNIPS, which draws samples from the posterior distribution of any linear inverse problem, where the observation is assumed to be contaminated by additive white Gaussian noise.…
The ultimate sensitivity of optical detection is limited by the signal-to-noise ratio (SNR). The first part of the paper shows that coherence plays an important role in the noise analysis. Although interference between an auxiliary wave and…
Since its development, the minimax framework has been one of the corner stones of theoretical statistics, and has contributed to the popularity of many well-known estimators, such as the regularized M-estimators for high-dimensional…
A popular approach for estimating an unknown signal from noisy, linear measurements is via solving a so called \emph{regularized M-estimator}, which minimizes a weighted combination of a convex loss function and of a convex (typically,…
Diffusion models, typically formulated as discretizations of stochastic differential equations (SDEs), have achieved state-of-the-art performance in generative tasks. However, their theoretical analysis often involves complex proofs. In…
We assess the detectability of a nanohertz gravitational wave (GW) background with respect to additive red and white noise in the timing of millisecond pulsars. We develop detection criteria based on the cross-correlation function summed…
Anomaly detection in imbalanced datasets is a frequent and crucial problem, especially in the medical domain where retrieving and labeling irregularities is often expensive. By combining the generative stability of a $\beta$-variational…
Identifying the presence of a gravitational wave transient buried in non-stationary, non-Gaussian noise which can often contain spurious noise transients (glitches) is a very challenging task. For a given data set, transient gravitational…
In this paper, we propose an edge detection technique based on some local smoothing of the image followed by a statistical hypothesis testing on the gradient. An edge point being defined as a zero-crossing of the Laplacian, it is said to be…
We consider the problem of estimating the unknown response function in the Gaussian white noise model. We first utilize the recently developed Bayesian maximum a posteriori "testimation" procedure of Abramovich et al. (2007) for recovering…
This paper studies the sample complexity of learning the $k$ unknown centers of a balanced Gaussian mixture model (GMM) in $\mathbb{R}^d$ with spherical covariance matrix $\sigma^2\mathbf{I}$. In particular, we are interested in the…
Network topology inference is a fundamental problem in many applications of network science, such as locating the source of fake news, brain connectivity networks detection, etc. Many real-world situations suffer from a critical problem…
Bayesian approach to inverse problems is studied in the case where the forward map is a linear hypoelliptic pseudodifferential operator and measurement error is additive white Gaussian noise. The measurement model for an unknown Gaussian…
We study the detection of a change in the covariance matrix of $n$ independent sub-Gaussian random variables of dimension $p$. Our first contribution is to show that $\log\log(8n)$ is the exact minimax testing rate for a change in variance…
In a recent paper, Flandrin [2015] has proposed filtering based on the zeros of a spectrogram, using the short-time Fourier transform and a Gaussian window. His results are based on empirical observations on the distribution of the zeros of…
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…
Sparse inverse covariance estimation (i.e., edge de-tection) is an important research problem in recent years, wherethe goal is to discover the direct connections between a set ofnodes in a networked system based upon the observed…
This paper addresses the problem of estimating the modes of an observed non-stationary mixture signal in the presence of an arbitrary distributed noise. A novel Bayesian model is introduced to estimate the model parameters from the…
The stochastic gravitational wave background (SGWB) is one of the main detection targets for future millihertz space-borne gravitational-wave observatories such as the \ac{LISA}, TianQin, and Taiji. For a single LISA-like detector, a…