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A new framework of compressive sensing (CS), namely statistical compressive sensing (SCS), that aims at efficiently sampling a collection of signals that follow a statistical distribution and achieving accurate reconstruction on average, is…

Computer Vision and Pattern Recognition · Computer Science 2010-10-22 Guoshen Yu , Guillermo Sapiro

Likelihood analysis is typically limited to normally distributed noise due to the difficulty of determining the probability density function of complex, high-dimensional, non-Gaussian, and anisotropic noise. This is a major limitation for…

Instrumentation and Methods for Astrophysics · Physics 2023-06-14 Ronan Legin , Alexandre Adam , Yashar Hezaveh , Laurence Perreault Levasseur

A new spectrum sensing detector is proposed and analytically studied, when it operates under generalized noise channels. Particularly, the McLeish distribution is used to model the underlying noise, which is suitable for both non-Gaussian…

Information Theory · Computer Science 2020-09-15 Nikolaos I. Miridakis , Theodoros A. Tsiftsis , Guanghua Yang

Accurate characterization of the noise influencing a quantum system of interest has far-reaching implications across quantum science, ranging from microscopic modeling of decoherence dynamics to noise-optimized quantum control. While the…

Generative diffusion processes are an emerging and effective tool for image and speech generation. In the existing methods, the underline noise distribution of the diffusion process is Gaussian noise. However, fitting distributions with…

Machine Learning · Computer Science 2021-06-17 Eliya Nachmani , Robin San Roman , Lior Wolf

The distributed subgradient method (DSG) is a widely discussed algorithm to cope with large-scale distributed optimization problems in the arising machine learning applications. Most exisiting works on DSG focus on ideal communication…

Signal Processing · Electrical Eng. & Systems 2022-08-24 Zhaoyue Xia , Jun Du , Yong Ren

The estimation of signal parameters using quantized data is a recurrent problem in electrical engineering. As an example, this includes the estimation of a noisy constant value and of the parameters of a sinewave, that is, its amplitude,…

Signal Processing · Electrical Eng. & Systems 2018-04-30 Antonio Moschitta , Johan Schoukens , Paolo Carbone

A distributed detection scheme where the sensors transmit with constant modulus signals over a Gaussian multiple access channel is considered. The deflection coefficient of the proposed scheme is shown to depend on the characteristic…

Information Theory · Computer Science 2017-04-05 Cihan Tepedelenlioglu , Sivaraman Dasarathan

We study a well-known estimator of the fractal index of a stochastic process. Our framework is very general and encompasses many models of interest; we show how to extend the theory of the estimator to a large class of non-Gaussian…

Statistics Theory · Mathematics 2020-09-02 Mikkel Bennedsen

We consider the task of Gaussian mean testing, that is, of testing whether a high-dimensional vector perturbed by white noise has large magnitude, or is the zero vector. This question, originating from the signal processing community, has…

Statistics Theory · Mathematics 2025-04-08 Clément L. Canonne , Themis Gouleakis , Yuhao Wang , Joy Qiping Yang

We consider drawing statistical inferences based on data subject to non-Gaussian measurement error. Unlike most existing methods developed under the assumption of Gaussian measurement error, the proposed strategy exploits hypercomplex…

Methodology · Statistics 2025-05-06 Nicholas W. Woolsey , Xianzheng Huang

Divergence measures play a central role and become increasingly essential in deep learning, yet efficient measures for multiple (more than two) distributions are rarely explored. This becomes particularly crucial in areas where the…

Machine Learning · Computer Science 2024-06-07 Mingfei Lu , Chenxu Li , Shujian Yu , Robert Jenssen , Badong Chen

In one-bit compressed sensing, previous results state that sparse signals may be robustly recovered when the measurements are taken using Gaussian random vectors. In contrast to standard compressed sensing, these results are not extendable…

Information Theory · Computer Science 2013-04-10 Albert Ai , Alex Lapanowski , Yaniv Plan , Roman Vershynin

Discretizations of Langevin diffusions provide a powerful method for sampling and Bayesian inference. However, such discretizations require evaluation of the gradient of the potential function. In several real-world scenarios, obtaining…

Statistics Theory · Mathematics 2021-01-19 Abhishek Roy , Lingqing Shen , Krishnakumar Balasubramanian , Saeed Ghadimi

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

Gravitational-wave astronomers often wish to characterize the expected parameter-estimation accuracy of future observations. The Fisher matrix provides a lower bound on the spread of the maximum-likelihood estimator across noise…

General Relativity and Quantum Cosmology · Physics 2011-11-08 Michele Vallisneri

We consider the semi-parametric estimation of a scale parameter of a one-dimensional Gaussian process with known smoothness. We suggest an estimator based on quadratic variations and on the moment method. We provide asymptotic…

Statistics Theory · Mathematics 2020-01-22 Jean-Marc Azaïs , François Bachoc , Agnès Lagnoux , Thi Mong Ngoc Nguyen

We discuss the detection of gravitational-wave backgrounds in the context of Bayesian inference and suggest a practical definition of what it means for a signal to be considered stochastic---namely, that the Bayesian evidence favors a…

General Relativity and Quantum Cosmology · Physics 2015-08-12 Neil J. Cornish , Joseph D. Romano

This paper considers the problem of estimation of the Fisher information for location from a random sample of size $n$. First, an estimator proposed by Bhattacharya is revisited and improved convergence rates are derived. Second, a new…

Information Theory · Computer Science 2020-05-08 Wei Cao , Alex Dytso , Michael Fauß , H. Vincent Poor , Gang Feng

In the context of the analysis of measured data, one is often faced with the task to differentiate data numerically. Typically, this occurs when measured data are concerned or data are evaluated numerically during the evolution of partial…

Computational Physics · Physics 2007-05-23 Karsten Ahnert , Markus Abel