Related papers: Smoothing and Interpolating Noisy GPS Data with Sm…

We present a new ${\it{gating}}$ method to remove non-Gaussian noise transients in gravitational wave data. The method does not rely on any a-priori knowledge on the amplitude or duration of the transient events. In light of the character…

To improve the off-sample generalization of classical procedures minimizing the empirical risk under potentially heavy-tailed data, new robust learning algorithms have been proposed in recent years, with generalized median-of-means…

Estimating the state of a dynamical system from a series of noise-corrupted observations is fundamental in many areas of science and engineering. The most well-known method, the Kalman smoother (and the related Kalman filter), relies on…

In this article, we consider control theoretic splines with L1 optimization for rejecting outliers in data. Control theoretic splines are either interpolating or smoothing splines, depending on a cost function with a constraint defined by…

With the rapid increase of valuable observational, experimental and simulating data for complex systems, great efforts are being devoted to discovering governing laws underlying the evolution of these systems. However, the existing…

Most existing image denoising algorithms can only deal with a single type of noise, which violates the fact that the noisy observed images in practice are often suffered from more than one type of noise during the process of acquisition and…

We introduce a new analysis method to deal with stationary non-Gaussian noises in gravitational wave detectors in terms of the independent component analysis. First, we consider the simplest case where the detector outputs are linear…

Non-Gaussian statistics are a challenge for data assimilation. Linear methods oversimplify the problem, yet fully nonlinear methods are often too expensive to use in practice. The best solution usually lies between these extremes.…

In this paper, we present a new smoothing approach to solve general nonlinear complementarity problems. Under the $P_0$ condition on the original problems, we prove some existence and convergence results . We also present an error estimate…

Dynamical systems are typically governed by a set of linear/nonlinear differential equations. Distilling the analytical form of these equations from very limited data remains intractable in many disciplines such as physics, biology, climate…

We define a new basis of cubic splines such that the coordinates of a natural cubic spline are sparse. We use it to analyse and to extend the classical Schoenberg and Reinsch result and to estimate a noisy cubic spline. We also discuss the…

This paper presents a novel Bayesian strategy for the estimation of smooth signals corrupted by Gaussian noise. The method assumes a smooth evolution of a succession of continuous signals that can have a numerical or an analytical…

We develop an interpolation-based framework for noisy linear systems with unknown system matrix with bounded norm (implying bounded growth or non-increasing energy), and bounded process noise energy. The proposed approach characterizes all…

We present a new theoretical perspective of data noising in recurrent neural network language models (Xie et al., 2017). We show that each variant of data noising is an instance of Bayesian recurrent neural networks with a particular…

We present a new method to obtain spatio-temporal information from aggregated data of stationary traffic detectors, the ``adaptive smoothing method''. In essential, a nonlinear spatio-temporal lowpass filter is applied to the input detector…

Gradient Smoothing is an efficient approach to reducing noise in gradient-based model explanation method. SmoothGrad adds Gaussian noise to mitigate much of these noise. However, the crucial hyper-parameter in this method, the variance…

In the current era of big data, researchers routinely collect and analyze data of super-large sample sizes. Data-oriented statistical methods have been developed to extract information from super-large data. Smoothing spline ANOVA (SSANOVA)…

Gaussian processes (GPs) are non-parametric probabilistic regression models that are popular due to their flexibility, data efficiency, and well-calibrated uncertainty estimates. However, standard GP models assume homoskedastic Gaussian…

This paper proposes stochastic models for the analysis of ocean surface trajectories obtained from freely-drifting satellite-tracked instruments. The proposed time series models are used to summarise large multivariate datasets and infer…

We introduce a signal processing model for signals in non-white noise, where the exact noise spectrum is a priori unknown. The model is based on a Student's t distribution and constitutes a natural generalization of the widely used normal…