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In this paper we propose a perturbative method for the reconstruction of the covariance matrix of a multinormal distribution, under the assumption that the only available information amounts to the covariance matrix of a spherically…

Statistics Theory · Mathematics 2019-07-19 Filippo Palombi , Simona Toti

The method described here performs blind deconvolution of the beamforming output in the frequency domain. To provide accurate blind deconvolution, sparsity priors are introduced with a smooth \ell_1/\ell_2 regularization term. As the mean…

Data Analysis, Statistics and Probability · Physics 2016-04-13 Mai Quyen Pham , Benoit Oudompheng , Jérôme I. Mars , Barbara Nicolas

Given an image generated by the convolution of point sources with a band-limited function, the deconvolution problem is to reconstruct the source number, positions, and amplitudes. This problem arises from many important applications in…

Image and Video Processing · Electrical Eng. & Systems 2021-01-12 Ping Liu , Hai Zhang

We consider the problem of image denoising in the presence of noise whose statistical properties are a combination of two different distributions. We focus on noise distributions that are frequently considered in applications, in particular…

Optimization and Control · Mathematics 2016-11-22 Luca Calatroni , Juan Carlos De Los Reyes , Carola-Bibiane Schönlieb

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

This paper concerns the inverse source scattering problems of recovering random sources for acoustic and elastic waves. The underlying sources are assumed to be random functions driven by an additive white noise. The inversion process aims…

Numerical Analysis · Mathematics 2024-12-10 Yan Chang , Yukun Guo , Zhipeng Yang , Yue Zhao

The Singular Value Decomposition is a matrix decomposition technique widely used in the analysis of multivariate data, such as complex space-time images obtained in both physical and biological systems. In this paper, we examine the…

Statistical Mechanics · Physics 2009-09-25 A. M. Sengupta , P. P. Mitra

In this paper, we derive the analytical behavior of the limiting spectral distribution of non-central covariance matrices of the "general information-plus-noise" type, as studied in [14]. Through the equation defining its Stieltjes…

Statistics Theory · Mathematics 2023-06-29 Huanchao Zhou , Jiang Hu , Zhidong Bai , Jack W. Silverstein

The blind deconvolution problem aims to recover a rank-one matrix from a set of rank-one linear measurements. Recently, Charisopulos et al. introduced a nonconvex nonsmooth formulation that can be used, in combination with an initialization…

Optimization and Control · Mathematics 2019-11-21 Mateo Díaz

We consider the phase retrieval problem, in which the observer wishes to recover a $n$-dimensional real or complex signal $\mathbf{X}^\star$ from the (possibly noisy) observation of $|\mathbf{\Phi} \mathbf{X}^\star|$, in which…

Information Theory · Computer Science 2022-10-03 Antoine Maillard , Florent Krzakala , Yue M. Lu , Lenka Zdeborová

We study the multivariate deconvolution problem of recovering the distribution of a signal from independent and identically distributed observations additively contaminated with random errors (noise) from a known distribution. For errors…

Statistics Theory · Mathematics 2023-09-28 Judith Rousseau , Catia Scricciolo

For $M$ a simple surface, the non-linear statistical inverse problem of recovering a matrix field $\Phi: M \to \mathfrak{so}(n)$ from discrete, noisy measurements of the $SO(n)$-valued scattering data $C_\Phi$ of a solution of a matrix ODE…

Analysis of PDEs · Mathematics 2020-06-02 François Monard , Richard Nickl , Gabriel P. Paternain

We present a new approach to solve the exponential retrieval problem. We derive a stable technique, based on the singular value decomposition (SVD) of lag-covariance and crosscovariance matrices consisting of covariance coefficients…

Signal Processing · Electrical Eng. & Systems 2020-08-11 D. J Nicolsky , G. S. Tipenko

We propose a patch-based singular value shrinkage method for diffusion magnetic resonance image estimation targeted at low signal to noise ratio and accelerated acquisitions. It operates on the complex data resulting from a sensitivity…

Image and Video Processing · Electrical Eng. & Systems 2019-06-21 Lucilio Cordero-Grande , Daan Christiaens , Jana Hutter , Anthony N. Price , Joseph V. Hajnal

Multiplicative noise models occur in the study of several coherent imaging systems, such as synthetic aperture radar and sonar, and ultrasound and laser imaging. This type of noise is also commonly referred to as speckle. Multiplicative…

Optimization and Control · Mathematics 2009-03-25 Jose M. Bioucas-Dias , Mario A. T. Figueiredo

A comprehensive convergence and stability analysis of some probabilistic numerical methods designed to solve Cauchy-type inverse problems is performed in this study. Such inverse problems aim at solving an elliptic partial differential…

Numerical Analysis · Mathematics 2025-08-12 Iulian Cîmpean , Andreea Grecu , Liviu Marin

Recovering a low-rank signal matrix from its noisy observation, commonly known as matrix denoising, is a fundamental inverse problem in statistical signal processing. Matrix denoising methods are generally based on shrinkage or thresholding…

Methodology · Statistics 2017-01-23 Santosh Kumar Yadav , Rohit Sinha , Prabin Kumar Bora

We present a novel numerical method to the time-harmonic inverse medium scattering problem of recovering the refractive index from near-field scattered data. The approach consists of two stages, one pruning step of detecting the scatterer…

Numerical Analysis · Mathematics 2015-06-05 Kazufumi Ito , Bangti Jin , Jun Zou

This article discusses a generalization of the 1-dimensional multi-reference alignment problem. The goal is to recover a hidden signal from many noisy observations, where each noisy observation includes a random translation and random…

Signal Processing · Electrical Eng. & Systems 2021-07-06 Matthew Hirn , Anna Little

In this work we study orbit recovery over $SO(3)$, where the goal is to recover a function on the sphere from noisy, randomly rotated copies of it. We assume that the function is a linear combination of low-degree spherical harmonics. This…

Data Structures and Algorithms · Computer Science 2022-05-03 Allen Liu , Ankur Moitra