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We propose a novel estimation procedure for certain spectral distributions associated with a class of high dimensional linear time series. The processes under consideration are of the form $X_t = \sum_{\ell=0}^\infty \mathbf{A}_\ell…

Statistics Theory · Mathematics 2025-04-15 Jamshid Namdari , Alexander Aue , Debashis Paul

We present a numerical method for calculating piecewise smooth spectral functions of correlated quantum systems in the thermodynamic limit from the spectra of finite systems computed using the dynamical or correction-vector density-matrix…

Strongly Correlated Electrons · Physics 2014-05-05 Martin Paech , Eric Jeckelmann

For random matrix models, the parameter estimation based on the traditional likelihood functions is not straightforward in particular when we have only one sample matrix. We introduce a new parameter optimization method for random matrix…

Machine Learning · Statistics 2021-06-07 Tomohiro Hayase

A divide and conquer strategy for enhancement of noisy speeches in adverse environments involving lower levels of SNR is presented in this paper, where the total system of speech enhancement is divided into two separate steps. The first…

Audio and Speech Processing · Electrical Eng. & Systems 2018-02-09 Md Tauhidul Islam , Celia Shahnaz , Wei-Ping Zhu , M. Omair Ahmad

Deconvolution is a fundamental inverse problem in signal processing and the prototypical model for recovering a signal from its noisy measurement. Nevertheless, the majority of model-based inversion techniques require knowledge on the…

Signal Processing · Electrical Eng. & Systems 2020-07-23 Arttu Arjas , Lassi Roininen , Mikko J. Sillanpää , Andreas Hauptmann

In this paper, we are interested in the classical problem of restoring data degraded by a convolution and the addition of a white Gaussian noise. The originality of the proposed approach is two-fold. Firstly, we formulate the restoration…

Methodology · Statistics 2015-05-13 Jean-Christophe Pesquet , Amel Benazza-Benyahia , Caroline Chaux

In this work, an efficient numerical scheme is presented for seismic blind deconvolution in a multichannel scenario. The proposed method iterate with wo steps: first, wavelet estimation across all channels and second, refinement of the…

Computational Physics · Physics 2020-10-20 Naveed Iqbal , Entao Liu , James H. McClellan , Abdullatif A. Al-Shuhail

For audio source separation applications, it is common to estimate the magnitude of the short-time Fourier transform (STFT) of each source. In order to further synthesizing time-domain signals, it is necessary to recover the phase of the…

Sound · Computer Science 2018-02-28 Paul Magron , Roland Badeau , Bertrand David

We consider the problem of estimating a signal from noisy circularly-translated versions of itself, called multireference alignment (MRA). One natural approach to MRA could be to estimate the shifts of the observations first, and infer the…

Information Theory · Computer Science 2018-02-14 Tamir Bendory , Nicolas Boumal , Chao Ma , Zhizhen Zhao , Amit Singer

Marine Controlled Source Electromagnetic (CSEM) is employed both in large-scale geophysical applications as well as within exploration of hydrocarbons and gas hydrates. Due to the diffusive character of the EM field only very low…

Geophysics · Physics 2022-11-08 Feng-Ping Li , Vemund Stenbekk Thorkildsen , Leiv-J Gelius , Jian-Hua Yue

Estimating probabilistic deformable template models is a new approach in the fields of computer vision and probabilistic atlases in computational anatomy. A first coherent statistical framework modelling the variability as a hidden random…

Computation · Statistics 2009-01-16 Stéphanie Allassonnière , Estelle Kuhn

Ptychography is a computational imaging technique that aims to reconstruct the object of interest from a set of diffraction patterns. Each of these is obtained by a localized illumination of the object, which is shifted after each…

Image and Video Processing · Electrical Eng. & Systems 2024-02-26 Oleh Melnyk , Patricia Römer

Across many disciplines from neuroscience and genomics to machine learning, atmospheric science and finance, the problems of denoising large data matrices to recover signals obscured by noise, and of estimating the structure of these…

Data Analysis, Statistics and Probability · Physics 2023-12-06 Itamar D. Landau , Gabriel C. Mel , Surya Ganguli

Dynamic density-matrix renormalization provides valuable numerical information on dynamic correlations by computing convolutions of the corresponding spectral densities. Here we discuss and illustrate how and to which extent such data can…

Strongly Correlated Electrons · Physics 2007-05-23 Carsten Raas , Götz S. Uhrig

We propose a general framework to recover underlying images from noisy phaseless diffraction measurements based on the alternating directional method of multipliers and the plug-and-play technique. The algorithm consists of three-step…

Optimization and Control · Mathematics 2016-11-07 Huibin Chang , Stefano Marchesini

In practice, observations are often contaminated by noise, making the resulting sample covariance matrix to be an information-plus-noise-type covariance matrix. Aiming to make inferences about the spectra of the underlying true covariance…

Statistics Theory · Mathematics 2015-08-25 Ningning Xia , Xinghua Zheng

This paper develops a spatially resolved perturbation theory for singular vectors under high-dimensional separable noise and applies it to data-driven matrix recovery. In the asymptotic regime where the matrix dimensions are proportional…

Spectral Theory · Mathematics 2026-03-16 Pei-Chun Su

Recent advances have demonstrated the possibility of solving the deconvolution problem without prior knowledge of the noise distribution. In this paper, we study the repeated measurements model, where information is derived from multiple…

Statistics Theory · Mathematics 2024-09-04 Jérémie Capitao-Miniconi , Elisabeth Gassiat , Luc Lehéricy

This paper considers a noisy data structure recovery problem. The goal is to investigate the following question: Given a noisy observation of a permuted data set, according to which permutation was the original data sorted? The focus is on…

Information Theory · Computer Science 2020-11-24 Minoh Jeong , Alex Dytso , Martina Cardone , H. Vincent Poor

Speckle noise is a fundamental challenge in coherent imaging systems, significantly degrading image quality. Over the past decades, numerous despeckling algorithms have been developed for applications such as Synthetic Aperture Radar (SAR)…

Information Theory · Computer Science 2025-01-31 Ali Zafari , Shirin Jalali