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This paper addresses the estimation of uncertain distributed diffusion coefficients in elliptic systems based on noisy measurements of the model output. We formulate the parameter identification problem as an infinite dimensional…

Optimization and Control · Mathematics 2015-06-11 Jeff Borggaard , Hans-Werner van Wyk

In this work we analyze a convex-programming method for estimating superpositions of point sources or spikes from nonuniform samples of their convolution with a known kernel. We consider a one-dimensional model where the kernel is either a…

Optimization and Control · Mathematics 2018-06-04 Brett Bernstein , Carlos Fernandez-Granda

In high-dimensional data, structured noise caused by observed and unobserved factors affecting multiple target variables simultaneously, imposes a serious challenge for modeling, by masking the often weak signal. Therefore, (1) explaining…

We consider several detection situations where, under the alternative hypothesis, the signal admits a low complexity model and, under both the null and the alternative hypotheses, the distribution of the background noise is {unknown}. We…

Instrumentation and Methods for Astrophysics · Physics 2020-12-08 D. Mary , S. Bourguignon , E. Roquain , S. Sulis , M. Perrot-Dockes

We consider the problem of recovering of continuous multi-dimensional functions from the noisy observations over the regular grid. Our focus is at the adaptive estimation in the case when the function can be well recovered using a linear…

Statistics Theory · Mathematics 2009-03-06 Anatoli Iouditski , Arkadii S. Nemirovski

Demixing is the problem of identifying multiple structured signals from a superimposed observation. This work analyzes a general framework, based on convex optimization, for solving demixing problems. We present a new solution to determine…

Systems and Control · Computer Science 2023-07-19 Chun-Yen Kuo , Gang-Xuan Lin , Chun-Shien Lu

This paper investigates the state estimation problem for a class of complex networks, in which the dynamics of each node is subject to Gaussian noise, system uncertainties and nonlinearities. Based on a regularized least-squares approach,…

Systems and Control · Electrical Eng. & Systems 2021-03-16 Peihu Duan , Qishao Wang , Zhisheng Duan , Guanrong Chen

The paper deals with the nonparametric estimation problem at a given fixed point for an autoregressive model with unknown distributed noise. Kernel estimate modifications are proposed. Asymptotic minimax and efficiency properties for…

Statistics Theory · Mathematics 2008-06-19 Ouerdia Arkoun , Serguei Pergamenchtchikov

We propose a blind deconvolution method for signals on graphs, with the exact sparseness constraint for the original signal. Graph blind deconvolution is an algorithm for estimating the original signal on a graph from a set of blurred and…

Signal Processing · Electrical Eng. & Systems 2020-10-28 Kazuma Iwata , Koki Yamada , Yuichi Tanaka

This paper investigates the classical statistical signal processing problem of detecting a signal in the presence of colored noise with an unknown covariance matrix. In particular, we consider a scenario where m-dimensional p possible…

Information Theory · Computer Science 2019-01-29 Lahiru D. Chamain , Prathapasinghe Dharmawansa , Saman Atapattu , Chintha Tellambura

In this paper, we propose a Bayesian MAP estimator for solving the deconvolution problems when the observations are corrupted by Poisson noise. Towards this goal, a proper data fidelity term (log-likelihood) is introduced to reflect the…

Applications · Statistics 2011-03-14 François-Xavier Dupé , Jalal Fadili , Jean-Luc Starck

Score-based model research in the last few years has produced state of the art generative models by employing Gaussian denoising score-matching (DSM). However, the Gaussian noise assumption has several high-dimensional limitations,…

Machine Learning · Computer Science 2022-04-13 Jacob Deasy , Nikola Simidjievski , Pietro Liò

In this paper we consider the kernel estimators of a distribution function defined by the stochastic approximation algorithm when the observation are contamined by measurement errors. It is well known that this estimators depends heavily on…

Statistics Theory · Mathematics 2016-06-28 Yousri Slaoui

It is common, in deconvolution problems, to assume that the measurement errors are identically distributed. In many real-life applications, however, this condition is not satisfied and the deconvolution estimators developed for…

Statistics Theory · Mathematics 2008-12-18 Aurore Delaigle , Alexander Meister

We propose a novel self-supervised image blind denoising approach in which two neural networks jointly predict the clean signal and infer the noise distribution. Assuming that the noisy observations are independent conditionally to the…

Machine Learning · Computer Science 2021-02-17 Jean Ollion , Charles Ollion , Elisabeth Gassiat , Luc Lehéricy , Sylvain Le Corff

A popular class of problem in statistics deals with estimating the support of a density from $n$ observations drawn at random from a $d$-dimensional distribution. The one-dimensional case reduces to estimating the end points of a univariate…

Statistics Theory · Mathematics 2018-04-27 Victor-Emmanuel Brunel , Jason M. Klusowski , Dana Yang

In this article we study the problem of quantifying the uncertainty in an experiment with a technical system. We propose new density estimates which combine observed data of the technical system and simulated data from an (imperfect)…

Statistics Theory · Mathematics 2020-12-21 Sebastian Kersting , Michael Kohler

We investigate the problem of reconstructing signals from a subsampled convolution of their modulated versions and a known filter. The problem is studied as applies to specific imaging systems relying on spatial phase modulation by randomly…

Information Theory · Computer Science 2016-03-23 Sohail Bahmani , Justin Romberg

Anomaly detection is a field of intense research. Identifying low probability events in data/images is a challenging problem given the high-dimensionality of the data, especially when no (or little) information about the anomaly is…

Machine Learning · Computer Science 2022-04-13 José A. Padrón-Hidalgo , Valero Laparra , Gustau Camps-Valls

This paper considers the general signal detection and parameter estimation problem in the presence of colored Gaussian noise disturbance. By modeling the disturbance with an autoregressive process, we present three signal detectors with…

Data Analysis, Statistics and Probability · Physics 2016-07-29 Bo Tang , Haibo He , Steven Kay