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We propose a novel approach to video anomaly detection: we treat feature vectors extracted from videos as realizations of a random variable with a fixed distribution and model this distribution with a neural network. This lets us estimate…

Computer Vision and Pattern Recognition · Computer Science 2024-03-22 Jakub Micorek , Horst Possegger , Dominik Narnhofer , Horst Bischof , Mateusz Kozinski

We introduce a new approach for decoupling trends (drift) and changepoints (shifts) in time series. Our locally adaptive model-based approach for robustly decoupling combines Bayesian trend filtering and machine learning based…

Methodology · Statistics 2024-01-09 Haoxuan Wu , Toryn L. J. Schafer , Sean Ryan , David S. Matteson

The signal demixing problem seeks to separate a superposition of multiple signals into its constituent components. This paper studies a two-stage approach that first decompresses and subsequently deconvolves the noisy and undersampled…

Information Retrieval · Computer Science 2022-05-25 Zhenan Fan , Halyun Jeong , Babhru Joshi , Michael P. Friedlander

In this paper, we propose a Riemannian steepest descent method for solving a blind deconvolution problem. We prove that the proposed algorithm with an appropriate initialization will recover the exact solution with high probability when the…

Information Theory · Computer Science 2018-04-17 Wen Huang , Paul Hand

The density estimation is one of the core problems in statistics. Despite this, existing techniques like maximum likelihood estimation are computationally inefficient due to the intractability of the normalizing constant. For this reason an…

Machine Learning · Computer Science 2021-01-14 Tsimboy Olga , Yermek Kapushev , Evgeny Burnaev , Ivan Oseledets

Bayesian density deconvolution using nonparametric prior distributions is a useful alternative to the frequentist kernel based deconvolution estimators due to its potentially wide range of applicability, straightforward uncertainty…

Statistics Theory · Mathematics 2013-09-10 Abhra Sarkar , Debdeep Pati , Bani K. Mallick , Raymond J. Carroll

We consider the problem of robust deconvolution, and particularly the recovery of an unknown deterministic signal convolved with a known filter and corrupted by additive noise. We present a novel, non-iterative data-driven approach.…

Signal Processing · Electrical Eng. & Systems 2021-11-04 Amir Weiss , Boaz Nadler

The CLEAN deconvolution algorithm has well-known limitations due to the restriction of locating point source model components on a discretized grid. In this letter we demonstrate that these limitations are even more pronounced when applying…

Instrumentation and Methods for Astrophysics · Physics 2015-06-12 M. R. Bell , N. Oppermann , A. Crai , T. A. Enßlin

Defect detection by ultrasonic method is limited by the pulse width. Resolution can be improved through a deconvolution process with a priori information of the pulse or by its estimation. In this paper a regularization of the Wiener filter…

Information Theory · Computer Science 2012-05-17 Roberto H. Herrera , Eduardo Moreno , Héctor Calas , Rubén Orozco

In many experimental contexts, it is necessary to statistically remove the impact of instrumental effects in order to physically interpret measurements. This task has been extensively studied in particle physics, where the deconvolution…

High Energy Physics - Phenomenology · Physics 2024-12-17 Huanbiao Zhu , Krish Desai , Mikael Kuusela , Vinicius Mikuni , Benjamin Nachman , Larry Wasserman

This Note presents original rates of convergence for the deconvolution problem. We assume that both the estimated density and noise density are supersmooth and we compute the risk for two kinds of estimators.

Statistics Theory · Mathematics 2009-09-29 Claire Lacour

For given computational resources, the accuracy of plasma simulations using particles is mainly held back by the noise due to limited statistical sampling in the reconstruction of the particle distribution function. A method based on…

Computational Physics · Physics 2009-09-03 Romain Nguyen van yen , Diego del-Castillo-Negrete , Kai Schneider , Marie Farge , Guangye Chen

In this paper, a hard thresholding wavelet estimator is constructed for a deconvolution model in a periodic setting that has long-range dependent noise. The estimation paradigm is based on a maxiset method that attains a near optimal rate…

Methodology · Statistics 2015-03-20 Justin Rory Wishart

Mixture models are regularly used in density estimation applications, but the problem of estimating the mixing distribution remains a challenge. Nonparametric maximum likelihood produce estimates of the mixing distribution that are…

Computation · Statistics 2019-06-28 Minwoo Chae , Ryan Martin , Stephen G. Walker

We consider the problem of multivariate density deconvolution where the distribution of a random vector needs to be estimated from replicates contaminated with conditionally heteroscedastic measurement errors. We propose a conceptually…

Methodology · Statistics 2022-11-29 Arkaprava Roy , Abhra Sarkar

The authors consider the problem of estimating the density $g$ of independent and identically distributed variables $X\_i$, from a sample $Z\_1, ..., Z\_n$ where $Z\_i=X\_i+\sigma\epsilon\_i$, $i=1, ..., n$, $\epsilon$ is a noise…

Statistics Theory · Mathematics 2008-02-11 Fabienne Comte , Yves Rozenholc , Marie-Luce Taupin

This paper develops a convex approach for sparse one-dimensional deconvolution that improves upon L1-norm regularization, the standard convex approach. We propose a sparsity-inducing non-separable non-convex bivariate penalty function for…

Optimization and Control · Mathematics 2016-04-19 Ivan W. Selesnick , Iker Bayram

Let $X_1,..., X_n$ be i.i.d.\ copies of a random variable $X=Y+Z,$ where $ X_i=Y_i+Z_i,$ and $Y_i$ and $Z_i$ are independent and have the same distribution as $Y$ and $Z,$ respectively. Assume that the random variables $Y_i$'s are…

Statistics Theory · Mathematics 2018-04-17 Shota Gugushvili , Bert van Es , Peter Spreij

We consider the problem of sparse estimation in a factor analysis model. A traditional estimation procedure in use is the following two-step approach: the model is estimated by maximum likelihood method and then a rotation technique is…

Methodology · Statistics 2013-03-18 Kei Hirose , Michio Yamamoto

In this paper, we study a class of non-parametric density estimators under Bayesian settings. The estimators are piecewise constant functions on binary partitions. We analyze the concentration rate of the posterior distribution under a…

Statistics Theory · Mathematics 2015-08-21 Linxi Liu , Wing Hung Wong