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This dissertation shows that careful injection of noise into sample data can substantially speed up Expectation-Maximization algorithms. Expectation-Maximization algorithms are a class of iterative algorithms for extracting maximum…

Machine Learning · Statistics 2014-11-26 Osonde Adekorede Osoba

We develop the analysis (cosparse) variant of the popular audio declipping algorithm of Siedenburg et al. (2014). Furthermore, we extend both the old and the new variants by the possibility of weighting the time-frequency coefficients. We…

Audio and Speech Processing · Electrical Eng. & Systems 2023-03-08 Pavel Záviška , Pavel Rajmic

Bayesian inference is used to extract unknown parameters from gravitational wave signals. Detector noise is typically modelled as stationary, although data from the LIGO and Virgo detectors is not stationary. We demonstrate that the…

Instrumentation and Methods for Astrophysics · Physics 2021-07-13 O Edy , A. Lundgren , L. K. Nuttall

We consider the problem of detecting the presence of a spatially correlated multichannel signal corrupted by additive Gaussian noise (i.i.d across sensors). No prior knowledge is assumed about the system parameters such as the noise…

Information Theory · Computer Science 2013-04-19 Vidyadhar Upadhya , Devendra Jalihal

In gravitational wave astronomy, non-Gaussian noise, such as scattered light noise disturbs stable interferometer operation, limiting the interferometer's sensitivity, and reducing the reliability of the analyses. In scattered light noise,…

General Relativity and Quantum Cosmology · Physics 2024-03-20 Shunsei Yamamura , Hirotaka Yuzurihara , Takahiro Yamamoto , Takashi Uchiyama

We consider the problem of fitting a parametric model to time-series data that are afflicted by correlated noise. The noise is represented by a sum of two stationary Gaussian processes: one that is uncorrelated in time, and another that has…

Earth and Planetary Astrophysics · Physics 2014-11-20 Joshua A. Carter , Joshua N. Winn

The paper considers the problem of estimating the parameters in a continuous time regression model with a non-Gaussian noise of pulse type. The noise is specified by the Ornstein-Uhlenbeck process driven by the mixture of a Brownian motion…

Statistics Theory · Mathematics 2019-09-17 Evgeny Pchelintsev

Bayesian nonparametric regression under a rescaled Gaussian process prior offers smoothness-adaptive function estimation with near minimax-optimal error rates. Hierarchical extensions of this approach, equipped with stochastic variable…

Statistics Theory · Mathematics 2020-12-15 Sheng Jiang , Surya T. Tokdar

We consider drawing statistical inferences based on data subject to non-Gaussian measurement error. Unlike most existing methods developed under the assumption of Gaussian measurement error, the proposed strategy exploits hypercomplex…

Methodology · Statistics 2025-05-06 Nicholas W. Woolsey , Xianzheng Huang

It is increasingly being realised that many real world time series are not stationary and exhibit evolving second-order autocovariance or spectral structure. This article introduces a Bayesian approach for modelling the evolving wavelet…

Methodology · Statistics 2013-09-11 Guy P. Nason , Kara N. Stevens

Optimum Bayes estimator for General Gaussian Distributed (GGD) data in wavelet is provided. The GGD distribution describes a wide class of signals including natural images. A wavelet thresholding method for image denoising is proposed.…

Methodology · Statistics 2012-07-27 Masoud Hashemi , Soosan Beheshti

A variance reduction technique in nonparametric smoothing is proposed: at each point of estimation, form a linear combination of a preliminary estimator evaluated at nearby points with the coefficients specified so that the asymptotic bias…

Statistics Theory · Mathematics 2007-08-22 Ming-Yen Cheng , Liang Peng , Jyh-Shyang Wu

We consider problem of signal detection in Gaussian white noise. Test statistics are linear combinations of squares of estimators of Fourier coefficients or $\mathbb{L}_2$-norms of kernel estimators. We point out necessary and sufficient…

Statistics Theory · Mathematics 2022-07-21 Mikhail Ermakov

Many parametric statistical models are not properly normalised and only specified up to an intractable partition function, which renders parameter estimation difficult. Examples of unnormalised models are Gibbs distributions, Markov random…

Machine Learning · Statistics 2018-06-12 Ciwan Ceylan , Michael U. Gutmann

We propose a new prediction method for multivariate linear regression problems where the number of features is less than the sample size but the number of outcomes is extremely large. Many popular procedures, such as penalized regression…

Methodology · Statistics 2021-04-20 Yihe Wang , Sihai Dave Zhao

Networks are powerful instruments to study complex phenomena, but they become hard to analyze in data that contain noise. Network backbones provide a tool to extract the latent structure from noisy networks by pruning non-salient edges. We…

Physics and Society · Physics 2017-01-26 Michele Coscia , Frank Neffke

Gaussian multiplicative noise is commonly used as a stochastic regularisation technique in training of deterministic neural networks. A recent paper reinterpreted the technique as a specific algorithm for approximate inference in Bayesian…

Machine Learning · Statistics 2017-11-09 Jiri Hron , Alexander G. de G. Matthews , Zoubin Ghahramani

Noise is a part of data whether the data is from measurement, experiment or ... A few techniques are suggested for noise reduction to improve the data quality in recent years some of which are based on wavelet, orthogonalization and neural…

Computational Engineering, Finance, and Science · Computer Science 2023-08-02 Negin Bagherpour , Abbas Mohammadiyan

In this paper we investigate the performance of periodogram based estimators of the spectral density matrix of possibly high-dimensional time series. We suggest and study shrinkage as a remedy against numerical instabilities due to…

Statistics Theory · Mathematics 2008-08-13 Hilmar Böhm , Rainer von Sachs

We derive rates of contraction of posterior distributions on nonparametric models resulting from sieve priors. The aim of the paper is to provide general conditions to get posterior rates when the parameter space has a general structure,…

Statistics Theory · Mathematics 2016-05-03 Julyan Arbel , Ghislaine Gayraud , Judith Rousseau