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We propose a Bayesian approach to the problem of multi-reference alignment -- the recovery of signals from noisy, randomly shifted observations. While existing frequentist methods accurately recover the signal at arbitrarily low…

Signal Processing · Electrical Eng. & Systems 2025-10-15 Axel Janson , Joakim Andén

We study the problem of sampling and reconstructing spectrally sparse graph signals where the objective is to select a subset of nodes of prespecified cardinality that ensures interpolation of the original signal with the lowest possible…

Signal Processing · Electrical Eng. & Systems 2021-11-24 Abolfazl Hashemi , Rasoul Shafipour , Haris Vikalo , Gonzalo Mateos

Multireference alignment (MRA) problem is to estimate an underlying signal from a large number of noisy circularly-shifted observations. The existing methods are always proposed under the hypothesis of a single Gaussian noise. However, the…

Optimization and Control · Mathematics 2021-07-23 Cuicui Zhao , Jun Liu , Xinqi Gong

With their ability to handle an increased amount of information, multivariate and multichannel signals can be used to solve problems normally not solvable with signals obtained from a single source. One such problem is the decomposition…

Information Theory · Computer Science 2019-04-02 Ljubisa Stankovic , Milos Brajovic , Milos Dakovic , Danilo Mandic

When sampling multiple signals, the correlation between the signals can be exploited to reduce the overall number of samples. In this paper, we study the sampling theory of multiple correlated signals, using correlation to sample them at…

Signal Processing · Electrical Eng. & Systems 2022-10-11 Zhongyi Ni , Feng Ji , Hang Sheng , Hui Feng , Bo Hu

Uncovering causal relationships is a fundamental problem across science and engineering. However, most existing causal discovery methods assume acyclicity and direct access to the system variables -- assumptions that fail to hold in many…

Machine Learning · Computer Science 2026-03-24 Muralikrishnna G. Sethuraman , Faramarz Fekri

In practice most functional data cannot be recorded on a continuum, but rather at discrete time points. It is also quite common that these measurements come with an additive error, which one would like eliminate for the statistical…

Statistics Theory · Mathematics 2021-11-16 Siegfried Hörmann , Fatima Jammoul

Passive microseismic data are commonly buried in noise, which presents a significant challenge for signal detection and recovery. For recordings from a surface sensor array where each trace contains a time-delayed arrival from the event, we…

In tomographic reconstruction, the goal is to reconstruct an unknown object from a collection of line integrals. Given a complete sampling of such line integrals for various angles and directions, explicit inverse formulas exist to…

Numerical Analysis · Mathematics 2018-01-18 Tristan van Leeuwen , Simon Maretzke , K. Joost Batenburg

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

Compressed sensing deals with the reconstruction of sparse signals using a small number of linear measurements. One of the main challenges in compressed sensing is to find the support of a sparse signal. In the literature, several bounds on…

Information Theory · Computer Science 2009-11-26 Ali Hormati , Amin Karbasi , Soheil Mohajer , Martin Vetterli

In recent years, there is a growing need for processing methods aimed at extracting useful information from large datasets. In many cases the challenge is to discover a low-dimensional structure in the data, often concealed by the existence…

Statistics Theory · Mathematics 2019-06-05 Yariv Aizenbud , Boris Landa , Yoel Shkolnisky

We present an application of anomaly detection techniques based on deep recurrent autoencoders to the problem of detecting gravitational wave signals in laser interferometers. Trained on noise data, this class of algorithms could detect…

General Relativity and Quantum Cosmology · Physics 2021-12-15 Eric A. Moreno , Jean-Roch Vlimant , Maria Spiropulu , Bartlomiej Borzyszkowski , Maurizio Pierini

The angular synchronization problem of estimating a set of unknown angles from their known noisy pairwise differences arises in various applications. It can be reformulated as a optimization problem on graphs involving the graph Laplacian…

Optimization and Control · Mathematics 2022-09-12 Frank Filbir , Felix Krahmer , Oleh Melnyk

In vibration-based condition monitoring, optimal filter design improves fault detection by enhancing weak fault signatures within vibration signals. This process involves optimising a derived objective function from a defined objective. The…

Signal Processing · Electrical Eng. & Systems 2024-05-07 Stephan Schmidt , Daniel N. Wilke , Konstantinos C. Gryllias

In this paper we introduce a method for significantly improving the signal to noise ratio in financial data. The approach relies on combining a target variable with different context variables and use auto-encoders (AEs) to learn…

Statistical Finance · Quantitative Finance 2024-08-13 Matthias J. Feiler

The generalization capacity of various machine learning models exhibits different phenomena in the under- and over-parameterized regimes. In this paper, we focus on regression models such as feature regression and kernel regression and…

Machine Learning · Computer Science 2022-03-14 Björn Engquist , Kui Ren , Yunan Yang

In this paper, we investigate the theoretical guarantees of penalized $\lun$ minimization (also called Basis Pursuit Denoising or Lasso) in terms of sparsity pattern recovery (support and sign consistency) from noisy measurements with…

Information Theory · Computer Science 2011-09-13 Charles Dossal , Marie-Line Chabanol , Gabriel Peyré , Jalal Fadili

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

We present a strategy for the recovery of a sparse solution of a common problem in acoustic engineering, which is the reconstruction of sound source levels and locations applying microphone array measurements. The considered task bears…

Optimization and Control · Mathematics 2016-07-04 Laurent Hoeltgen , Michael Breuß , Gert Herold , Ennes Sarradj
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