Related papers: Model Order Estimation for A Sum of Complex Expone…
This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise under more relaxed conditions. The SPDE is discretized…
Categorical compositional distributional model of Coecke et al. (2010) suggests a way to combine grammatical composition of the formal, type logical models with the corpus based, empirical word representations of distributional semantics.…
We propose a multi-tone decomposition algorithm that can find the frequencies, amplitudes and phases of the fundamental sinusoids in a noisy observation sequence. Under independent identically distributed Gaussian noise, our method utilizes…
We present a method of parameter estimation for large class of nonlinear systems, namely those in which the state consists of output derivatives and the flow is linear in the parameter. The method, which solves for the unknown parameter by…
We develop a general method for estimating a finite mixture of non-normalized models. Here, a non-normalized model is defined to be a parametric distribution with an intractable normalization constant. Existing methods for estimating…
In this article, we develop methods for estimating a low rank tensor from noisy observations on a subset of its entries to achieve both statistical and computational efficiencies. There have been a lot of recent interests in this problem of…
In this paper we present a generic framework for the asymptotic performance analysis of subspace-based parameter estimation schemes. It is based on earlier results on an explicit first-order expansion of the estimation error in the signal…
A nonintrusive model order reduction method for bilinear stochastic differential equations with additive noise is proposed. A reduced order model (ROM) is designed in order to approximate the statistical properties of high-dimensional…
A problem of statistical estimation of a Hermitian nonnegatively definite matrix of unit trace (for instance, a density matrix in quantum state tomography) is studied. The approach is based on penalized least squares method with a…
Spatial frequency estimation from a mixture of noisy sinusoids finds applications in various fields. While subspace-based methods offer cost-effective super-resolution parameter estimation, they demand precise array calibration, posing…
This contribution proposes a recursive, computationally efficient, ready-to-use, online method for the ellipsoidal state characterization for linear discrete-time models with additive unknown disturbances vectors (bounded by known possibly…
The estimation of signal dimension under heavy-tailed latent factor models is studied. As a primary contribution, robust extensions of an earlier estimator based on Gaussian Stein's unbiased risk estimation are proposed. These novel…
This work considers a computationally and statistically efficient parameter estimation method for a wide class of latent variable models---including Gaussian mixture models, hidden Markov models, and latent Dirichlet allocation---which…
Given a collection of observed signals corrupted with Gaussian noise, how can we learn to optimally denoise them? This fundamental problem arises in both empirical Bayes and generative modeling. In empirical Bayes, the predominant approach…
Estimating the frequencies of multiple sinusoids in the presence of AWGN and when the data record is short is commonly accomplished by subspace-based methods such as ESPRIT, MUSIC, Min-Norm, etc. These methods do not assume that the data…
Mixtures of Hidden Markov Models (MHMMs) are frequently used for clustering of sequential data. An important aspect of MHMMs, as of any clustering approach, is that they can be interpretable, allowing for novel insights to be gained from…
In this paper, we present new types of exponential integrators for Stochastic Differential Equations (SDEs) that take the advantage of the exact solution of (generalised) geometric Brownian motion. We examine both Euler and Milstein…
Supervised learning with irregularly sampled time series have been a challenge to Machine Learning methods due to the obstacle of dealing with irregular time intervals. Some papers introduced recently recurrent neural network models that…
We consider the problem of tensor estimation from noisy observations with possibly missing entries. A nonparametric approach to tensor completion is developed based on a new model which we coin as sign representable tensors. The model…
We study the problem of overcoming exponential sample complexity in differential entropy estimation under Gaussian convolutions. Specifically, we consider the estimation of the differential entropy $h(X+Z)$ via $n$ independently and…