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Changes in parameters of a physical device can eventually lead to catastrophic failure. This paper discusses a parameter estimation method based on synchronization between a model and time series data. In particular, we examine the…

chao-dyn · Physics 2007-05-23 Justin Goodwin , Reggie Brown , Lutz Junge

This paper studies the problem of robustly learning the correlation function for a univariate time series with the presence of noise, outliers and missing entries. The outliers or anomalies considered here are sparse and rare events that…

Applications · Statistics 2019-01-31 Triet M. Le

We devise variants of classical nonconforming methods for symmetric elliptic problems. These variants differ from the original ones only by transforming discrete test functions into conforming functions before applying the load functional.…

Numerical Analysis · Mathematics 2017-10-11 Andreas Veeser , Pietro Zanotti

This paper studies the classical problem of detecting the locations of signal occurrences in a one-dimensional noisy measurement. Assuming the signal occurrences do not overlap, we formulate the detection task as a constrained likelihood…

Signal Processing · Electrical Eng. & Systems 2023-02-20 Mordechai Roth , Amichai Painsky , Tamir Bendory

In this paper, we consider robust system identification under sparse outliers and random noises. In this problem, system parameters are observed through a Toeplitz matrix. All observations are subject to random noises and a few are…

Information Theory · Computer Science 2013-05-28 Weiyu Xu , Erwei Bai , Myung Cho

Sensitivity of deep-neural models to input noise is known to be a challenging problem. In NLP, model performance often deteriorates with naturally occurring noise, such as spelling errors. To mitigate this issue, models may leverage…

Computation and Language · Computer Science 2021-11-18 Jakub Náplava , Martin Popel , Milan Straka , Jana Straková

Sparse linear inverse problems appear in a variety of settings, but often the noise contaminating observations cannot accurately be described as bounded by or arising from a Gaussian distribution. Poisson observations in particular are a…

Statistics Theory · Mathematics 2018-02-14 Xin Jiang , Patricia Reynaud-Bouret , Vincent Rivoirard , Laure Sansonnet , Rebecca Willett

Noise is an unavoidable part of most measurements which can hinder a correct interpretation of the data. Uncertainties propagate in the data analysis and can lead to biased results even in basic descriptive statistics such as the central…

Instrumentation and Methods for Astrophysics · Physics 2023-11-27 Lorenzo Rimoldini

For noisy two-dimensional data, which are approximately uniformly distributed near the circumference of an ellipse, Mardia and Holmes (1980) developed a model to fit the ellipse. In this paper we adapt their methodology to the analysis of…

Other Statistics · Statistics 2018-10-26 Mai F Alfahad , John T Kent , Kanti V Mardia

Health data are often not symmetric to be adequately modeled through the usual normal distributions; most of them exhibit skewed patterns. They can indeed be modeled better through the larger family of skew-normal distributions covering…

Applications · Statistics 2019-09-24 Amarnath Nandy , Ayanendranath Basu , Abhik Ghosh

This paper addresses the observability analysis and the optimal design of observation parameters in the presence of noisy measurements and parametric uncertainties. The main underlying frameworks are the nonlinear constrained moving horizon…

Systems and Control · Electrical Eng. & Systems 2021-02-05 Mazen Alamir

The problem of estimating a complex measure made up by a linear combination of Dirac distributions centered on points of the complex plane from a finite number of its complex moments affected by additive i.i.d. Gaussian noise is considered.…

Statistics Theory · Mathematics 2012-05-03 Piero Barone

Coping with outliers contaminating dynamical processes is of major importance in various applications because mismatches from nominal models are not uncommon in practice. In this context, the present paper develops novel fixed-lag and…

Systems and Control · Computer Science 2018-11-29 Shahrokh Farahmand , Georgios B. Giannakis , Daniele Angelosante

This paper proposes a resilient state estimator for LTI discrete-time systems. The dynamic equation of the system is assumed to be affected by a bounded process noise. As to the available measurements, they are potentially corrupted by a…

Systems and Control · Electrical Eng. & Systems 2024-09-23 Alexandre Kircher , Laurent Bako , Eric Blanco , Mohamed Benallouch

Real data often contain anomalous cases, also known as outliers. These may spoil the resulting analysis but they may also contain valuable information. In either case, the ability to detect such anomalies is essential. A useful tool for…

Machine Learning · Statistics 2021-01-13 Peter J. Rousseeuw , Mia Hubert

We present an analysis of ensemble Kalman inversion, based on the continuous time limit of the algorithm. The analysis of the dynamical behaviour of the ensemble allows us to establish well-posedness and convergence results for a fixed…

Numerical Analysis · Mathematics 2017-08-09 Claudia Schillings , Andrew Stuart

Numerous biological and microscale systems exhibit synchronization in noisy environments. The theory of such noisy oscillators and their synchronization has been developed and experimentally demonstrated, but inferring the noise intensity…

Adaptation and Self-Organizing Systems · Physics 2025-01-09 Hisa-Aki Tanaka , Somei Suga , Akira Keida , Hiroya Nakao , Yutaka Jitsumatsu , István Z. Kiss

This article reports on a new approach to properly analyze time series of dynamical systems which are spoilt by the simultaneous presence of dynamical noise and measurement noise. It is shown that even strong external measurement noise as…

Chaotic Dynamics · Physics 2009-11-11 Frank Boettcher , Joachim Peinke , David Kleinhans , Rudolf Friedrich , Pedro G. Lind , Maria Haase

Fully robust versions of the elastic net estimator are introduced for linear and logistic regression. The algorithms to compute the estimators are based on the idea of repeatedly applying the non-robust classical estimators to data subsets…

Methodology · Statistics 2017-03-16 Fatma Sevinc Kurnaz , Irene Hoffmann , Peter Filzmoser

The practice of compressed sensing suffers importantly in terms of the efficiency/accuracy trade-off when acquiring noisy signals prior to measurement. It is rather common to find results treating the noise affecting the measurements,…

Numerical Analysis · Mathematics 2014-11-25 Marco Artina , Massimo Fornasier , Steffen Peter
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