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In this paper we consider a version of the functional Hodrick-Prescott filter for functional time series. We show that the associated optimal smoothing operator preserves the 'noise-to-signal' structure. Moreover, we propose a consistent…

Statistics Theory · Mathematics 2016-10-05 Hiba Nassar

Novel experimental modalities acquire spatially resolved velocity measurements for steady state and transient flows which are of interest for engineering and biological applications. One of the drawbacks of such high resolution velocity…

Numerical Analysis · Mathematics 2015-12-31 H. Egger , T. Seitz , C. Tropea

The method of filtered back projection (FBP) is a widely used reconstruction technique in X-ray computerized tomography (CT), which is particularly important in clinical diagnostics. To reduce scanning times and radiation doses in medical…

Numerical Analysis · Mathematics 2024-08-14 Matthias Beckmann , Judith Nickel

The projection filter is a technique for approximating the solutions of optimal filtering problems. In projection filters, the Kushner--Stratonovich stochastic partial differential equation that governs the propagation of the optimal…

Optimization and Control · Mathematics 2022-09-15 Muhammad Fuady Emzir , Zheng Zhao , Simo Särkkä

Sequential Bayesian Filtering aims to estimate the current state distribution of a Hidden Markov Model, given the past observations. The problem is well-known to be intractable for most application domains, except in notable cases such as…

Machine Learning · Statistics 2024-02-16 Théophile Cantelobre , Carlo Ciliberto , Benjamin Guedj , Alessandro Rudi

Using a perturbation technique, we derive a new approximate filtering and smoothing methodology generalizing along different directions several existing approaches to robust filtering based on the score and the Hessian matrix of the…

Methodology · Statistics 2023-06-06 Giuseppe Buccheri , Giacomo Bormetti , Fulvio Corsi , Fabrizio Lillo

We present a novel approach for imaging through scattering media that combines the principles of Fourier spatial filtering and single-pixel imaging. We compare the performance of our single-pixel imaging setup with that of a conventional…

A Radial Basis Function Generated Finite-Differences (RBF-FD) inspired technique for evaluating definite integrals over bounded volumes that have smooth boundaries in three dimensions is described. A key aspect of this approach is that it…

Numerical Analysis · Mathematics 2023-01-11 Jonah A. Reeger

The goal of this paper is to design compact support basis spline functions that best approximate a given filter (e.g., an ideal Lowpass filter). The optimum function is found by minimizing the least square problem ($\ell$2 norm of the…

Multimedia · Computer Science 2015-03-17 Ramtin Madani , Ali Ayremlou , Arash Amini , Farrokh Marvasti

A new image denoising algorithm to deal with the additive Gaussian white noise model is given. Like the non-local means method, the filter is based on the weighted average of the observations in a neighborhood, with weights depending on the…

Other Statistics · Statistics 2011-11-04 Qiyu Jin , Ion Grama , Quansheng Liu

The FFT algorithm that implements the discrete Fourier transform is considered one of the top ten algorithms of the $20$th century. Its main strengths are the low computational cost of $\mathcal{O}(n \log n$) and its stability. It is one of…

Numerical Analysis · Mathematics 2017-06-15 Matteo Briani , Annie Cuyt , Wen-shin Lee

The purpose of this work is the design of FIR QMF (Quadrature Mirror Filters) filters of perfect reconstruction and odd number of coefficients (even order). By design, these filters will have linear phase and integer delay. These filter…

Signal Processing · Electrical Eng. & Systems 2022-10-28 Fernando Martin-Rodriguez , Fernando Isasi-de-Vicente , Monica Fernandez-Barciela

We consider the problem of approximating a truncated Gaussian kernel using Fourier (trigonometric) functions. The computation-intensive bilateral filter can be expressed using fast convolutions by applying such an approximation to its range…

Image and Video Processing · Electrical Eng. & Systems 2018-11-07 Sanjay Ghosh , Pravin Nair , Kunal N. Chaudhury

Recent progress in synthetic aperture sonar (SAS) technology and processing has led to significant advances in underwater imaging, outperforming previously common approaches in both accuracy and efficiency. There are, however, inherent…

Numerical Analysis · Mathematics 2017-06-28 John McKay , Anne Gelb , Vishal Monga , Raghu Raj

In this paper, new insights in frequency-domain implementations of digital finite-length impulse response filtering (linear convolution) using overlap-add and overlap-save techniques are provided. It is shown that, in practical…

Signal Processing · Electrical Eng. & Systems 2023-03-15 Hakan Johansson , Oscar Gustafsson

Gaussian mixture filters for nonlinear systems usually rely on severe approximations when calculating mixtures in the prediction and filtering step. Thus, offline approximations of noise densities by Gaussian mixture densities to reduce the…

Systems and Control · Electrical Eng. & Systems 2025-06-02 Ondŕej Straka , Uwe D. Hanebeck

We revisit the task of releasing marginal queries under differential privacy with additive (correlated) Gaussian noise. We first give a construction for answering arbitrary workloads of weighted marginal queries, over arbitrary domains. Our…

Data Structures and Algorithms · Computer Science 2025-12-29 Christian Janos Lebeda , Aleksandar Nikolov , Haohua Tang

In this paper, we propose a novel parameterization method for genus-one and multiply connected genus-zero surfaces, called periodic conformal flattening. The conformal energy minimization technique is utilized to compute the desired…

Numerical Analysis · Mathematics 2025-04-10 Zhong-Heng Tan , Tiexiang Li , Wen-Wei Lin , Shing-Tung Yau

Collaborative Filtering (CF) is a pivotal research area in recommender systems that capitalizes on collaborative similarities between users and items to provide personalized recommendations. With the remarkable achievements of node…

Information Retrieval · Computer Science 2024-01-30 Yifang Qin , Wei Ju , Xiao Luo , Yiyang Gu , Zhiping Xiao , Ming Zhang

Context. Solar Shack-Hartmann wavefront sensors measure differential wavefront tilts as the relative shift between images from different subapertures. There are several methods in use for measuring these shifts. Aims. We evaluate the…

Instrumentation and Methods for Astrophysics · Physics 2015-05-20 Mats G. Löfdahl
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