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We study the problem of optimizing a function under a \emph{budgeted number of evaluations}. We only assume that the function is \emph{locally} smooth around one of its global optima. The difficulty of optimization is measured in terms of…

Machine Learning · Computer Science 2019-02-26 Peter L. Bartlett , Victor Gabillon , Michal Valko

We present FAST-MEPSA, an optimised version of the MEPSA algorithm developed to detect peaks in uniformly sampled time series affected by uncorrelated Gaussian noise. Although originally conceived for the analysis of gamma-ray burst (GRB)…

Instrumentation and Methods for Astrophysics · Physics 2025-12-12 Manuele Maistrello , Romain Maccary , Cristiano Guidorzi

We propose a data-dependent denoising procedure to restore noisy images. Different from existing denoising algorithms which search for patches from either the noisy image or a generic database, the new algorithm finds patches from a…

Computer Vision and Pattern Recognition · Computer Science 2015-06-22 Enming Luo , Stanley H. Chan , Truong Q. Nguyen

Modern data are increasingly both high-dimensional and heteroscedastic. This paper considers the challenge of estimating underlying principal components from high-dimensional data with noise that is heteroscedastic across samples, i.e.,…

Statistics Theory · Mathematics 2022-09-14 David Hong , Fan Yang , Jeffrey A. Fessler , Laura Balzano

Extracting information efficiently from quantum systems is a major component of quantum information processing tasks. Randomized measurements, or classical shadows, enable predicting many properties of arbitrary quantum states using few…

In order to handle large data sets omnipresent in modern science, efficient compression algorithms are necessary. Here, a Bayesian data compression (BDC) algorithm that adapts to the specific measurement situation is derived in the context…

Data Analysis, Statistics and Probability · Physics 2021-03-01 Johannes Harth-Kitzerow , Reimar Leike , Philipp Arras , Torsten A. Enßlin

Building on recent advances in Bayesian statistics and image denoising, we propose Noise2Score3D, a fully unsupervised framework for point cloud denoising. Noise2Score3D learns the score function of the underlying point cloud distribution…

Computer Vision and Pattern Recognition · Computer Science 2025-10-08 Xiangbin Wei , Yuanfeng Wang , Ao XU , Lingyu Zhu , Dongyong Sun , Keren Li , Yang Li , Qi Qin

Unsupervised anomaly detection (UAD) plays an important role in modern data analytics and it is crucial to provide simple yet effective and guaranteed UAD algorithms for real applications. In this paper, we present a novel UAD method for…

Machine Learning · Computer Science 2024-12-17 Wei Dai , Kai Hwang , Jicong Fan

Machine learning algorithms aim to find patterns from observations, which may include some noise, especially in robotics domain. To perform well even with such noise, we expect them to be able to detect outliers and discard them when…

Machine Learning · Computer Science 2020-03-04 Wendyam Eric Lionel Ilboudo , Taisuke Kobayashi , Kenji Sugimoto

Numerous Bayesian Network (BN) structure learning algorithms have been proposed in the literature over the past few decades. Each publication makes an empirical or theoretical case for the algorithm proposed in that publication and results…

Machine Learning · Computer Science 2020-09-14 Anthony C. Constantinou , Yang Liu , Kiattikun Chobtham , Zhigao Guo , Neville K. Kitson

We focus on coherent direction of arrival estimation of wideband sources based on spatial sparsity. This area of research is encountered in many applications such as passive radar, sonar, mining, and communication problems, in which an…

Signal Processing · Electrical Eng. & Systems 2024-01-18 Milad Javadzadeh Jirhandeh , Mohammad Hossein Kahaei

Neural networks are fragile when confronted with data that significantly deviates from their training distribution. This is true in particular for simulation-based inference methods, such as neural amortized Bayesian inference (ABI), where…

We consider the maximization of a submodular objective function $f:2^U\to\mathbb{R}_{\geq 0}$, where the objective $f$ is not accessed as a value oracle but instead subject to noisy queries. We introduce a versatile adaptive sampling…

Data Structures and Algorithms · Computer Science 2024-04-11 Wenjing Chen , Shuo Xing , Victoria G. Crawford

We consider estimation models of the form $Y=X^*+N$, where $X^*$ is some $m$-dimensional signal we wish to recover, and $N$ is symmetrically distributed noise that may be unbounded in all but a small $\alpha$ fraction of the entries. We…

Machine Learning · Computer Science 2022-11-15 Tommaso d'Orsi , Rajai Nasser , Gleb Novikov , David Steurer

We propose two novel approaches to the recovery of an (approximately) sparse signal from noisy linear measurements in the case that the signal is a priori known to be non-negative and obey given linear equality constraints, such as simplex…

Information Theory · Computer Science 2015-06-17 Jeremy Vila , Philip Schniter

We introduce the public version of the BAyesian STellar Algorithm (BASTA), an open-source code written in {\tt Python} to determine stellar properties based on a set of astrophysical observables. BASTA has been specifically designed to…

We propose a Bayesian optimization algorithm for objective functions that are sums or integrals of expensive-to-evaluate functions, allowing noisy evaluations. These objective functions arise in multi-task Bayesian optimization for tuning…

Machine Learning · Computer Science 2018-03-26 Saul Toscano-Palmerin , Peter I. Frazier

The Covariance Matrix Adaptation Evolutionary Strategy (CMA-ES) is one of the most advanced algorithms in numerical black-box optimization. For noisy objective functions, several approaches were proposed to mitigate the noise, e.g.,…

Neural and Evolutionary Computing · Computer Science 2025-06-04 Catalin-Viorel Dinu , Yash J. Patel , Xavier Bonet-Monroig , Hao Wang

This article discusses aeroacoustic imaging methods based on correlation measurements in the frequency domain. Standard methods in this field assume that the estimated correlation matrix is superimposed with additive white noise. In this…

Signal Processing · Electrical Eng. & Systems 2020-12-30 Hans-Georg Raumer , Carsten Spehr , Thorsten Hohage , Daniel Ernst

In Phys. Rev. A 108, L060402 (2023), we introduced a Bayesian measurement error mitigation algorithm, which leveraged complete information from the readout signal, and validated the protocol on a quantum device with five superconducting…

Quantum Physics · Physics 2025-11-18 F. Cosco , F. Plastina , N. Lo Gullo