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In this work we consider the state estimation problem in nonlinear/non-Gaussian systems. We introduce a framework, called the scaled unscented transform Gaussian sum filter (SUT-GSF), which combines two ideas: the scaled unscented Kalman…

Data Analysis, Statistics and Probability · Physics 2015-05-19 Xiaodong Luo , Irene M. Moroz , Ibrahim Hoteit

The Unscented Kalman Filter (UKF) is a ubiquitous tool for nonlinear state estimation; however, its performance is limited by the static parameterization of the Unscented Transform (UT). Conventional weighting schemes, governed by fixed…

Machine Learning · Computer Science 2026-03-05 Kenan Majewski , Michał Modzelewski , Marcin Żugaj , Piotr Lichota

In this paper we take up Bayesian inference in general multivariate stable distributions. We exploit the representation of Matsui and Takemura (2009) for univariate projections, and the representation of the distributions in terms of their…

Methodology · Statistics 2015-07-28 Mike G. Tsionas

We propose a novel framework for joint magnetic resonance image reconstruction and uncertainty quantification using under-sampled k-space measurements. The problem is formulated as a Bayesian linear inverse problem, where prior…

Image and Video Processing · Electrical Eng. & Systems 2026-03-17 Ahmed Karam Eldaly , Matteo Figini , Daniel C. Alexander

In this work, by introducing the seismic impedance tensor we propose a new Rayleigh wave dispersion function in a homogeneous and layered medium of the Earth, which provides an efficient way to compute the dispersion curve -- a relation…

Numerical Analysis · Mathematics 2021-06-29 Jianxun Yang , Chen Xu , Ye Zhang

The unscented transformation (UT) is an efficient method to solve the state estimation problem for a non-linear dynamic system, utilizing a derivative-free higher-order approximation by approximating a Gaussian distribution rather than…

Machine Learning · Statistics 2016-08-29 Xi Liu , Badong Chen , Bin Xu , Zongze Wu , Paul Honeine

This paper considers the problem of distributed estimation in a sensor network, where multiple sensors are deployed to infer the state of a linear time-invariant (LTI) Gaussian system. By proposing a lossless decomposition of Kalman filter,…

Systems and Control · Electrical Eng. & Systems 2022-04-19 Jiaqi Yan , Yilin Mo , Hideaki Ishii

Ensemble Kalman Inversion (EnKI) and Ensemble Square Root Filter (EnSRF) are popular sampling methods for obtaining a target posterior distribution. They can be seem as one step (the analysis step) in the data assimilation method Ensemble…

Numerical Analysis · Mathematics 2025-03-07 Zhiyan Ding , Qin Li , Jianfeng Lu

Molecular Communication (MC) leverages the power of diffusion to transmit molecules from a transmitter to a receiver. A wide variety of modulation techniques based on molecule concentration, type, and release time have been extensively…

Emerging Technologies · Computer Science 2025-02-06 Boran A. Kilic , Ozgur B. Akan

Text-to-image synthesis has witnessed remarkable advancements in recent years. Many attempts have been made to adopt text-to-image models to support multiple tasks. However, existing approaches typically require resource-intensive…

Computer Vision and Pattern Recognition · Computer Science 2025-03-18 Ruchika Chavhan , Abhinav Mehrotra , Malcolm Chadwick , Alberto Gil Ramos , Luca Morreale , Mehdi Noroozi , Sourav Bhattacharya

For many scientific inverse problems we are required to evaluate an expensive forward model. Moreover, the model is often given in such a form that it is unrealistic to access its gradients. In such a scenario, standard Markov Chain Monte…

Computation · Statistics 2023-09-21 Richard D. P. Grumitt , Minas Karamanis , Uroš Seljak

Acoustic imaging methods often ignore multiple scattering. This leads to false images in cases where multiple scattering is strong.Marchenko imaging has recently been introduced as a data-driven way to deal with internal multiple…

Applied Physics · Physics 2020-06-09 Kees Wapenaar , Christian Reinicke

We present Manifold Diffusion Fields (MDF), an approach that unlocks learning of diffusion models of data in general non-Euclidean geometries. Leveraging insights from spectral geometry analysis, we define an intrinsic coordinate system on…

Machine Learning · Computer Science 2024-01-23 Ahmed A. Elhag , Yuyang Wang , Joshua M. Susskind , Miguel Angel Bautista

We propose a joint channel estimation and data detection algorithm for massive multilple-input multiple-output systems based on diffusion models. Our proposed method solves the blind inverse problem by sampling from the joint posterior…

Signal Processing · Electrical Eng. & Systems 2023-11-20 Nicolas Zilberstein , Ananthram Swami , Santiago Segarra

The unscented Kalman filter is a nonlinear estimation algorithm commonly used in navigation applications. The prediction of the mean and covariance matrix is crucial to the stable behavior of the filter. This prediction is done by…

Robotics · Computer Science 2025-12-16 Amit Levy , Itzik Klein

Bayesian analysis is widely used in science and engineering for real-time forecasting, decision making, and to help unravel the processes that explain the observed data. These data are some deterministic and/or stochastic transformations of…

Optimization and Control · Mathematics 2020-02-24 Jiangjiang Zhang , Jasper A. Vrugt , Xiaoqing Shi , Guang Lin , Lingzao Zeng , Laosheng Wu

Iterative inversion of seismic, ultrasonic, and other wave data by local gradient-based optimization of mean-square data prediction error (Full Waveform Inversion or FWI) can fail to converge to useful model estimates if started from an…

Optimization and Control · Mathematics 2024-12-10 William W. Symes , Huiyi Chen , Susan E. Minkoff

We consider a multitask estimation problem where nodes in a network are divided into several connected clusters, with each cluster performing a least-mean-squares estimation of a different random parameter vector. Inspired by the…

Systems and Control · Computer Science 2017-04-26 Yuan Wang , Wee Peng Tay , Wuhua Hu

This paper considers an integrated sensing and communication system, where some radar targets also serve as communication scatterers. A location domain channel modeling method is proposed based on the position of targets and scatterers in…

Signal Processing · Electrical Eng. & Systems 2023-07-19 Wenkang Xu , Yongbo Xiao , An Liu , Ming Lei , Minjian Zhao

Deep learning is an increasingly popular approach for inverting surface wave dispersion curves to obtain Vs profiles. However, its generalizability is constrained by the depth and velocity scales of training data. We propose a unified deep…

Geophysics · Physics 2025-09-30 Tianjian Cheng , Hongrui Xu , Jiayu Feng , Xiongyu Hu , Chaofan Yao