Related papers: Invariant Smoothing with low process noise
Image denoising has achieved unprecedented progress as great efforts have been made to exploit effective deep denoisers. To improve the denoising performance in realworld, two typical solutions are used in recent trends: devising better…
Real-world measurement noise in applications like robotics is often correlated in time, but we typically assume i.i.d. Gaussian noise for filtering. We propose general Gaussian Processes as a non-parametric model for correlated measurement…
Along with recent diffusion models, randomized smoothing has become one of a few tangible approaches that offers adversarial robustness to models at scale, e.g., those of large pre-trained models. Specifically, one can perform randomized…
Estimating the state of a dynamical system from a series of noise-corrupted observations is fundamental in many areas of science and engineering. The most well-known method, the Kalman smoother (and the related Kalman filter), relies on…
We study the inverse problem of estimating n locations $t_1, ..., t_n$ (up to global scale, translation and negation) in $R^d$ from noisy measurements of a subset of the (unsigned) pairwise lines that connect them, that is, from noisy…
We consider the problem of optimizing the sum of a smooth, nonconvex function for which derivatives are unavailable, and a convex, nonsmooth function with easy-to-evaluate proximal operator. Of particular focus is the case where the smooth…
Standard system identification methods often provide inconsistent estimates with closed-loop data. With the prediction error method (PEM), this issue is solved by using a noise model that is flexible enough to capture the noise spectrum.…
We study stochastic convex optimization under infinite noise variance. Specifically, when the stochastic gradient is unbiased and has uniformly bounded $(1+\kappa)$-th moment, for some $\kappa \in (0,1]$, we quantify the convergence rate of…
We develop constrained Bayesian estimation methods for small area problems: those requiring smoothness with respect to similarity across areas, such as geographic proximity or clustering by covariates; and benchmarking constraints,…
Deconvolution is the important problem of estimating the distribution of a quantity of interest from a sample with additive measurement error. Nearly all methods in the literature are based on Fourier transformation because it is…
We study Bayesian inverse problems with mixed noise, modeled as a combination of additive and multiplicative Gaussian components. While traditional inference methods often assume fixed or known noise characteristics, real-world…
In this paper, we focus on activating only a few sensors, among many available, to estimate the state of a stochastic process of interest. This problem is important in applications such as target tracking and simultaneous localization and…
The sensor placement problem is a common problem that arises when monitoring correlated phenomena, such as temperature, precipitation, and salinity. Existing approaches to this problem typically formulate it as the maximization of…
We consider the problem of mean estimation assuming only finite variance. We study a new class of mean estimators constructed by integrating over random noise applied to a soft-truncated empirical mean estimator. For appropriate choices of…
Unlike loose coupling approaches and the EKF-based approaches in the literature, we propose an optimization-based visual-inertial SLAM tightly coupled with raw Global Navigation Satellite System (GNSS) measurements, a first attempt of this…
Voronoi intensity estimators, which are non-parametric estimators for intensity functions of point processes, are both parameter-free and adaptive; the intensity estimate at a given location is given by the reciprocal size of the…
Optimization problems with the objective function in the form of weighted sum and linear equality constraints are considered. Given that the number of local cost functions can be large as well as the number of constraints, a stochastic…
In this paper, we study concentration phenomena of zero-noise limits of invariant measures for stochastic differential equations defined on $\mathbb{R}^d$ with locally Lipschitz continuous coefficients and more than one ergodic state. Under…
We propose a penalty-based smoothing framework for convex nonsmooth functions with a supremum structure. The regularization yields a differentiable surrogate with controlled approximation error, a single-valued dual maximizer, and explicit…
The paper discusses the improvement of the accuracy of an inertial navigation system created on the basis of MEMS sensors using machine learning (ML) methods. As input data for the classifier, we used infor-mation obtained from a developed…