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We study the performance of estimators of a sparse nonrandom vector based on an observation which is linearly transformed and corrupted by additive white Gaussian noise. Using the reproducing kernel Hilbert space framework, we derive a new…

Statistics Theory · Mathematics 2010-09-20 Sebastian Schmutzhard , Alexander Jung , Franz Hlawatsch , Zvika Ben-Haim , Yonina C. Eldar

We study the problem of detection of a p-dimensional sparse vector of parameters in the linear regression model with Gaussian noise. We establish the detection boundary, i.e., the necessary and sufficient conditions for the possibility of…

Statistics Theory · Mathematics 2010-09-13 Yuri I. Ingster , Alexandre B. Tsybakov , Nicolas Verzelen

Gravitational-wave (GW) parameter estimation typically assumes that instrumental noise is Gaussian and stationary. Obvious departures from this idealization are typically handled on a case-by-case basis, e.g., through bespoke procedures to…

Instrumentation and Methods for Astrophysics · Physics 2026-04-15 Ronan Legin , Maximiliano Isi , Kaze W. K. Wong , Yashar Hezaveh , Laurence Perreault-Levasseur

The problem of detecting a wide-sense stationary Gaussian signal process embedded in white Gaussian noise, where the power spectral density of the signal process exhibits uncertainty, is investigated. The performance of minimax robust…

Information Theory · Computer Science 2010-05-03 Wenyi Zhang , H. Vincent Poor

We propose a novel statistical hypothesis testing method for detection of objects in noisy images. The method uses results from percolation theory and random graph theory. We present an algorithm that allows to detect objects of unknown…

Statistics Theory · Mathematics 2013-12-02 Mikhail A. Langovoy , Olaf Wittich

We consider the signal detection problem in the Gaussian design trace regression model with low rank alternative hypotheses. We derive the precise (Ingster-type) detection boundary for the Frobenius and the nuclear norm. We then apply these…

Statistics Theory · Mathematics 2015-11-10 Alexandra Carpentier , Richard Nickl

With the advent of massive data outputs at a regular rate, admittedly, signal processing technology plays an increasingly key role. Nowadays, signals are not merely restricted to physical sources, they have been extended to digital sources…

Information Theory · Computer Science 2018-01-22 Yi Janet Lu

We develop a new model selection method for the adaptive robust efficient nonparametric signal estimation observed with impulse noise which is defined by the general non Gaussian L\'evy processes. On the basis of the developed method, we…

Statistics Theory · Mathematics 2018-11-27 Slim Beltaief , Oleg Chernoyarov , Serguei Pergamenchtchikov

We consider the problem of estimating a Fourier-sparse signal from noisy samples, where the sampling is done over some interval $[0, T]$ and the frequencies can be "off-grid". Previous methods for this problem required the gap between…

Data Structures and Algorithms · Computer Science 2016-09-07 Xue Chen , Daniel M. Kane , Eric Price , Zhao Song

A low-complexity model for signal quality prediction in a nonlinear fiber-optical network is developed. The model, which builds on the Gaussian noise model, takes into account the signal degradation caused by a combination of chromatic…

Optics · Physics 2015-01-07 Pontus Johannisson , Erik Agrell

Additive or multiplicative stationary noise recently became an important issue in applied fields such as microscopy or satellite imaging. Relatively few works address the design of dedicated denoising methods compared to the usual white…

Computer Vision and Pattern Recognition · Computer Science 2013-07-18 Jérôme Fehrenbach , Pierre Weiss

This paper suggests a nonparametric scheme to find the sparse solution of the underdetermined system of linear equations in the presence of unknown impulsive or non-Gaussian noise. This approach is robust against any variations of the noise…

Computer Vision and Pattern Recognition · Computer Science 2012-01-16 Mahmoud Ramezani Mayiami , Babak Seyfe

Necessary and sufficient conditions of uniform consistency are explored. A hypothesis is simple. Nonparametric sets of alternatives are bounded convex sets in $\mathbb{L}_p$, $p >1$ with "small" balls deleted. The "small" balls have the…

Statistics Theory · Mathematics 2024-03-07 Mikhail Ermakov

We derive minimax testing errors in a distributed framework where the data is split over multiple machines and their communication to a central machine is limited to $b$ bits. We investigate both the $d$- and infinite-dimensional signal…

Statistics Theory · Mathematics 2022-12-13 Botond Szabó , Lasse Vuursteen , Harry van Zanten

This paper considers the problem of estimating a periodic function in a continuous time regression model with an additive stationary gaussian noise having unknown correlation function. A general model selection procedure on the basis of…

Statistics Theory · Mathematics 2010-11-10 Victor Konev , Serguei Pergamenchtchikov

This paper investigates the classical statistical signal processing problem of detecting a signal in the presence of colored noise with an unknown covariance matrix. In particular, we consider a scenario where m-dimensional p possible…

Information Theory · Computer Science 2019-01-29 Lahiru D. Chamain , Prathapasinghe Dharmawansa , Saman Atapattu , Chintha Tellambura

The problem of parameter estimation by the continuous time observations of a deterministic signal in white gaussian noise is considered. The asymptotic properties of the maximul likelihood estimator are described in the asymptotics of small…

Statistics Theory · Mathematics 2015-09-10 Oleg Chernoyarov , Yury Kutoyants , Andrei Trifonov

Digital sensors can lead to noisy results under many circumstances. To be able to remove the undesired noise from images, proper noise modeling and an accurate noise parameter estimation is crucial. In this project, we use a…

Image and Video Processing · Electrical Eng. & Systems 2022-12-21 Étienne Objois , Kaan Okumuş , Nicolas Bähler

Consider the estimation of a signal ${\bf x}\in\mathbb{R}^N$ from noisy observations ${\bf r=x+z}$, where the input~${\bf x}$ is generated by an independent and identically distributed (i.i.d.) Gaussian mixture source, and ${\bf z}$ is…

Information Theory · Computer Science 2014-07-29 Jin Tan , Dror Baron , Liyi Dai

We consider estimation of a deterministic unknown parameter vector in a linear model with non-Gaussian noise. In the Gaussian case, dimensionality reduction via a linear matched filter provides a simple low dimensional sufficient statistic…

Applications · Statistics 2013-11-05 Jakob Vovnoboy , Ami Wiesel
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