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In this paper we derive the optimal linear shrinkage estimator for the high-dimensional mean vector using random matrix theory. The results are obtained under the assumption that both the dimension $p$ and the sample size $n$ tend to…

Statistics Theory · Mathematics 2018-07-17 Taras Bodnar , Ostap Okhrin , Nestor Parolya

We propose and analyze a sequential quadratic programming algorithm for minimizing a noisy nonlinear smooth function subject to noisy nonlinear smooth equality constraints. The algorithm uses a step decomposition strategy and, as a result,…

Optimization and Control · Mathematics 2025-03-11 Albert S. Berahas , Jiahao Shi , Baoyu Zhou

The objective function of a matrix factorization model usually aims to minimize the average of a regression error contributed by each element. However, given the existence of stochastic noises, the implicit deviations of sample data from…

Machine Learning · Computer Science 2016-10-31 Guang-He Lee , Shao-Wen Yang , Shou-De Lin

Wavelet shrinkage estimators are widely applied in several fields of science for denoising data in wavelet domain by reducing the magnitudes of empirical coefficients. In nonparametric regression problem, most of the shrinkage rules are…

Methodology · Statistics 2021-09-14 Alex Rodrigo dos Santos Sousa , Nancy Lopes Garcia

Denoising score matching (DSM) provides a way to learn data distributions by training a neural network to recover the score function, defined as the gradient of the log density, from noise-corrupted samples. Once trained, the score…

Machine Learning · Computer Science 2026-05-11 Victor Livernoche , Jie Zan , Reihaneh Rabbany

We propose a data-driven framework to increase the computational efficiency of the explicit finite element method in the structural analysis of soft tissue. An encoder-decoder long short-term memory deep neural network is trained based on…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-07-11 Guoxiang Grayson Tong , Daniele E. Schiavazzi

A critical challenge in the data-driven modeling of dynamical systems is producing methods robust to measurement error, particularly when data is limited. Many leading methods either rely on denoising prior to learning or on access to large…

Numerical Analysis · Mathematics 2019-09-04 Samuel H. Rudy , J. Nathan Kutz , Steven L. Brunton

Enhancing the visibility in extreme low-light environments is a challenging task. Under nearly lightless condition, existing image denoising methods could easily break down due to significantly low SNR. In this paper, we systematically…

Image and Video Processing · Electrical Eng. & Systems 2021-08-05 Kaixuan Wei , Ying Fu , Yinqiang Zheng , Jiaolong Yang

In a circular deconvolution model we consider the fully data driven density estimation of a circular random variable where the density of the additive independent measurement error is unknown. We have at hand two independent iid samples,…

Statistics Theory · Mathematics 2021-02-02 Jan Johannes , Xavier Loizeau

Recent work has generalized several results concerning the well-understood spiked Wigner matrix model of a low-rank signal matrix corrupted by additive i.i.d. Gaussian noise to the inhomogeneous case, where the noise has a variance profile.…

Statistics Theory · Mathematics 2025-10-10 Debsurya De , Dmitriy Kunisky

We address the design and synthesis of optimal control strategies for high-dimensional stochastic dynamical systems. Such systems may be deterministic nonlinear systems evolving from random initial states, or systems driven by random…

Numerical Analysis · Mathematics 2020-08-26 Panos Lambrianides , Qi Gong , Daniele Venturi

We consider the problem of discrete-time signal denoising, focusing on a specific family of non-linear convolution-type estimators. Each such estimator is associated with a time-invariant filter which is obtained adaptively, by solving a…

Statistics Theory · Mathematics 2018-06-13 Dmitrii Ostrovskii , Zaid Harchaoui

We propose a unified framework for estimating low-rank matrices through nonconvex optimization based on gradient descent algorithm. Our framework is quite general and can be applied to both noisy and noiseless observations. In the general…

Machine Learning · Statistics 2016-10-18 Lingxiao Wang , Xiao Zhang , Quanquan Gu

The truncated singular value decomposition may be used to find the solution of linear discrete ill-posed problems in conjunction with Tikhonov regularization and requires the estimation of a regularization parameter that balances between…

Numerical Analysis · Mathematics 2022-08-16 Rosemary A. Renaut , Anthony W. Helmstetter , Saeed Vatankhah

Recently, the application of low rank minimization to image denoising has shown remarkable denoising results which are equivalent or better than those of the existing state-of-the-art algorithms. However, due to iterative nature of low rank…

Computer Vision and Pattern Recognition · Computer Science 2015-04-27 Zahid Hussain Shamsi , Hyun Sook Oh , Dai-Gyoung Kim

Hyperspectral images (HSIs) are susceptible to various noise factors leading to the loss of information, and the noise restricts the subsequent HSIs object detection and classification tasks. In recent years, learning-based methods have…

Neural and Evolutionary Computing · Computer Science 2020-08-18 Yuqiao Liu , Yanan Sun , Bing Xue , Mengjie Zhang

Today, the internet makes tremendous amounts of data widely available. Often, the same information is behind multiple different available data sets. This lends growing importance to latent variable models that try to learn the hidden…

Information Theory · Computer Science 2017-05-24 Janis Nötzel , Andreas Winter

The goal of a denoising algorithm is to reconstruct a signal from its noise-corrupted observations. Perfect reconstruction is seldom possible and performance is measured under a given fidelity criterion. In a recent work, the authors…

Information Theory · Computer Science 2009-11-11 George Gemelos , Styrmir Sigurjonsson , Tsachy Weissman

Subspace-based signal processing techniques, such as the Estimation of Signal Parameters via Rotational Invariant Techniques (ESPRIT) algorithm, are popular methods for spectral estimation. These algorithms can achieve the so-called…

Information Theory · Computer Science 2024-10-29 Zhiyan Ding , Ethan N. Epperly , Lin Lin , Ruizhe Zhang

Denoising is of utmost importance for the visualization and processing of images featuring low signal-to-noise ratio. Total variation methods are among the most popular techniques to perform this task improving the signal-to-noise ratio…

Signal Processing · Electrical Eng. & Systems 2022-01-24 Gonzalo D. Maso Talou , Pablo J. Blanco