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The popularity of Adaptive MCMC has been fueled on the one hand by its success in applications, and on the other hand, by mathematically appealing and computationally straightforward optimisation criteria for the Metropolis algorithm…

Computation · Statistics 2018-01-30 Cyril Chimisov , Krzysztof Latuszynski , Gareth Roberts

All-sky and wide parameter space searches for continuous gravitational waves are generally template-matching schemes which test a bank of signal waveforms against data from a gravitational wave detector. Such searches can offer optimal…

Instrumentation and Methods for Astrophysics · Physics 2019-07-24 Joe Bayley , Graham Woan , Chris Messenger

Graph signal processing (GSP) studies signals that live on irregular data kernels described by graphs. One fundamental problem in GSP is sampling---from which subset of graph nodes to collect samples in order to reconstruct a bandlimited…

Signal Processing · Electrical Eng. & Systems 2018-12-05 Fen Wang , Yongchao Wang , Gene Cheung

In phase retrieval, the goal is to recover a signal $\mathbf{x}\in\mathbb{C}^N$ from the magnitudes of linear measurements $\mathbf{Ax}\in\mathbb{C}^M$. While recent theory has established that $M\approx 4N$ intensity measurements are…

Information Theory · Computer Science 2015-06-19 Philip Schniter , Sundeep Rangan

This paper considers the design of tunable decision schemes capable of rejecting with high probability mismatched signals embedded in Gaussian interference with unknown covariance matrix. To this end, a sparse recovery technique is…

Signal Processing · Electrical Eng. & Systems 2020-04-29 Sudan Han , Luca Pallotta , Xiaotao Huang , Gaetano Giunta , Danilo Orlando

In many signal processing applications it is required to estimate the unobservable state of a dynamic system from its noisy measurements. For linear dynamic systems with Gaussian Mixture (GM) noise distributions, Gaussian Sum Filters (GSF)…

Systems and Control · Computer Science 2014-05-14 Leila Pishdad , Fabrice Labeau

In this work, we present a new perspective on the origin and interpretation of adaptive filters. By applying Bayesian principles of recursive inference from the state-space model and using a series of simplifications regarding the structure…

Information Retrieval · Computer Science 2025-07-02 Leszek Szczecinski , Jacob Benesty , Eduardo Vinicius Kuhn

We study the problem of sampling and reconstructing spectrally sparse graph signals where the objective is to select a subset of nodes of prespecified cardinality that ensures interpolation of the original signal with the lowest possible…

Signal Processing · Electrical Eng. & Systems 2021-11-24 Abolfazl Hashemi , Rasoul Shafipour , Haris Vikalo , Gonzalo Mateos

This study proposes a mathematical programming-based algorithm for the integrated selection of variable subsets and bandwidth estimation in geographically weighted regression, a local regression method that allows the kernel bandwidth and…

Methodology · Statistics 2025-03-24 Hyunwoo Lee , Young Woong Park

In this paper we enhance Generalized Self-Adapting Particle Swarm Optimization algorithm (GAPSO), initially introduced at the Parallel Problem Solving from Nature 2018 conference, and to investigate its properties. The research on GAPSO is…

Neural and Evolutionary Computing · Computer Science 2020-03-02 Michał Okulewicz , Mateusz Zaborski , Jacek Mańdziuk

The problem of super-resolution compressive sensing (SR-CS) is crucial for various wireless sensing and communication applications. Existing methods often suffer from limited resolution capabilities and sensitivity to hyper-parameters,…

Signal Processing · Electrical Eng. & Systems 2025-08-12 Yufan Zhou , Jingyi Li , Wenkang Xu , An Liu

Due to the highly non-convex nature of large-scale robust parameter estimation, avoiding poor local minima is challenging in real-world applications where input data is contaminated by a large or unknown fraction of outliers. In this paper,…

Computer Vision and Pattern Recognition · Computer Science 2020-03-23 Huu Le , Christopher Zach

Searching for gravitational-wave signals is a challenging and computationally intensive endeavor undertaken by multiple independent analysis pipelines. While detection depends only on observed noisy data, it is sometimes inconsistently…

General Relativity and Quantum Cosmology · Physics 2024-03-15 Matthew Mould , Christopher J. Moore , Davide Gerosa

In Generalized Linear Estimation (GLE) problems, we seek to estimate a signal that is observed through a linear transform followed by a component-wise, possibly nonlinear and noisy, channel. In the Bayesian optimal setting, Generalized…

Disordered Systems and Neural Networks · Physics 2021-02-03 Luca Saglietti , Yue M. Lu , Carlo Lucibello

The present study proposes incorporating non-parametric knowledge into the diffusion least-mean-squares algorithm in the framework of a maximum a posteriori (MAP) estimation. The proposed algorithm leads to a robust estimation of an unknown…

Machine Learning · Computer Science 2023-12-05 Soheil Ashkezari-Toussi , Hadi sadoghi-Yazdi

This paper proposes a sparse regression method that continuously interpolates between Forward Stepwise selection (FS) and the LASSO. When tuned appropriately, our solutions are much sparser than typical LASSO fits but, unlike FS fits,…

Methodology · Statistics 2024-11-20 Ivy Zhang , Robert Tibshirani

Rank regression offers robustness to outliers and heavy-tailed response distributions, invariance to monotonic transformations, and improved efficiency under non-Gaussian errors, making it a versatile tool for analyzing complex data. This…

Methodology · Statistics 2026-05-25 Jiyuan Tu , Suqi Wu , Yichen Zhang , Wen-Xin Zhou

In this work, we propose low-complexity adaptive biased estimation algorithms, called group-based shrinkage estimators (GSEs), for parameter estimation and interference suppression scenarios with mechanisms to automatically adjust the…

Information Theory · Computer Science 2016-11-17 Sheng Li , Rodrigo C. de Lamare , Martin Haardt

A simple procedure for the design of recursive digital filters with an infinite impulse response (IIR) and non-recursive digital filters with a finite impulse response (FIR) is described. The fixed-lag smoothing filters are designed to…

Signal Processing · Electrical Eng. & Systems 2025-07-22 Hugh Lachlan Kennedy

This paper considers the problem of reconstructing sparse or compressible signals from one-bit quantized measurements. We study a new method that uses a log-sum penalty function, also referred to as the Gaussian entropy, for sparse signal…

Information Theory · Computer Science 2012-10-17 Jun Fang , Yanning Shen , Hongbin Li