Related papers: Gaussian-Based Parametric Bijections For Automatic…
A number of inference problems with sensor networks involve projecting a measured signal onto a given subspace. In existing decentralized approaches, sensors communicate with their local neighbors to obtain a sequence of iterates that…
The bilateral filter is a versatile non-linear filter that has found diverse applications in image processing, computer vision, computer graphics, and computational photography. A widely-used form of the filter is the Gaussian bilateral…
The bilateral filter is an edge-preserving smoother that has diverse applications in image processing, computer vision, computer graphics, and computational photography. The filter uses a spatial kernel along with a range kernel to perform…
Gaussian graphical models are used for determining conditional relationships between variables. This is accomplished by identifying off-diagonal elements in the inverse-covariance matrix that are non-zero. When the ratio of variables (p) to…
This paper describes a novel technique for promoting sparsity in the modified filtered-x algorithms required for active noise control. The proposed algorithms are based on recent techniques incorporating approximations to the \ell_0-norm in…
When signals are measured through physical sensors, they are perturbed by noise. To reduce noise, low-pass filters are commonly employed in order to attenuate high frequency components in the incoming signal, regardless if they come from…
Deterministic interpolation and quadrature methods are often unsuitable to address Bayesian inverse problems depending on computationally expensive forward mathematical models. While interpolation may give precise posterior approximations,…
Gaussian mixture filters for nonlinear systems usually rely on severe approximations when calculating mixtures in the prediction and filtering step. Thus, offline approximations of noise densities by Gaussian mixture densities to reduce the…
In this work we propose and analyze a Hessian-based adaptive sparse quadrature to compute infinite-dimensional integrals with respect to the posterior distribution in the context of Bayesian inverse problems with Gaussian prior. Due to the…
With the commercial availability of mixed precision hardware, mixed precision GMRES-based iterative refinement schemes have emerged as popular approaches for solving sparse linear systems. Existing analyses of these approaches, however, are…
We present a novel approach to approximate Gaussian and mixture-of-Gaussians filtering. Our method relies on a variational approximation via a gradient-flow representation. The gradient flow is derived from a Kullback--Leibler discrepancy…
This paper is concerned with parameter identification problem for finite impulse response (FIR) systems with binary-valued observations under low computational complexity. Most of the existing algorithms under binary-valued observations…
We study the problem of estimating precision matrices in Gaussian distributions that are multivariate totally positive of order two ($\mathrm{MTP}_2$). The precision matrix in such a distribution is an M-matrix. This problem can be…
This paper proposes new methodology for sequential state and parameter estimation within the ensemble Kalman filter. The method is fully Bayesian and propagates the joint posterior density of states and parameters over time. In order to…
The averaged alternating modified reflections (AAMR) method is a projection algorithm for finding the closest point in the intersection of convex sets to any arbitrary point in a Hilbert space. This method can be seen as an adequate…
In this paper we present an algorithm for adaptive sparse grid approximations of quantities of interest computed from discretized partial differential equations. We use adjoint-based a posteriori error estimates of the physical…
We introduce a hybrid Gaussian-hash-grid radiance representation for reconstructing 2D Gaussian scene models from multi-view images. Similar to NeST splatting, our approach reduces the entanglement between geometry and appearance common in…
Many imaging technologies rely on tomographic reconstruction, which requires solving a multidimensional inverse problem given a finite number of projections. Backprojection is a popular class of algorithm for tomographic reconstruction,…
The bilateral filter is a non-linear filter that uses a range filter along with a spatial filter to perform edge-preserving smoothing of images. A direct computation of the bilateral filter requires $O(S)$ operations per pixel, where $S$ is…
Sparse system identification problems often exist in many applications, such as echo interference cancellation, sparse channel estimation, and adaptive beamforming. One of popular adaptive sparse system identification (ASSI) methods is…