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Classical discriminant analysis assumes identically distributed training data, yet in many applications observations are collected over time and the class-conditional distributions drift. This population drift renders stationary classifiers…
In machine learning and data mining, linear models have been widely used to model the response as parametric linear functions of the predictors. To relax such stringent assumptions made by parametric linear models, additive models consider…
In this paper, we discuss the problem of minimizing the sum of two convex functions: a smooth function plus a non-smooth function. Further, the smooth part can be expressed by the average of a large number of smooth component functions, and…
For recursive circular filtering based on circular statistics, we introduce a general framework for estimation of a circular state based on different circular distributions, specifically the wrapped normal distribution and the von Mises…
In this paper, we study and analyze zeroth-order stochastic approximation algorithms for solving bilvel problems, when neither the upper/lower objective values, nor their unbiased gradient estimates are available. In particular, exploiting…
In many fields of application, dynamic processes that evolve through time are well described by systems of ordinary differential equations (ODEs). The analytical solution of the ODEs is often not available and different methods have been…
We introduce and analyze an algorithm for the minimization of convex functions that are the sum of differentiable terms and proximable terms composed with linear operators. The method builds upon the recently developed smoothed gap…
Some methods based on simple regularizing geometric element transformations have heuristically been shown to give runtime efficient and quality effective smoothing algorithms for meshes. We describe the mathematical framework and a…
In this paper is proposed a novel incremental iterative Gauss-Newton-Markov-Kalman filter method for state estimation of dynamic models given noisy measurements. The mathematical formulation of the proposed filter is based on the…
In this paper, we propose two algorithms for solving linear inverse problems when the observations are corrupted by Poisson noise. A proper data fidelity term (log-likelihood) is introduced to reflect the Poisson statistics of the noise. On…
System identification methods for multivariate time-series, such as neural and behavioral recordings, have been used to build models for predicting one from the other. For example, Preferential Subspace Identification (PSID) builds a…
We consider the problem of sequential estimation of the unknowns of state-space and deep state-space models that include estimation of functions and latent processes of the models. The proposed approach relies on Gaussian and deep Gaussian…
2D Gaussian Splatting (2DGS) has recently emerged as a promising method for novel view synthesis and surface reconstruction, offering better view-consistency and geometric accuracy than volumetric 3DGS. However, 2DGS suffers from severe…
Stochastic approximation techniques have been used in various contexts in data science. We propose a stochastic version of the forward-backward algorithm for minimizing the sum of two convex functions, one of which is not necessarily…
Normal priors with unknown variance (NUV) have long been known to promote sparsity and to blend well with parameter learning by expectation maximization (EM). In this paper, we advocate this approach for linear state space models for…
The smoothing technique of Savitzky and Golay is extended to data defined on multidimensional meshes. A smoothness-increasing accuracy-conserving (SIAC) filter is defined that is suitable for use with finite-element computation.
A noise-reduction algorithm for time-series of non-linear systems is presented. The algorithm smoothes the attractors in phase space using B-splines, allowing a more accurate measure of their dynamics. The algorithm is tested on numerical…
Edge preserving filters preserve the edges and its information while blurring an image. In other words they are used to smooth an image, while reducing the edge blurring effects across the edge like halos, phantom etc. They are nonlinear in…
Data assimilation methodologies are designed to incorporate noisy observations of a physical system into an underlying model in order to infer the properties of the state of the system. Filters refer to a class of data assimilation…
In this paper, we propose a filtering algorithm for simultaneously estimating the mode, input and state of hidden mode switched linear stochastic systems with unknown inputs. Using a multiple-model approach with a bank of linear input and…