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Financial studies require volatility based models which provides useful insights on risks related to investments. Stochastic volatility models are one of the most popular approaches to model volatility in such studies. The asset returns…

Methodology · Statistics 2021-10-26 Soham Mukherjee

Hyperspectral unmixing (HU) plays a fundamental role in a wide range of hyperspectral applications. It is still challenging due to the common presence of outlier channels and the large solution space. To address the above two issues, we…

Computer Vision and Pattern Recognition · Computer Science 2017-08-29 Feiyun Zhu , Ying Wang , Bin Fan , Gaofeng Meng , Chunhong Pan

Endmember extraction plays a prominent role in a variety of data analysis problems as endmembers often correspond to data representing the purest or best representative of some feature. Identifying endmembers then can be useful for further…

Computer Vision and Pattern Recognition · Computer Science 2018-07-05 Elin Farnell , Henry Kvinge , Michael Kirby , Chris Peterson

Recommending items to users has long been a fundamental task, and studies have tried to improve it ever since. Most well-known models commonly employ representation learning to map users and items into a unified embedding space for matching…

Information Retrieval · Computer Science 2025-04-16 Radin Cheraghi , Amir Mohammad Mahfoozi , Sepehr Zolfaghari , Mohammadshayan Shabani , Maryam Ramezani , Hamid R. Rabiee

Uncertainty quantification is essential when dealing with ill-conditioned inverse problems due to the inherent nonuniqueness of the solution. Bayesian approaches allow us to determine how likely an estimation of the unknown parameters is…

Machine Learning · Statistics 2020-01-16 Ali Siahkoohi , Gabrio Rizzuti , Felix J. Herrmann

Multitemporal spectral unmixing (SU) is a powerful tool to process hyperspectral image (HI) sequences due to its ability to reveal the evolution of materials over time and space in a scene. However, significant spectral variability is often…

Image and Video Processing · Electrical Eng. & Systems 2022-11-28 Ricardo Augusto Borsoi , Tales Imbiriba , José Carlos Moreira Bermudez , Cédric Richard

In this paper we consider the estimation of unknown parameters in Bayesian inverse problems. In most cases of practical interest, there are several barriers to performing such estimation, This includes a numerical approximation of a…

Methodology · Statistics 2025-02-07 Neil K. Chada , Ajay Jasra , Mohamed Maama , Raul Tempone

This paper addresses the problem of estimating the modes of an observed non-stationary mixture signal in the presence of an arbitrary distributed noise. A novel Bayesian model is introduced to estimate the model parameters from the…

Signal Processing · Electrical Eng. & Systems 2022-03-31 Quentin Legros , Dominique Fourer , Sylvain Meignen , Marcelo A. Colominas

Expanding a lower-dimensional problem to a higher-dimensional space and then projecting back is often beneficial. This article rigorously investigates this perspective in the context of finite mixture models, namely how to improve inference…

Methodology · Statistics 2014-11-10 Andrea Mercatanti , Fan Li , Fabrizia Mealli

While deep learning offers powerful capabilities for scientific research, its application is often hindered by a lack of quantitative reliability. To address this, we introduce a probabilistic denoising framework that simultaneously…

Strongly Correlated Electrons · Physics 2026-05-11 Younsik Kim , Changyoung Kim

Spectral unmixing (SU) is a data processing problem in hyperspectral remote sensing. The significant challenge in the SU problem is how to identify endmembers and their weights, accurately. For estimation of signature and fractional…

Computer Vision and Pattern Recognition · Computer Science 2017-11-06 Sara Khoshsokhan , Roozbeh Rajabi , Hadi Zayyani

Recent advances in detectors and computer science have enabled the acquisition and the processing of multidimensional datasets, in particular in the field of spectral imaging. Benefiting from these new developments, earth scientists try to…

Materials Science · Physics 2012-06-04 Nicolas Dobigeon , Nathalie Brun

Climate change poses significant challenges for accurate climate modeling due to the complexity and variability of non-Gaussian climate systems. To address the complexities of non-Gaussian systems in climate modeling, this thesis proposes a…

Applications · Statistics 2024-06-28 Yunjin Tong

Integrative analyses based on statistically relevant associations between genomics and a wealth of intermediary phenotypes (such as imaging) provide vital insights into their clinical relevance in terms of the disease mechanisms. Estimates…

Applications · Statistics 2022-08-16 Snigdha Panigrahi , Shariq Mohammed , Arvind Rao , Veerabhadran Baladandayuthapani

When considering the problem of unmixing hyperspectral images, most of the literature in the geoscience and image processing areas relies on the widely used linear mixing model (LMM). However, the LMM may be not valid and other nonlinear…

Data Analysis, Statistics and Probability · Physics 2015-06-15 Nicolas Dobigeon , Jean-Yves Tourneret , Cédric Richard , José C. M. Bermudez , Stephen McLaughlin , Alfred O. Hero

Analyzing multilayer networks is central to understanding complex relational measurements collected across multiple conditions or over time. A pivotal task in this setting is to quantify uncertainty in community structure while…

Methodology · Statistics 2025-12-10 Fangzheng Xie , Hsin-Hsiung Huang

Given a hyperspectral image, the problem of hyperspectral unmixing (HU) is to identify the endmembers (or materials) and the abundance (or endmembers' contributions on pixels) that underlie the image. HU can be seen as a matrix…

Signal Processing · Electrical Eng. & Systems 2024-03-12 Junbin Liu , Yuening Li , Wing-Kin Ma

A probabilistic technique for the joint estimation of background and sources with the aim of detecting faint and extended celestial objects is described. Bayesian probability theory is applied to gain insight into the coexistence of…

Instrumentation and Methods for Astrophysics · Physics 2015-05-13 F. Guglielmetti , R. Fischer , V. Dose

Identifying and quantifying $\gamma$-emitting radionuclides, considering spectral deformation from $\gamma$-interactions in radioactive source surroundings, present a significant challenge in $\gamma$-ray spectrometry. In that context, a…

Data Analysis, Statistics and Probability · Physics 2026-04-23 Dinh Triem Phan , Jérôme Bobin , Cheick Thiam , Christophe Bobin

We develop a mixture-based approach to robust density modeling and outlier detection for experimental multivariate data that includes measurement error information. Our model is designed to infer atypical measurements that are not due to…

Astrophysics · Physics 2007-09-07 Jianyong Sun , Ata Kaban , Somak Raychaudhury
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