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In this paper the filtering of partially observed diffusions, with discrete-time observations, is considered. It is assumed that only biased approximations of the diffusion can be obtained, for choice of an accuracy parameter indexed by…

Computation · Statistics 2015-10-19 Ajay Jasra , Kengo Kamatani , Kody J. H. Law , Yan Zhou

Bayesian inference with computationally expensive likelihood evaluations remains a significant challenge in many scientific domains. We propose normalizing flow regression (NFR), a novel offline inference method for approximating posterior…

Machine Learning · Statistics 2025-04-17 Chengkun Li , Bobby Huggins , Petrus Mikkola , Luigi Acerbi

The least-squares support vector machine is a frequently used kernel method for non-linear regression and classification tasks. Here we discuss several approximation algorithms for the least-squares support vector machine classifier. The…

Machine Learning · Computer Science 2017-03-24 M. Andrecut

In this paper we consider the filtering of partially observed multi-dimensional diffusion processes that are observed regularly at discrete times. We assume that, for numerical reasons, one has to time-discretize the diffusion process which…

Computation · Statistics 2023-02-21 Ajay Jasra , Mohamed Maama , Hernando Ombao

Many recent problems in signal processing and machine learning such as compressed sensing, image restoration, matrix/tensor recovery, and non-negative matrix factorization can be cast as constrained optimization. Projected gradient descent…

Optimization and Control · Mathematics 2022-09-07 Trung Vu , Raviv Raich

Unsteady fluid systems are nonlinear high-dimensional dynamical systems that may exhibit multiple complex phenomena both in time and space. Reduced Order Modeling (ROM) of fluid flows has been an active research topic in the recent decade…

Fluid Dynamics · Physics 2020-10-05 Hamidreza Eivazi , Hadi Veisi , Mohammad Hossein Naderi , Vahid Esfahanian

In the linear minimum mean square error (LMMSE) estimation for orthogonal frequency division multiplexing (OFDM) systems, the problem about the determination of the algorithm's parameters, especially those related with channel frequency…

Signal Processing · Electrical Eng. & Systems 2021-07-13 Kai Mei , Jun Liu , Xiaoran Liu , Jun Xiong , Xiaoying Zhang , Jibo Wei

This work studies applications and generalizations of a simple estimation technique that provides exponential concentration under heavy-tailed distributions, assuming only bounded low-order moments. We show that the technique can be used…

Machine Learning · Computer Science 2016-04-19 Daniel Hsu , Sivan Sabato

Numerical simulations for flow and transport in subsurface porous media often prove computationally prohibitive due to property data availability at multiple spatial scales that can vary by orders of magnitude. A number of model order…

Numerical Analysis · Mathematics 2018-03-13 Gurpreet Singh , Wingtat Leung , Mary F. Wheeler

Using a discrete wavelet based space-scale decomposition (SSD), the spectrum of the skewness and kurtosis is developed to describe the non-Gaussian signatures in cosmologically interesting samples. Because the basis of the discrete wavelet…

Astrophysics · Physics 2007-05-23 Jesus Pando , Li-Zhi Fang

Non-linear aggregation strategies have recently been proposed in response to the problem of how to combine, in a non-linear way, estimators of the regression function (see for instance \cite{biau:16}), classification rules (see…

Statistics Theory · Mathematics 2018-12-24 Alejandro Cholaquidis , Ricardo Fraiman , Badih Ghattas , Juan Kalemkerian

A method is developed for estimating the emission rates of contaminants into the atmosphere from multiple point sources using measurements of particulate material deposited at ground level. The approach is based on a Gaussian plume type…

Atmospheric and Oceanic Physics · Physics 2010-06-11 Enkeleida Lushi , John M. Stockie

We introduce a versatile numerical method for modeling light diffraction in periodically patterned photonic structures containing quadratically nonlinear non-centrosymmetric optical materials. Our approach extends the generalized source…

Optics · Physics 2015-06-23 Martin Weismann , Dominic F. G. Gallagher , Nicolae C. Panoiu

High dimensional data reduction techniques are provided by using partial least squares within deep learning. Our framework provides a nonlinear extension of PLS together with a disciplined approach to feature selection and architecture…

Methodology · Statistics 2021-06-29 Nicholas Polson , Vadim Sokolov , Jianeng Xu

Normalizing flows are a powerful technique for obtaining reparameterizable samples from complex multimodal distributions. Unfortunately, current approaches are only available for the most basic geometries and fall short when the underlying…

Machine Learning · Statistics 2021-05-03 Luca Falorsi

A distortion-noise profile is a function indicating the maximum allowed source distortion value for each noise level in the channel. In this paper, the minimum energy required to achieve a distortion noise profile is studied for Gaussian…

Information Theory · Computer Science 2019-11-28 Mohammadamin Baniasadi , Ertem Tuncel

We introduce the Flow Stochastic Segmentation Network (Flow-SSN), a generative segmentation model family featuring discrete-time autoregressive and modern continuous-time flow variants. We prove fundamental limitations of the low-rank…

Computer Vision and Pattern Recognition · Computer Science 2025-07-28 Fabio De Sousa Ribeiro , Omar Todd , Charles Jones , Avinash Kori , Raghav Mehta , Ben Glocker

We propose a linear algorithm for determining two function parameters by their linear combination. These functions must satisfy the first order differential equations with polynomial coefficients and our parameters are the coefficients of…

Numerical Analysis · Mathematics 2009-01-09 Oleg I. Berngardt , Alexander L. Voronov

In this paper, we develop a discretization for the non-linear coupled model of classical Darcy-Forchheimer flow in deformable porous media, an extension of the quasi-static Biot equations. The continuous model exhibits a generalized…

Numerical Analysis · Mathematics 2021-05-24 Jakub Wiktor Both , Jan Martin Nordbotten , Florin Adrian Radu

We show that structural information can be extracted from single molecule localization microscopy (SMLM) data. More precisely, we reinterpret SMLM data as the measures of a phaseless optical diffraction tomography system for which the…

Signal Processing · Electrical Eng. & Systems 2023-07-19 Thanh-An Pham , Emmanuel Soubies , Ferréol Soulez , Michael Unser