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We address the problem of observation noise misspecification in Bayesian filtering of dynamical systems via recent advances in generalised Bayesian inference. Mis-match in tail decay between the true data generating process and an assumed…

Statistics Theory · Mathematics 2026-05-27 Hans Reimann , Sebastian Reich

Reinforcement learning (RL) has made significant advancements, achieving superhuman performance in various tasks. However, RL agents often operate under the assumption of environmental stationarity, which poses a great challenge to learning…

Machine Learning · Computer Science 2025-11-18 Guoqing Ma , Yuhan Zhang , Yuming Dai , Guangfu Hao , Yang Chen , Shan Yu

We study the problem of estimating from data, a sparse approximation to the inverse covariance matrix. Estimating a sparsity constrained inverse covariance matrix is a key component in Gaussian graphical model learning, but one that is…

Machine Learning · Statistics 2011-06-28 Suvrit Sra , Dongmin Kim

Accurate channel estimation is essential for both high-rate communication and high-precision sensing in 6G wireless systems. However, a major performance limitation arises from calibration mismatches when operating phased-array antennas…

Signal Processing · Electrical Eng. & Systems 2025-11-10 Patrick Hödl , Jakob Möderl , Erik Leitinger , Klaus Witrisal

We propose a two-step procedure to detect cointegration in high-dimensional settings, focusing on sparse relationships. First, we use the adaptive LASSO to identify the small subset of integrated covariates driving the equilibrium…

Methodology · Statistics 2026-03-05 Jesus Gonzalo , Jean-Yves Pitarakis

The success of many computer vision tasks lies in the ability to exploit the interdependency between different image modalities such as intensity and depth. Fusing corresponding information can be achieved on several levels, and one…

Computer Vision and Pattern Recognition · Computer Science 2014-06-26 Martin Kiechle , Tim Habigt , Simon Hawe , Martin Kleinsteuber

Continual learning the ability of a neural network to learn multiple sequential tasks without catastrophic forgetting remains a central challenge in developing adaptive artificial intelligence systems. While deep learning models achieve…

Machine Learning · Computer Science 2025-10-14 Md Hasibul Amin , Tamzid Tanvi Alam

Recently, correlation filter has been widely applied in unmanned aerial vehicle (UAV) tracking due to its high frame rates, robustness and low calculation resources. However, it is fragile because of two inherent defects, i.e, boundary…

Computer Vision and Pattern Recognition · Computer Science 2022-10-14 Zhangjian Ji , Kai Feng , Yuhua Qian , Jiye Liang

We consider the problem of learning a low-dimensional signal model from a collection of training samples. The mainstream approach would be to learn an overcomplete dictionary to provide good approximations of the training samples using…

Numerical Analysis · Mathematics 2015-06-05 Mehrdad Yaghoobi , Sangnam Nam , Remi Gribonval , Mike E. Davies

Standard noise radars, as well as noise-type radars such as quantum two-mode squeezing radar, are characterized by a covariance matrix with a very specific structure. This matrix has four independent parameters: the amplitude of the…

Signal Processing · Electrical Eng. & Systems 2022-08-10 David Luong , Bhashyam Balaji , Sreeraman Rajan

We consider a statistical model for pairs of traded assets, based on a Cointegrated Vector Auto Regression (CVAR) Model. We extend standard CVAR models to incorporate estimation of model parameters in the presence of price series level…

Statistical Finance · Quantitative Finance 2010-08-03 Gareth W. Peters , Balakrishnan B. Kannan , Ben Lasscock , Chris Mellen , Simon Godsill

We address the problem of computing the interference-plus-noise covariance matrix from a sparsely located demodulation reference signal (DMRS) for spatial domain interference whitening (IW). The IW procedure is critical at the user…

Information Theory · Computer Science 2022-07-08 Shailesh Chaudhari , HyukJoon Kwon

The research on extrinsic calibration between Light Detection and Ranging(LiDAR) and camera are being promoted to a more accurate, automatic and generic manner. Since deep learning has been employed in calibration, the restrictions on the…

Computer Vision and Pattern Recognition · Computer Science 2023-06-06 Zhaotong Luo , Guohang Yan , Yikang Li

We consider sparse array beamfomer design achieving maximum signal-to interference plus noise ratio (MaxSINR). Both array configuration and weights are attuned to the changing sensing environment. This is accomplished by simultaneously…

Signal Processing · Electrical Eng. & Systems 2019-10-24 Syed A. Hamza , Moeness G. Amin

Pulse-agile radar systems have demonstrated favorable performance in dynamic electromagnetic scenarios. However, the use of non-identical waveforms within a radar's coherent processing interval may lead to harmful distortion effects when…

Information Theory · Computer Science 2021-03-01 Charles E. Thornton , R. Michael Buehrer , Anthony F. Martone

In this paper we consider estimation of sparse covariance matrices and propose a thresholding procedure which is adaptive to the variability of individual entries. The estimators are fully data driven and enjoy excellent performance both…

Methodology · Statistics 2011-02-14 Tony Cai , Weidong Liu

We present an efficient machine learning framework for detection and classification of nanoparticles on surfaces that are detected in the far-field with Coherent Fourier Scatterometry (CFS). We study silicon wafers contaminated with…

Optics · Physics 2020-07-15 D. Kolenov , S. F. Pereira

Along with the widespread adoption of high-dimensional data, traditional statistical methods face significant challenges in handling problems with high correlation of variables, heavy-tailed distribution, and coexistence of sparse and dense…

Methodology · Statistics 2025-08-04 Xiaoyang Wei , Yanlin Tang , Xu Guo , Meiling Hao , Yanmei Shi

Integrated sensing and communication (ISAC) is crucial for low-altitude wireless networks (LAWNs), where the safety-critical demand for high-accuracy sensing creates a trade-off between precision and complexity for conventional methods. To…

Signal Processing · Electrical Eng. & Systems 2025-11-24 Keying Zhu , Xingyu Zhou , Jie Yang , Le Liang , Shi Jin

This paper investigates the problem of adaptive detection of distributed targets in power heterogeneous clutter. In the considered scenario, all the data share the identical structure of clutter covariance matrix, but with varying and…

Methodology · Statistics 2024-10-10 Daipeng Xiao , Weijian Liu , Jun Liu , Lingyan Dai , Xueli Fang , Jianjun Ge