Related papers: Noise Removal in One-Dimensional Signals using Ite…
We propose a method for filling gaps and removing interferences in time series for applications involving continuous monitoring of environmental variables. The approach is non-parametric and based on an iterative pattern-matching between…
The contribution of this paper is two-fold. First, we introduce a generalized myriad filter, which is a method to compute the joint maximum likelihood estimator of the location and the scale parameter of the Cauchy distribution. Estimating…
We consider high-dimensional measurement errors with high-frequency data. Our objective is on recovering the high-dimensional cross-sectional covariance matrix of the random errors with optimality. In this problem, not all components of the…
The contribution of this study is twofold: First, we propose an efficient algorithm for the computation of the (weighted) maximum likelihood estimators for the parameters of the multivariate Student-$t$ distribution, which we call…
Signal estimation from incomplete observations improves as more signal structure can be exploited in the inference process. Classic algorithms (e.g., Kalman filtering) have exploited strong dynamic structure for time-varying signals while…
Fully supervised deep-learning based denoisers are currently the most performing image denoising solutions. However, they require clean reference images. When the target noise is complex, e.g. composed of an unknown mixture of primary…
This paper addresses the problem of expressing a signal as a sum of frequency components (sinusoids) wherein each sinusoid may exhibit abrupt changes in its amplitude and/or phase. The Fourier transform of a narrow-band signal, with a…
We study the problem of recovering an incomplete $m\times n$ matrix of rank $r$ with columns arriving online over time. This is known as the problem of life-long matrix completion, and is widely applied to recommendation system, computer…
As an example of the recently-introduced concept of rate of innovation, signals that are linear combinations of a finite number of Diracs per unit time can be acquired by linear filtering followed by uniform sampling. However, in reality,…
In this work, we investigate data fitting problems with random noises. A randomized progressive iterative regularization method is proposed. It works well for large-scale matrix computations and converges in expectation to the least-squares…
In many applications and physical phenomena, bivariate signals are polarized, i.e. they trace an elliptical trajectory over time when viewed in the 2D planes of their two components. The smooth evolution of this elliptical trajectory,…
Audio source separation is a difficult machine learning problem and performance is measured by comparing extracted signals with the component source signals. However, if separation is motivated by the ultimate goal of re-mixing then…
We propose an efficient estimation technique for the automatic selection of locally-adaptive Total Variation regularisation parameters based on an hybrid strategy which combines a local maximum-likelihood approach estimating space-variant…
We address in this paper the problem of multi-channel signal sequence labeling. In particular, we consider the problem where the signals are contaminated by noise or may present some dephasing with respect to their labels. For that, we…
We study detection methods for multivariable signals under dependent noise. The main focus is on three-dimensional signals, i.e. on signals in the space-time domain. Examples for such signals are multifaceted. They include geographic and…
Noise, an unwanted component in an image, can be the reason for the degradation of Image at the time of transmission or capturing. Noise reduction from images is still a challenging task. Digital Image Processing is a component of Digital…
A matched filter maximizes the signal-to-noise ratio of a signal. In the recent work of Corron et al. [Chaos 20, 023123 (2010)], a matched filter is derived for the chaotic waveforms produced by a piecewise-linear system. Motivated by these…
In this paper, we address a new problem of reversing the effect of an image filter, which can be linear or nonlinear. The assumption is that the algorithm of the filter is unknown and the filter is available as a black box. We formulate…
Most existing image denoising algorithms can only deal with a single type of noise, which violates the fact that the noisy observed images in practice are often suffered from more than one type of noise during the process of acquisition and…
Line spectral estimation theory aims to estimate the off-the-grid spectral components of a time signal with optimal precision. Recent results have shown that it is possible to recover signals having sparse line spectra from few temporal…