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We consider the problem of reconstructing a discrete-time signal (sequence) with continuous-valued components corrupted by a known memoryless channel. When performance is measured using a per-symbol loss function satisfying mild regularity…

Information Theory · Computer Science 2008-07-23 Kamakshi Sivaramakrishnan , Tsachy Weissman

We consider the Bayesian optimal filtering problem: i.e. estimating some conditional statistics of a latent time-series signal from an observation sequence. Classical approaches often rely on the use of assumed or estimated transition and…

Machine Learning · Statistics 2023-03-16 Adrian N. Bishop , Edwin V. Bonilla

This paper proposes a novel framework for delay-tolerant particle filtering that is computationally efficient and has limited memory requirements. Within this framework the informativeness of a delayed (out-of-sequence) measurement (OOSM)…

Applications · Statistics 2015-05-20 Boris N. Oreshkin , Xuan Liu , Mark J. Coates

This paper focuses on designing a particle filter for randomly delayed measurements with an unknown latency probability. A generalized measurement model is adopted which includes measurements that are delayed randomly by an arbitrary but…

Signal Processing · Electrical Eng. & Systems 2018-03-22 Ranjeet Kumar Tiwari , Shovan Bhaumik , Paresh Date

The goal of a denoising algorithm is to reconstruct a signal from its noise-corrupted observations. Perfect reconstruction is seldom possible and performance is measured under a given fidelity criterion. In a recent work, the authors…

Information Theory · Computer Science 2009-11-11 George Gemelos , Styrmir Sigurjonsson , Tsachy Weissman

We study universal decoding over unknown discrete additive channels determined by a finite-state (unifilar) random process. Aiming at low-complexity decoders, we study variants of noise-guessing decoders that use estimators for the…

Information Theory · Computer Science 2025-07-24 Henrique K. Miyamoto , Sheng Yang

State of the art audio source separation models rely on supervised data-driven approaches, which can be expensive in terms of labeling resources. On the other hand, approaches for training these models without any direct supervision are…

Machine Learning · Computer Science 2022-04-04 Michele Mancusi , Emilian Postolache , Giorgio Mariani , Marco Fumero , Andrea Santilli , Luca Cosmo , Emanuele Rodolà

The goal of a denoising algorithm is to recover a signal from its noise-corrupted observations. Perfect recovery is seldom possible and performance is measured under a given single-letter fidelity criterion. For discrete signals corrupted…

Information Theory · Computer Science 2007-07-13 George Gemelos , Styrmir Sigurjonsson , Tsachy Weissman

We consider the problem of universal decoding for arbitrary unknown channels in the random coding regime. For a given random coding distribution and a given class of metric decoders, we propose a generic universal decoder whose average…

Information Theory · Computer Science 2016-11-17 Neri Merhav

The problem of lossless fixed-rate streaming coding of discrete memoryless sources with side information at the decoder is studied. A random time-varying tree-code is used to sequentially bin strings and a Stack Algorithm with a variable…

Information Theory · Computer Science 2007-07-13 Hari Palaiyanur , Anant Sahai

System identification is of special interest in science and engineering. This article is concerned with a system identification problem arising in stochastic dynamic systems, where the aim is to estimate the parameters of a system along…

Methodology · Statistics 2022-01-27 Christos Merkatas , Simo Särkkä

In this paper, we propose a progressive Bayesian procedure, where the measurement information is continuously included into the given prior estimate (although we perform observations at discrete time steps). The key idea is to derive a…

Systems and Control · Computer Science 2012-04-03 Uwe D. Hanebeck , Jannik Steinbring

A learning-based safety filter is developed for discrete-time linear time-invariant systems with unknown models subject to Gaussian noises with unknown covariance. Safety is characterized using polytopic constraints on the states and…

Machine Learning · Computer Science 2023-05-09 Farhad Farokhi , Alex S. Leong , Mohammad Zamani , Iman Shames

This paper relaxes the restrictive symmetry conditions adopted in [4], [5] and extends their universal feature selection framework to accommodate noisy observations as well as attribute structures that may exhibit directional preferences.…

Information Theory · Computer Science 2026-05-12 Dier Tang , Guangyue Han

The paper considers causal smoothing of the real sequences, i.e.,discrete time processes in a deterministic setting. A family of causal linear time-invariant filters is suggested. These filters approximate the gain decay for some non-causal…

Optimization and Control · Mathematics 2015-07-07 Nikolai Dokuchaev

We consider the problem of sequential decision making on random fields corrupted by noise. In this scenario, the decision maker observes a noisy version of the data, yet judged with respect to the clean data. In particular, we first…

Information Theory · Computer Science 2007-07-13 Asaf Cohen , Tsachy Weissman , Neri Merhav

In this paper, we study a simple correlation-based strategy for estimating the unknown delay and amplitude of a signal based on a small number of noisy, randomly chosen frequency-domain samples. We model the output of this "compressive…

Information Theory · Computer Science 2016-11-17 Armin Eftekhari , Justin Romberg , Michael B. Wakin

In many sequence learning tasks, such as program synthesis and document summarization, a key problem is searching over a large space of possible output sequences. We propose to learn representations of the outputs that are specifically…

Machine Learning · Computer Science 2021-08-09 Joey Hong , David Dohan , Rishabh Singh , Charles Sutton , Manzil Zaheer

The problem of sequential anomaly detection is considered, where multiple data sources are monitored in real time and the goal is to identify the "anomalous" ones among them, when it is not possible to sample all sources at all times. A…

Statistics Theory · Mathematics 2022-05-23 Aristomenis Tsopelakos , Georgios Fellouris

In this paper, we investigate a general delay-aware channel allocation problem where the number of channels is less than that of users. Due to the proliferation of delay sensitive applications, the objective of our problem is chosen to be…

Information Theory · Computer Science 2020-05-22 Saad Kriouile , Mohamad Assaad , Maialen Larranaga
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