Related papers: Efficient Gaussian Mixture Filters based on Transi…

Gaussian mixture models find their place as a powerful tool, mostly in the clustering problem, but with proper preparation also in feature extraction, pattern recognition, image segmentation and in general machine learning. When faced with…

The convolution of a Gaussian and a Cauchy distribution, known as the Voigt distribution, is widely used in spectroscopy and provides a natural framework for modeling heavy-tailed measurement noise. We derive analytical expressions for its…

Variational approximation methods have proven to be useful for scaling Bayesian computations to large data sets and highly parametrized models. Applying variational methods involves solving an optimization problem, and recent research in…

Signal processing in non-Gaussian noise environment is addressed in this paper. For many real-life situations, the additive noise process present in the system is found to be dominantly non-Gaussian. The problem of detection and estimation…

This paper presents an unsupervised algorithm for nonlinear unmixing of hyperspectral images. The proposed model assumes that the pixel reflectances result from a nonlinear function of the abundance vectors associated with the pure spectral…

Nonlinear interference is modeled by a time-varying conditionally Gaussian channel. It is shown that approximating this channel with a time-invariant channel imposes considerable loss in the performance of channel decoding. An adaptive…

We give an efficient algorithm for robustly clustering of a mixture of two arbitrary Gaussians, a central open problem in the theory of computationally efficient robust estimation, assuming only that the the means of the component Gaussians…

Non-Gaussian Bayesian filtering is a core problem in stochastic filtering. The difficulty of the problem lies in parameterizing the state estimates. However the existing methods are not able to treat it well. We propose to use power moments…

In this letter, a new filtering technique to solve a nonlinear state estimation problem has been developed. It is well known that for a nonlinear system, the prior and posterior probability density functions (pdf) are non-Gaussian in…

Data assimilation algorithms integrate prior information from numerical model simulations with observed data. Ensemble-based filters, regarded as state-of-the-art, are widely employed for large-scale estimation tasks in disciplines such as…

3D Gaussian Splatting has revolutionized neural rendering with real-time performance. However, scaling this approach to large scenes using Level-of-Detail methods faces critical challenges: inefficient serial traversal consuming over 60\%…

Linear combinations of translations of a single Gaussian, e^{-x^2}, are shown to be dense in L^2(R). Two algorithms for determining the coefficients for the approximations are given, using orthogonal Hermite functions and least squares.…

This work is about a slow-fast data assimilation system under non-Gaussian noisy fluctuations. Firstly, we show the existence of a random invariant manifold for a stochastic dynamical system with non-Gaussian noise and two-time scales.…

The specification of a covariance function is of paramount importance when employing Gaussian process models, but the requirement of positive definiteness severely limits those used in practice. Designing flexible stationary covariance…

We consider the problem of model-based 3D-tracking of objects given dense depth images as input. Two difficulties preclude the application of a standard Gaussian filter to this problem. First of all, depth sensors are characterized by…

We develop a message-passing algorithm for noisy matrix completion problems based on matrix factorization. The algorithm is derived by approximating message distributions of belief propagation with Gaussian distributions that share the same…

This paper presents a simple and efficient method to convolve an image with a Gaussian kernel. The computation is performed in a constant number of operations per pixel using running sums along the image rows and columns. We investigate the…

A hybrid particle ensemble Kalman filter is developed for problems with medium non-Gaussianity, i.e. problems where the prior is very non-Gaussian but the posterior is approximately Gaussian. Such situations arise, e.g., when nonlinear…

We consider Bayesian inference problems with computationally intensive likelihood functions. We propose a Gaussian process (GP) based method to approximate the joint distribution of the unknown parameters and the data. In particular, we…

This paper proposes a novel method for testing observability in Gaussian models using discrete density approximations (deterministic samples) of (multivariate) Gaussians. Our notion of observability is defined by the existence of the…