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A stochastic filter uses a series of measurements over time to produce estimates of unknown variables based on a dynamic model. For a quantum system, such an algorithm is provided by a quantum filter, which is also known as a stochastic…
Bayesian whole-brain functional magnetic resonance imaging (fMRI) analysis with three-dimensional spatial smoothing priors has been shown to produce state-of-the-art activity maps without pre-smoothing the data. The proposed inference…
In electromagnetic source localization problems stemming from linearized Poisson-type equation, the aim is to locate the sources within a domain that produce given measurements on the boundary. In this type of problem, biasing of the…
Bayesian modeling and analysis of the MEG and EEG modalities provide a flexible framework for introducing prior information complementary to the measured data. This prior information is often qualitative in nature, making the translation of…
For modelling geophysical systems, large-scale processes are described through a set of coarse-grained dynamical equations while small-scale processes are represented via parameterizations. This work proposes a method for identifying the…
Accurate electroencephalography (EEG) and magnetoencephalography (MEG) source localization and reconstruction are essential for understanding brain function, yet remain challenging because the underlying EEG/MEG inverse problem is…
Unmanned Aerial Vehicles in dynamic environments face telemetry outages, structural vibrations, and regime-dependent noise that invalidate the stationary covariance assumptions of classical Kalman filters. The Sage-Husa Kalman Filter (SHKF)…
We present the Koopman-Inspired Learned Observations Extended Kalman Filter (KILO-EKF), which combines a standard EKF prediction step with a correction step based on a Koopman-inspired measurement model learned from data. By lifting…
For enhancing noisy signals, machine-learning based single-channel speech enhancement schemes exploit prior knowledge about typical speech spectral structures. To ensure a good generalization and to meet requirements in terms of…
Filtering and smoothing algorithms for linear discrete-time state-space models with skewed and heavy-tailed measurement noise are presented. The algorithms use a variational Bayes approximation of the posterior distribution of models that…
Electroencephalography (EEG) signals provide critical insights for applications in disease diagnosis and healthcare. However, the scarcity of labeled EEG data poses a significant challenge. Foundation models offer a promising solution by…
In this article we present the results of our research related to the study of correlations between specific visual stimulation and the elicited brain's electro-physiological response collected by EEG sensors from a group of participants.…
Given a stationary state-space model that relates a sequence of hidden states and corresponding measurements or observations, Bayesian filtering provides a principled statistical framework for inferring the posterior distribution of the…
The problem of source localization with ad hoc microphone networks in noisy and reverberant enclosures, given a training set of prerecorded measurements, is addressed in this paper. The training set is assumed to consist of a limited number…
Ensemble Kalman Filtering (EnKF) is a popular technique for data assimilation, with far ranging applications. However, the vanilla EnKF framework is not well-defined when perturbations are nonlinear. We study two non-linear extensions of…
We study the problem of semi-blind channel estimation and symbol detection in the uplink of multi-cell massive MIMO systems with spatially correlated time-varying channels. An algorithm based on expectation propagation (EP) is developed to…
In regression-based analyses of group-level neuroimage data researchers typically fit a series of marginal general linear models to image outcomes at each spatially-referenced pixel. Spatial regularization of effects of interest is usually…
In this paper, we focus on the inverse problem of reconstructing distributional brain activity with cortical and weakly detectable deep components in non-invasive Electroencephalography. In particular, we aim to generalize the previously…
Foundation models are reshaping EEG analysis, yet an important problem of EEG tokenization remains a challenge. This paper presents TFM-Tokenizer, a novel tokenization framework that learns a vocabulary of time-frequency motifs from…
Koopman spectral analysis plays a crucial role in understanding and modeling nonlinear dynamical systems as it reveals key system behaviors and long-term dynamics. However, the presence of measurement noise poses a significant challenge to…