Related papers: Response Matrix Estimation in Unfolding Differenti…
Compressed Sensing suggests that the required number of samples for reconstructing a signal can be greatly reduced if it is sparse in a known discrete basis, yet many real-world signals are sparse in a continuous dictionary. One example is…
Monte Carlo (MC) generators are crucial for analyzing data in particle collider experiments. However, often even a small mismatch between the MC simulations and the measurements can undermine the interpretation of the results. This is…
Delayed target response in synthetic aperture radar (SAR) imaging can be obscured by the range-delay ambiguity and speckle. To analyze the range-delay ambiguity, one extends the standard SAR formulation and allows both the target…
Low rank inference on matrices is widely conducted by optimizing a cost function augmented with a penalty proportional to the nuclear norm $\Vert \cdot \Vert_*$. However, despite the assortment of computational methods for such problems,…
Score-based diffusion models are a recently developed framework for posterior sampling in Bayesian inverse problems with a state-of-the-art performance for severely ill-posed problems by leveraging a powerful prior distribution learned from…
We consider the estimation of a sparse factor model where the factor loading matrix is assumed sparse. The estimation problem is reformulated as a penalized M-estimation criterion, while the restrictions for identifying the factor loading…
We develop an algorithm for sampling from the unitary invariant random matrix ensembles. The algorithm is based on the representation of their eigenvalues as a determinantal point process whose kernel is given in terms of orthogonal…
Stacking calorimeters also refered as bremsstrahlung cannons widely used in inertial confinement fusion and ultra-intense laser plasma experiments have become essential diagnostics for characterizing short bursts of high-energy photons and…
Unfolding, in the context of high-energy particle physics, refers to the process of removing detector distortions in experimental data. The resulting unfolded measurements are straightforward to use for direct comparisons between…
We consider the problem of estimating covariance and precision matrices, and their associated discriminant coefficients, from normal data when the rank of the covariance matrix is strictly smaller than its dimension and the available sample…
Many applications, including rank aggregation, crowd-labeling, and graphon estimation, can be modeled in terms of a bivariate isotonic matrix with unknown permutations acting on its rows and/or columns. We consider the problem of estimating…
Sequential Monte Carlo (SMC) methods are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. We propose a new SMC algorithm to compute the expectation of additive functionals recursively.…
We present an imaging technique particularly suited to the detection of a target embedded in a strongly scattering medium. Classical imaging techniques based on the Born approximation fail in this kind of configuration because of multiply…
The multipath radio channel is considered to have a non-bandlimited channel impulse response. Therefore, it is challenging to achieve high resolution time-delay (TD) estimation of multipath components (MPCs) from bandlimited observations of…
Density matrix perturbation theory based on recursive Fermi-operator expansions provides a computationally efficient framework for time-independent response calculations in quantum chemistry and materials science. From a perturbation in the…
This investigation is concerned with the 2D acoustic scattering problem of a plane wave propagating in a non-lossy fluid host and soliciting a linear, isotropic, macroscopically-homogeneous, lossy, flat-plane layer in which the mass density…
We present a Monte Carlo rendering framework for the physically-accurate simulation of speckle patterns arising from volumetric scattering of coherent waves. These noise-like patterns are characterized by strong statistical properties, such…
Many important problems are characterized by the eigenvalues of a large matrix. For example, the difficulty of many optimization problems, such as those arising from the fitting of large models in statistics and machine learning, can be…
This paper investigates the classical statistical signal processing problem of detecting a signal in the presence of colored noise with an unknown covariance matrix. In particular, we consider a scenario where m-dimensional p possible…
In the last years, the success of kernel-based regularisation techniques in solving impulse response modelling tasks has revived the interest on linear system identification. In this work, an alternative perspective on the same problem is…