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Whittaker smoother is a widely adopted solution to pre-process satellite image time series. Yet, two key limitations remain: the smoothing parameter must be tuned individually for each pixel, and the standard formulation assumes…
Introduced over a century ago, Whittaker-Henderson smoothing remains widely used by actuaries in constructing one-dimensional and two-dimensional experience tables for mortality, disability and other life insurance risks. In this paper, we…
Smoothing is widely used approach for measurement noise reduction in spectral analysis. However, it suffers from signal distortion caused by peak suppression. A locally self-adjustive smoothing method is developed that retains sharp peaks…
To improve the off-sample generalization of classical procedures minimizing the empirical risk under potentially heavy-tailed data, new robust learning algorithms have been proposed in recent years, with generalized median-of-means…
The density estimation is one of the core problems in statistics. Despite this, existing techniques like maximum likelihood estimation are computationally inefficient due to the intractability of the normalizing constant. For this reason an…
Diffusion posterior sampling solves inverse problems by combining a pretrained diffusion prior with measurement-consistency guidance, but it often fails to recover fine details because measurement terms are applied in a manner that is…
Rotation averaging (RA) is a fundamental problem in robotics and computer vision. In RA, the goal is to estimate a set of $N$ unknown orientations $R_{1}, ..., R_{N} \in SO(3)$, given noisy measurements $R_{ij} \sim R^{-1}_{i} R_{j}$ of a…
Sparsity promoting norms are frequently used in high dimensional regression. A limitation of such Lasso-type estimators is that the optimal regularization parameter depends on the unknown noise level. Estimators such as the concomitant…
The core challenge of hyperspectral image denoising is striking the right balance between data fidelity and noise prior modeling. Most existing methods place too much emphasis on the intrinsic priors of the image while overlooking diverse…
We consider the problem of mean estimation assuming only finite variance. We study a new class of mean estimators constructed by integrating over random noise applied to a soft-truncated empirical mean estimator. For appropriate choices of…
Speckle noise is an inherent disturbance in coherent imaging systems such as digital holography, synthetic aperture radar, optical coherence tomography, or ultrasound systems. These systems usually produce only single observation per view…
Local differential privacy has become the gold-standard of privacy literature for gathering or releasing sensitive individual data points in a privacy-preserving manner. However, locally differential data can twist the probability density…
In this paper, we propose a spectral method for deriving functions that are jointly smooth on multiple observed manifolds. This allows us to register measurements of the same phenomenon by heterogeneous sensors, and to reject…
The Eilers-Whittaker method for data smoothing effectiveness depends on the choice of the regularisation parameter, and automatic selection is a necessity for large datasets. Common methods, such as leave-one-out cross-validation, can…
Detecting and recovering a low-rank signal in a noisy data matrix is a fundamental task in data analysis. Typically, this task is addressed by inspecting and manipulating the spectrum of the observed data, e.g., thresholding the singular…
Surface-based data is commonly observed in diverse practical applications spanning various fields. In this paper, we introduce a novel nonparametric method to discover the underlying signals from data distributed on complex surface-based…
Considered here are robust subgroup-classifier learning and testing in change-plane regressions with heavy-tailed errors, which can identify subgroups as a basis for making optimal recommendations for individualized treatment. A new…
We propose discriminative neighborhood smoothing of generative anomaly scores for anomalous sound detection. While the discriminative approach is known to achieve better performance than generative approaches often, we have found that it…
In distributed, or privacy-preserving learning, we are often given a set of probabilistic models estimated from different local repositories, and asked to combine them into a single model that gives efficient statistical estimation. A…
Classic estimation methods for Hawkes processes rely on the assumption that observed event times are indeed a realisation of a Hawkes process, without considering any potential perturbation of the model. However, in practice, observations…