Related papers: Sample Complexity Analysis of Multi-Target Detecti…
A constructive proof of identification of multilinear decompositions of multiway arrays is presented. It can be applied to show identification in a variety of multivariate latent structures. Examples are finite-mixture models and hidden…
We develop a novel Markov chain Monte Carlo (MCMC) method that exploits a hierarchy of models of increasing complexity to efficiently generate samples from an unnormalized target distribution. Broadly, the method rewrites the Multilevel…
Time-series anomaly detection (TSAD) is a critical component in monitoring complex systems, yet modern deep learning-based detectors are often highly sensitive to localized input corruptions and structured noise. We propose ARTA…
Multivariate data sources with components of different information value seem to appear frequently in practice. Models in which the components change their homogeneity at different times are of significant importance. The fact whether any…
In multi-task reinforcement learning (RL) under Markov decision processes (MDPs), the presence of shared latent structures among multiple MDPs has been shown to yield significant benefits to the sample efficiency compared to single-task RL.…
In this paper, we address the problem of target detection in the presence of coherent (or fully correlated) signals, which can be due to multipath propagation effects or electronic attacks by smart jammers. To this end, we formulate the…
The problem of detecting a sinusoidal signal with randomly varying frequency has a long history. It is one of the core problems in signal processing, arising in many applications including, for example, underwater acoustic frequency line…
The multi-reference alignment (MRA) problem entails estimating an image from multiple noisy and rotated copies of itself. If the noise level is low, one can reconstruct the image by estimating the missing rotations, aligning the images, and…
Multi-contrast magnetic resonance imaging (MRI) is widely used in clinical practice as each contrast provides complementary information. However, the availability of each imaging contrast may vary amongst patients, which poses challenges to…
Multi-target detection (MTD) is the problem of estimating an image from a large, noisy measurement that contains randomly translated and rotated copies of the image. Motivated by the single-particle cryo-electron microscopy technology, we…
This paper considers a distributed detection setup where agents in a network want to detect a time-varying signal embedded in temporally correlated noise. The signal of interest is the impulse response of an ARMA (auto-regressive moving…
Inter-channel mis-synchronisation can be a limiting factor to the time resolution of high performance timing detectors with multiple readout channels and independent electronics units. In these systems, time calibration methods employed…
Infrared small target detection (ISTD) is challenging due to complex backgrounds, low signal-to-clutter ratios, and varying target sizes and shapes. Effective detection relies on capturing local contextual information at the appropriate…
The problem of detection and possible estimation of a signal generated by a dynamic system when a variable number of noisy measurements can be taken is here considered. Assuming a Markov evolution of the system (in particular, the pair…
Multi-time-scale stochastic approximation is an iterative algorithm for finding the fixed point of a set of $N$ coupled operators given their noisy samples. It has been observed that due to the coupling between the decision variables and…
We establish novel and general high-dimensional concentration inequalities and Berry-Esseen bounds for vector-valued martingales induced by Markov chains. We apply these results to analyze the performance of the Temporal Difference (TD)…
We present an approach for the detection of sharp change points (short-lived and persistent) in nonlinear and nonstationary dynamic systems under high levels of noise by tracking the local phase and amplitude synchronization among the…
A new Bayesian state and parameter learning algorithm for multiple target tracking (MTT) models with image observations is proposed. Specifically, a Markov chain Monte Carlo algorithm is designed to sample from the posterior distribution of…
Multitarget tracking in the interference environments suffers from the nonuniform, unknown and time-varying clutter, resulting in dramatic performance deterioration. We address this challenge by proposing a robust multitarget tracking…
The configuration model is a standard tool for uniformly generating random graphs with a specified degree sequence, and is often used as a null model to evaluate how much of an observed network's structure can be explained by its degree…