Related papers: Nonlinear projective filtering I: Application to r…
To denoise a reference patch, the Non-Local-Means denoising filter processes a set of neighbor patches. Few Nearest Neighbors (NN) are used to limit the computational burden of the algorithm. Here here we show analytically that the NN…
We investigate Quantum Target Ranging in the context of multi-hypothesis testing and its applicability to real-world LiDAR systems. First, we demonstrate that ranging is generally an easier task compared to the well-studied problem of…
The solution of the continuous time filtering problem can be represented as a ratio of two expectations of certain functionals of the signal process that are parametrized by the observation path. We introduce a new time discretisation of…
Prediction for high dimensional time series is a challenging task due to the curse of dimensionality problem. Classical parametric models like ARIMA or VAR require strong modeling assumptions and time stationarity and are often…
High-frequency noise is present in several modalities of medical images. It originates from the acquisition process and may be related to the scanner configurations, the scanned body, or to other external factors. This way, prospective…
Understanding the time-varying structure of complex temporal systems is one of the main challenges of modern time series analysis. In this paper, we show that every uniformly-positive-definite-in-covariance and sufficiently short-range…
This short note addresses the design of a partially adaptive filter to retrieve a signal of interest in the presence of strong low-rank interference and thermal noise. We consider a generalized sidelobe canceler implementation where the…
The data produced by the future space-based millihertz gravitational-wave detector LISA will require nontrivial pre-processing, which might affect the science results. It is crucial to demonstrate the feasibility of such processing…
The Kalman filter is extensively used for state estimation for linear systems under Gaussian noise. When non-Gaussian L\'evy noise is present, the conventional Kalman filter may fail to be effective due to the fact that the non-Gaussian…
X-ray scattering patterns from emerging single particle experiments have commonly many missing or contaminated pixels. This complicates different analyses including projections on Fourier or other basis functions (for noise suppression,…
Nonlinear time series analysis is becoming a more and more reliable tool for the study of complicated dynamics from measurements. The concept of low-dimensional chaos has proven to be fruitful in the understanding of many complex phenomena…
An efficient technique is introduced for model inference of complex nonlinear dynamical systems driven by noise. The technique does not require extensive global optimization, provides optimal compensation for noise-induced errors and is…
We present a study of a phase-separation process induced by the presence of spatially-correlated multiplicative noise. We develop a mean-field approach suitable for conserved-order-parameter systems and use it to obtain the phase diagram of…
Amplification of quantum states is inevitably accompanied with the introduction of noise at the output. For protocols that are probabilistic with heralded success, noiseless linear amplification in theory may still possible. When the…
Nonlinear observer design for systems whose state space evolves on Lie groups is considered. The proposed method is similar to previously developed nonlinear observers in that it involves propagating the state estimate using a process model…
The parameter fit from a model grid is limited by our capability to reduce the number of models, taking into account the number of parameters and the non linear variation of the models with the parameters. The Local MultiLinear Regression…
We propose a method for noise reduction, the task of producing a clean audio signal from a recording corrupted by additive noise. Many common approaches to this problem are based upon applying non-negative matrix factorization to…
Time series forecasting is a fundamental tool with wide ranging applications, yet recent debates question whether complex nonlinear architectures truly outperform simple linear models. Prior claims of dominance of the linear model often…
Nonlinear optimisation techniques are commonly employed to minimise complex cost functions, with their effectiveness determined largely by the structure of the underlying error landscape. These methods require initial parameter values, and…
Radio interferometers targeting the 21cm brightness temperature fluctuations at high redshift are subject to systematic effects that operate over a range of different timescales. These can be isolated by designing appropriate Fourier…