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We consider the problem of approximating a truncated Gaussian kernel using Fourier (trigonometric) functions. The computation-intensive bilateral filter can be expressed using fast convolutions by applying such an approximation to its range…

Image and Video Processing · Electrical Eng. & Systems 2018-11-07 Sanjay Ghosh , Pravin Nair , Kunal N. Chaudhury

Deconvolution is a statistical inverse problem to estimate the distribution of a random variable based on its noisy observations. Despite the extensive studies on the topic, deconvolution with unknown noise distribution remains as a…

Statistics Theory · Mathematics 2020-04-06 Devavrat Shah , Dogyoon Song

In the present paper we consider Laplace deconvolution for discrete noisy data observed on the interval whose length may increase with a sample size. Although this problem arises in a variety of applications, to the best of our knowledge,…

Statistics Theory · Mathematics 2013-01-15 Felix Abramovich , Marianna Pensky , Yves Rozenholc

The estimation of the covariance structure from a discretely observed multivariate Gaussian process under asynchronicity and noise is analysed under high-frequency asymptotics. Asymptotic lower and upper bounds are established for a general…

Statistics Theory · Mathematics 2020-04-21 Sebastian Holtz

We introduce a general formulation for an implicit equation-free method in the setting of slow-fast systems. First, we give a rigorous convergence result for equation-free analysis showing that the implicitly defined coarse-level time…

Dynamical Systems · Mathematics 2015-08-03 Christian Marschler , Jan Sieber , Rainer Berkemer , Atsushi Kawamoto , Jens Starke

A popular class of problem in statistics deals with estimating the support of a density from $n$ observations drawn at random from a $d$-dimensional distribution. The one-dimensional case reduces to estimating the end points of a univariate…

Statistics Theory · Mathematics 2018-04-27 Victor-Emmanuel Brunel , Jason M. Klusowski , Dana Yang

We look into the minimax results for the anisotropic two-dimensional functional deconvolution model with the two-parameter fractional Gaussian noise. We derive the lower bounds for the $L^p$-risk, $1 \leq p < \infty$, and taking advantage…

Statistics Theory · Mathematics 2018-12-19 Rida Benhaddou , Qing Liu

We consider the problem of frequency estimation of the periodic signal multiplied by a stationary Gaussian process (Ornstein-Uhlenbeck) and observed in the presence of the white Gaussian noise. We show the consistency and asymptotic…

Statistics Theory · Mathematics 2017-10-10 O. V. Chernoyarov , Yu. A. Kutoyants

We consider the estimation of quadratic functionals in a Gaussian sequence model where the eigenvalues are supposed to be unknown and accessible through noisy observations only. Imposing smoothness assumptions both on the signal and the…

Statistics Theory · Mathematics 2019-07-16 Martin Kroll

We consider the statistical inverse problem of recovering a function $f: M \to \mathbb R$, where $M$ is a smooth compact Riemannian manifold with boundary, from measurements of general $X$-ray transforms $I_a(f)$ of $f$, corrupted by…

Statistics Theory · Mathematics 2018-02-14 François Monard , Richard Nickl , Gabriel P. Paternain

We consider the problem of recovering a signal observed in Gaussian noise. If the set of signals is convex and compact, and can be specified beforehand, one can use classical linear estimators that achieve a risk within a constant factor of…

Statistics Theory · Mathematics 2017-06-05 Dmitry Ostrovsky , Zaid Harchaoui , Anatoli Juditsky , Arkadi Nemirovski

In this paper, we consider a functional linear regression model, where both the covariate and the response variable are functional random variables. We address the problem of optimal nonparametric estimation of the conditional expectation…

Statistics Theory · Mathematics 2022-03-02 Gaëlle Chagny , Anouar Meynaoui , Angelina Roche

We investigate the problem of estimating a function $f$ based on observations from its noisy convolution when the noise exhibits long-range dependence. We construct an adaptive estimator based on the kernel method, derive minimax lower…

Statistics Theory · Mathematics 2017-06-28 Rida Benhaddou

A parameter estimation problem is considered for a linear stochastic hyperbolic equation driven by additive space-time Gaussian white noise. The damping/amplification operator is allowed to be unbounded. The estimator is of spectral type…

Probability · Mathematics 2009-06-25 W. Liu , S. V. Lototsky

A parameter estimation problem is considered for a one-dimensional stochastic wave equation driven by additive space-time Gaussian white noise. The estimator is of spectral type and utilizes a finite number of the spatial Fourier…

Probability · Mathematics 2008-10-02 W. Liu , S. V. Lototsky

Bayesian approach to inverse problems is studied in the case where the forward map is a linear hypoelliptic pseudodifferential operator and measurement error is additive white Gaussian noise. The measurement model for an unknown Gaussian…

Statistics Theory · Mathematics 2016-07-20 Hanne Kekkonen , Matti Lassas , Samuli Siltanen

This paper introduces a new kind of seasonal fractional autoregressive process (SFAR) driven by fractional Gaussian noise (fGn). The new model includes a standard seasonal AR model and fGn. {The estimation of the parameters of this new…

Applications · Statistics 2025-04-01 Chunhao Cai , Yiwu Shang

While convolutional sparse representations enjoy a number of useful properties, they have received limited attention for image reconstruction problems. The present paper compares the performance of block-based and convolutional sparse…

Computer Vision and Pattern Recognition · Computer Science 2021-03-25 Brendt Wohlberg

We propose an image deconvolution algorithm when the data is contaminated by Poisson noise. The image to restore is assumed to be sparsely represented in a dictionary of waveforms such as the wavelet or curvelet transforms. Our key…

Applications · Statistics 2009-11-13 François-Xavier Dupé , Jalal Fadili , Jean Luc Starck

We consider the statistical inverse problem of recovering an unknown function $f$ from a linear measurement corrupted by additive Gaussian white noise. We employ a nonparametric Bayesian approach with standard Gaussian priors, for which the…

Statistics Theory · Mathematics 2020-01-20 Matteo Giordano , Hanne Kekkonen