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Consider the problem of simultaneous estimation and support recovery of the coefficient vector in a linear data model with additive Gaussian noise. We study the problem of estimating the model coefficients based on a recently proposed…

Statistics Theory · Mathematics 2022-11-15 Soham Jana , Henry Li , Yutaro Yamada , Ofir Lindenbaum

This paper presents a speech enhancement method, where an adaptive threshold is statistically determined based on Gaussian modeling of Teager energy (TE) operated perceptual wavelet packet (PWP) coefficients of noisy speech. In order to…

Audio and Speech Processing · Electrical Eng. & Systems 2018-03-07 Md Tauhidul Islam , Celia Shahnaz

This paper presents an approach for constrained Gaussian Process (GP) regression where we assume that a set of linear transformations of the process are bounded. It is motivated by machine learning applications for high-consequence…

Machine Learning · Statistics 2019-09-12 Christian Agrell

This paper describes performance bounds for compressed sensing in the presence of Poisson noise when the underlying signal, a vector of Poisson intensities, is sparse or compressible (admits a sparse approximation). The signal-independent…

Information Theory · Computer Science 2009-04-30 Rebecca M. Willett , Maxim Raginsky

Inference for GP models with non-Gaussian noises is computationally expensive when dealing with large datasets. Many recent inference methods approximate the posterior distribution with a simpler distribution defined on a small number of…

Machine Learning · Computer Science 2018-09-11 Linfeng Liu , Liping Liu

We study iterative regularization for linear models, when the bias is convex but not necessarily strongly convex. We characterize the stability properties of a primal-dual gradient based approach, analyzing its convergence in the presence…

Machine Learning · Statistics 2020-10-30 Cesare Molinari , Mathurin Massias , Lorenzo Rosasco , Silvia Villa

Uncertainty estimation for unlabeled data is crucial to active learning. With a deep neural network employed as the backbone model, the data selection process is highly challenging due to the potential over-confidence of the model…

Machine Learning · Computer Science 2024-02-14 Xingjian Li , Pengkun Yang , Yangcheng Gu , Xueying Zhan , Tianyang Wang , Min Xu , Chengzhong Xu

In the present paper we consider the problem of estimating a three-dimensional function $f$ based on observations from its noisy Laplace convolution. Our study is motivated by the analysis of Dynamic Contrast Enhanced (DCE) imaging data. We…

Methodology · Statistics 2018-07-17 Rida Benhaddou , Marianna Pensky , Rasika Rajapakshage

An information-theoretic upper bound on the generalization error of supervised learning algorithms is derived. The bound is constructed in terms of the mutual information between each individual training sample and the output of the…

Machine Learning · Computer Science 2020-08-06 Yuheng Bu , Shaofeng Zou , Venugopal V. Veeravalli

We consider the problem of exact support recovery of sparse signals via noisy measurements. The main focus is the sufficient and necessary conditions on the number of measurements for support recovery to be reliable. By drawing an analogy…

Information Theory · Computer Science 2010-03-04 Yuzhe Jin , Young-Han Kim , Bhaskar D. Rao

Extracting information from nonlinear measurements is a fundamental challenge in data analysis. In this work, we consider separable inverse problems, where the data are modeled as a linear combination of functions that depend nonlinearly on…

Signal Processing · Electrical Eng. & Systems 2020-07-07 Brett Bernstein , Sheng Liu , Chrysa Papadaniil , Carlos Fernandez-Granda

We study the problem of detection of a p-dimensional sparse vector of parameters in the linear regression model with Gaussian noise. We establish the detection boundary, i.e., the necessary and sufficient conditions for the possibility of…

Statistics Theory · Mathematics 2010-09-13 Yuri I. Ingster , Alexandre B. Tsybakov , Nicolas Verzelen

We propose a deconvolution algorithm for images blurred and degraded by a Poisson noise. The algorithm uses a fast proximal backward-forward splitting iteration. This iteration minimizes an energy which combines a \textit{non-linear} data…

Applications · Statistics 2008-12-18 François-Xavier Dupé , Jalal Fadili , Jean Luc Starck

Obtaining system parameters and reconstructing the full flow state from limited velocity observations using conventional fluid dynamics solvers can be prohibitively expensive. Here we employ machine learning algorithms to overcome the…

Fluid Dynamics · Physics 2024-10-17 Vladimir Parfenyev , Mark Blumenau , Ilia Nikitin

Upon the recent development of the quasi-reversibility method for terminal value parabolic problems in \cite{Nguyen2019}, it is imperative to investigate the convergence analysis of this regularization method in the stochastic setting. In…

Analysis of PDEs · Mathematics 2020-08-13 Nguyen Huy Tuan , Vo Anh Khoa , Phan Thi Khanh Van , Vo Van Au

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 transform. Our key…

Optimization and Control · Mathematics 2008-03-25 François-Xavier Dupé , Jalal Fadili , Jean Luc Starck

Recovery of the sparsity pattern (or support) of an unknown sparse vector from a small number of noisy linear measurements is an important problem in compressed sensing. In this paper, the high-dimensional setting is considered. It is shown…

Information Theory · Computer Science 2013-02-06 Galen Reeves , Michael Gastpar

Motivated by value function estimation in reinforcement learning, we study statistical linear inverse problems, i.e., problems where the coefficients of a linear system to be solved are observed in noise. We consider penalized estimators,…

Machine Learning · Computer Science 2012-07-03 Bernardo Avila Pires , Csaba Szepesvari

In this paper, we are interested in the classical problem of restoring data degraded by a convolution and the addition of a white Gaussian noise. The originality of the proposed approach is two-fold. Firstly, we formulate the restoration…

Methodology · Statistics 2015-05-13 Jean-Christophe Pesquet , Amel Benazza-Benyahia , Caroline Chaux

Computational sensing strategies often suffer from calibration errors in the physical implementation of their ideal sensing models. Such uncertainties are typically addressed by using multiple, accurately chosen training signals to recover…

Information Theory · Computer Science 2022-05-26 Valerio Cambareri , Laurent Jacques