相关论文: Convergence Theorems for the Non-Local Means Filte…

We consider the Bayesian optimal filtering problem: i.e. estimating some conditional statistics of a latent time-series signal from an observation sequence. Classical approaches often rely on the use of assumed or estimated transition and…

The Gaussian beam superposition method is an asymptotic method for computing high frequency wave fields in smoothly varying inhomogeneous media. In this paper we study the accuracy of the Gaussian beam superposition method and derive error…

Most Kalman filter extensions assume Gaussian noise and when the noise is non-Gaussian, usually other types of filters are used. These filters, such as particle filter variants, are computationally more demanding than Kalman type filters.…

We consider filters for the detection and extraction of compact sources on a background. We make a one-dimensional treatment (though a generalization to two or more dimensions is possible) assuming that the sources have a Gaussian profile…

We consider a nonlinear filtering problem of multiscale non-Gaussian signal processes and observation processes with jumps. Firstly, we prove that the dimension for the signal system can be reduced by a homogenized approach. Secondly,…

We propose a homogenized filter for multiscale signals, which allows us to reduce the dimension of the system. We prove that the nonlinear filter converges to our homogenized filter with rate $\sqrt{\varepsilon}$. This is achieved by a…

Real-world measurement noise in applications like robotics is often correlated in time, but we typically assume i.i.d. Gaussian noise for filtering. We propose general Gaussian Processes as a non-parametric model for correlated measurement…

We develop a computational procedure to estimate the covariance hyperparameters for semiparametric Gaussian process regression models with additive noise. Namely, the presented method can be used to efficiently estimate the variance of the…

This paper aims to address the phase retrieval problem from subgaussian measurements with arbitrary noise, with a focus on devising robust and efficient algorithms for solving non-convex problems. To ensure uniqueness of solutions in the…

Nowadays, many applications rely on images of high quality to ensure good performance in conducting their tasks. However, noise goes against this objective as it is an unavoidable issue in most applications. Therefore, it is essential to…

In this paper, a methodology is investigated for signal recovery in the presence of non-Gaussian noise. In contrast with regularized minimization approaches often adopted in the literature, in our algorithm the regularization parameter is…

We consider a nonlocal approximation of the quadratic porous medium equation where the pressure is given by a convolution with a mollification kernel. It is known that when the kernel concentrates around the origin, the nonlocal equation…

A novel approximate Bayesian filter based on backward stochastic differential equations is introduced. It uses a nonlinear Feynman--Kac representation of the filtering problem and the approximation of an unnormalized filtering density using…

In this paper we present a novel geometric filter, a homogeneous moving least squares fitting-based filter (H-MLS filter), for anisotropic mesh filtering. Instead of fitting the noisy data by a moving parametric surface and projecting the…

Signal processing in non-Gaussian noise environment is addressed in this paper. For many real-life situations, the additive noise process present in the system is found to be dominantly non-Gaussian. The problem of detection and estimation…

We consider a general class of regression models with normally distributed covariates, and the associated nonconvex problem of fitting these models from data. We develop a general recipe for analyzing the convergence of iterative algorithms…

To create high-fidelity cosmic microwave background maps, current component separation methods rely on availability of information on different foreground components, usually through multi-band frequency coverage of the instrument. Internal…

We present a method for improving a Non Local Means operator by computing its low-rank approximation. The low-rank operator is constructed by applying a filter to the spectrum of the original Non Local Means operator. This results in an…

Non-linear aggregation strategies have recently been proposed in response to the problem of how to combine, in a non-linear way, estimators of the regression function (see for instance \cite{biau:16}), classification rules (see…

Gaussian mixtures are a common density representation in nonlinear, non-Gaussian Bayesian state estimation. Selecting an appropriate number of Gaussian components, however, is difficult as one has to trade of computational complexity…