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

Non-Gaussian Bayesian filtering is a core problem in stochastic filtering. The difficulty of the problem lies in parameterizing the state estimates. However the existing methods are not able to treat it well. We propose to use power moments…

We use the concept of barrier-based smoothing approximations introduced in [ C. B. Chua and Z. Li, A barrier-based smoothing proximal point algorithm for NCPs over closed convex cones, SIOPT 23(2), 2010] to extend the non-interior…

Memory-based collaborative filtering methods like user or item k-nearest neighbors (kNN) are a simple yet effective solution to the recommendation problem. The backbone of these methods is the estimation of the empirical similarity between…

Recently developed particle flow algorithms provide an alternative to importance sampling for drawing particles from a posterior distribution, and a number of particle filters based on this principle have been proposed. Samples are drawn…

An extension of the Gauss-Newton algorithm is proposed to find local minimizers of penalized nonlinear least squares problems, under generalized Lipschitz assumptions. Convergence results of local type are obtained, as well as an estimate…

We introduce a probabilistic approach to the LMS filter. By means of an efficient approximation, this approach provides an adaptable step-size LMS algorithm together with a measure of uncertainty about the estimation. In addition, the…

This paper presents two approaches for filter design based on stochastic distances for intensity speckle reduction. A window is defined around each pixel, overlapping samples are compared and only those which pass a goodness-of-fit test are…

It is often convenient to use Gaussian blur in studying image quality or in data augmentation pipelines for training convoluional neural networks. Because of their convenience, Guassians are sometimes used as first order approximations of…

The particle filter is a popular Bayesian filtering algorithm for use in cases where the state-space model is nonlinear and/or the random terms (initial state or noises) are non-Gaussian distributed. We study the behavior of the error in…

In this paper, approximate Linear Minimum Variance (LMV) filters for continuous-discrete state space models are introduced. The filters are obtained by means of a recursive approximation to the predictions for the first two moments of the…

This paper considers the problem of estimating a periodic function in a continuous time regression model with an additive stationary gaussian noise having unknown correlation function. A general model selection procedure on the basis of…

We analyze the convergence of a nonlocal gradient descent method for minimizing a class of high-dimensional non-convex functions, where a directional Gaussian smoothing (DGS) is proposed to define the nonlocal gradient (also referred to as…

The goal of ordinal embedding is to represent items as points in a low-dimensional Euclidean space given a set of constraints in the form of distance comparisons like "item $i$ is closer to item $j$ than item $k$". Ordinal constraints like…

Due to the highly non-convex nature of large-scale robust parameter estimation, avoiding poor local minima is challenging in real-world applications where input data is contaminated by a large or unknown fraction of outliers. In this paper,…

Classical target detection schemes are usually obtained deriving the likelihood ratio under Gaussian hypothesis and replacing the unknown background parameters by their estimates. In most applications, interference signals are assumed to be…

We formulate probabilistic numerical approximations to solutions of ordinary differential equations (ODEs) as problems in Gaussian process (GP) regression with non-linear measurement functions. This is achieved by defining the measurement…

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…

Several data analysis techniques employ similarity relationships between data points to uncover the intrinsic dimension and geometric structure of the underlying data-generating mechanism. In this paper we work under the model assumption…

We derive the Wick theorem for the q-Exponential distribution. We use the theorem to derive an algorithm for finding parameters of the correlation matrix of q-Exponentialy distributed random variables given empirical spectral moments of the…

We study the problem of contextual search, a generalization of binary search in higher dimensions, in the adversarial noise model. Let $d$ be the dimension of the problem, $T$ be the time horizon and $C$ be the total amount of adversarial…