相关论文: A two-sided estimate for the Gaussian noise stabil…

We study weighted Tikhonov regularization for large-scale linear discrete ill-posed problems with random noise. Under a polynomial upper-bound assumption on the generalized eigenvalues of the discrete forward operator, we derive stochastic…

We prove stability estimates for the isoperimetric inequalities for the first and the second nonzero Laplace eigenvalues on surfaces, both globally and in a fixed conformal class. We employ the notion of eigenvalues of measures and show…

We present a novel space-time isogeometric discretization of the acoustic wave equation in second-order formulation that is intrinsically unconditionally stable. The method relies on a variational framework inspired by [Walkington 2014],…

We consider the problem of robust mean and location estimation w.r.t. any pseudo-norm of the form $x\in\mathbb{R}^d\to ||x||_S = \sup_{v\in S}<v,x>$ where $S$ is any symmetric subset of $\mathbb{R}^d$. We show that the deviation-optimal…

In this paper, we investigate the theoretical guarantees of penalized $\lun$ minimization (also called Basis Pursuit Denoising or Lasso) in terms of sparsity pattern recovery (support and sign consistency) from noisy measurements with…

We study an extended system that without noise shows a spatially homogeneous state, but when submitted to an adequate multiplicative noise, some "noise-induced patterns" arise. The stochastic resonance between these structures is…

Let $(\mathfrak{M},\rho,\mu)$ be a metric measure space satisfying a doubling condition, $p_0\in (1,\infty)$, and $T(t):L^{p_0}(\mathfrak{M},\mu)\rightarrow L^{p_0}(\mathfrak{M},\mu)$, $t\geq 0$, a strongly continuous semi-group. We provide…

We consider the problem of estimating means of two Gaussians in a 2-Gaussian mixture, which is not balanced and is corrupted by noise of an arbitrary distribution. We present a robust algorithm to estimate the parameters, together with…

The aim of this Lecture Note is to introduce the Signal Processing (SP) community to a powerful yet still under-utilised tool: the semiparametric statistics. In short, the semiparametric framework allows us to estimate or perform hypothesis…

It has been conjectured by Host-Madsen and Nosratinia that complex Gaussian interference channels with constant channel coefficients have only one degree-of-freedom regardless of the number of users. While several examples are known of…

Heisenberg's uncertainty relation for measurement noise and disturbance states that any position measurement with noise epsilon brings the momentum disturbance not less than hbar/2epsilon. This relation holds only for restricted class of…

This paper studies the functional uniqueness and stability of Gaussian priors in optimal $L^1$ estimation. While it is well known that the Gaussian prior uniquely induces linear conditional means under Gaussian noise, the analogous question…

This paper deals with the numerical approximation of semilinear parabolic stochastic partial differential equation (SPDE) driven simultaneously by Gaussian noise and Poisson random measure, more realistic in modeling real world phenomena.…

In this brief note, we establish a novel criterion for robustness of global asymptotic stability of zero solution of LTV system $\dot x=A(t)x$ in the presence of possibly unbounded perturbations (external disturbances). To prove the result,…

The Gaussian kernel and its traditional normalizations (e.g., row-stochastic) are popular approaches for assessing similarities between data points. Yet, they can be inaccurate under high-dimensional noise, especially if the noise magnitude…

This paper considers signal recovery through an unconstrained minimization in the framework of mutual incoherence property. A sufficient condition is provided to guarantee the stable recovery in the noisy case. And we give a lower bound for…

We study the robustness of classifiers to various kinds of random noise models. In particular, we consider noise drawn uniformly from the $\ell\_p$ ball for $p \in [1, \infty]$ and Gaussian noise with an arbitrary covariance matrix. We…

In this work, we provide the first strong convergence result of numerical approximation of a general second order semilinear stochastic fractional order evolution equation involving a Caputo derivative in time of order $\alpha\in(\frac 34,…

This paper studies the classification of high-dimensional Gaussian signals from low-dimensional noisy, linear measurements. In particular, it provides upper bounds (sufficient conditions) on the number of measurements required to drive the…

In this paper we investigate a nonlinear stochastic partial differential equation (spde in short) perturbed by a space-correlated Gaussian noise in arbitrary dimension $d\geq1$, with a non-Lipschitz coefficient noisy term. The equation…