相关论文: Data driven sampling of oscillating signals

In the area of graph signal processing, a graph is a set of nodes arbitrarily connected by weighted links; a graph signal is a set of scalar values associated with each node; and sampling is the problem of selecting an optimal subset of…

Sampling from multivariate normal distributions, subjected to a variety of restrictions, is a problem that is recurrent in statistics and computing. In the present work, we demonstrate a general framework to efficiently sample a…

Many of the applications of compressed sensing have been based on variable density sampling, where certain sections of the sampling coefficients are sampled more densely. Furthermore, it has been observed that these sampling schemes are…

In this paper, we consider a statistical problem of learning a linear model from noisy samples. Existing work has focused on approximating the least squares solution by using leverage-based scores as an importance sampling distribution.…

Sampling from nonsmooth target probability distributions is essential in various applications, including the Bayesian Lasso. We propose a splitting-based sampling algorithm for the time-implicit discretization of the probability flow for…

Large deviation functions contain information on the stability and response of systems driven into nonequilibrium steady states, and in such a way are similar to free energies for systems at equilibrium. As with equilibrium free energies,…

The numerical simulation of dynamical phenomena in interacting quantum systems is a notoriously hard problem. Although a number of promising numerical methods exist, they often have limited applicability due to the growth of entanglement or…

In this paper we provide a thorough, rigorous theoretical framework to assess optimality guarantees of sampling-based algorithms for drift control systems: systems that, loosely speaking, can not stop instantaneously due to momentum. We…

An algorithm is proposed, analyzed, and tested for minimizing locally Lipschitz objective functions that may be nonconvex and/or nonsmooth. The algorithm, which is built upon the gradient-sampling methodology, is designed specifically for…

A wireless sensor network can be used to collect and process environmental data, which is often of multivariate nature. This work proposes a multivariate sampling algorithm based on component analysis techniques in wireless sensor networks.…

This paper investigates the problem to determine whether a given stochastic process generates a sampled Brownian filtration. A fairly general sufficient condition is obtained by applying the Frank H. Clarke contraction criteria to a…

Distance queries are a basic tool in data analysis. They are used for detection and localization of change for the purpose of anomaly detection, monitoring, or planning. Distance queries are particularly useful when data sets such as…

We study the statistical properties of the sampled scale-free networks, deeply related to the proper identification of various real-world networks. We exploit three methods of sampling and investigate the topological properties such as…

Leveraging the Wasserstein distance -- a summation of sample-wise transport distances in data space -- is advantageous in many applications for measuring support differences between two underlying density functions. However, when supports…

We consider the problem of estimating a smooth functional of an unknown signal with discontinuity from Gaussian observations. The signal is a known function that depends on an unknown parameter. This problem is closely related to the famous…

Dynamical sampling deals with signals that evolve in time under the action of a linear operator. The purpose of the present paper is to analyze the performance of the basic dynamical sampling algorithms in the finite dimensional case and…

Sampling from high-dimensional distributions is a fundamental problem in statistical research and practice. However, great challenges emerge when the target density function is unnormalized and contains isolated modes. We tackle this…

We provide the sharp surface density threshold to guarantee mobile sampling in terms of the surface density of the set.

Classification of time series signals has become an important construct and has many practical applications. With existing classifiers we may be able to accurately classify signals, however that accuracy may decline if using a reduced…

We study the query complexity of sampling from high-dimensional Gaussian distributions using gradient information. In the standard oracle model, exact gradients expose only matrix-vector products with the precision matrix, leading to…