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In this paper we consider a version of the functional Hodrick-Prescott filter for functional time series. We show that the associated optimal smoothing operator preserves the 'noise-to-signal' structure. Moreover, we propose a consistent…

统计理论 · 数学 2016-10-05 Hiba Nassar

Novel experimental modalities acquire spatially resolved velocity measurements for steady state and transient flows which are of interest for engineering and biological applications. One of the drawbacks of such high resolution velocity…

数值分析 · 数学 2015-12-31 H. Egger , T. Seitz , C. Tropea

The method of filtered back projection (FBP) is a widely used reconstruction technique in X-ray computerized tomography (CT), which is particularly important in clinical diagnostics. To reduce scanning times and radiation doses in medical…

数值分析 · 数学 2024-08-14 Matthias Beckmann , Judith Nickel

The projection filter is a technique for approximating the solutions of optimal filtering problems. In projection filters, the Kushner--Stratonovich stochastic partial differential equation that governs the propagation of the optimal…

最优化与控制 · 数学 2022-09-15 Muhammad Fuady Emzir , Zheng Zhao , Simo Särkkä

Sequential Bayesian Filtering aims to estimate the current state distribution of a Hidden Markov Model, given the past observations. The problem is well-known to be intractable for most application domains, except in notable cases such as…

机器学习 · 统计学 2024-02-16 Théophile Cantelobre , Carlo Ciliberto , Benjamin Guedj , Alessandro Rudi

Using a perturbation technique, we derive a new approximate filtering and smoothing methodology generalizing along different directions several existing approaches to robust filtering based on the score and the Hessian matrix of the…

统计方法学 · 统计学 2023-06-06 Giuseppe Buccheri , Giacomo Bormetti , Fulvio Corsi , Fabrizio Lillo

We present a novel approach for imaging through scattering media that combines the principles of Fourier spatial filtering and single-pixel imaging. We compare the performance of our single-pixel imaging setup with that of a conventional…

A Radial Basis Function Generated Finite-Differences (RBF-FD) inspired technique for evaluating definite integrals over bounded volumes that have smooth boundaries in three dimensions is described. A key aspect of this approach is that it…

数值分析 · 数学 2023-01-11 Jonah A. Reeger

The goal of this paper is to design compact support basis spline functions that best approximate a given filter (e.g., an ideal Lowpass filter). The optimum function is found by minimizing the least square problem ($\ell$2 norm of the…

多媒体 · 计算机科学 2015-03-17 Ramtin Madani , Ali Ayremlou , Arash Amini , Farrokh Marvasti

A new image denoising algorithm to deal with the additive Gaussian white noise model is given. Like the non-local means method, the filter is based on the weighted average of the observations in a neighborhood, with weights depending on the…

其他统计学 · 统计学 2011-11-04 Qiyu Jin , Ion Grama , Quansheng Liu

The FFT algorithm that implements the discrete Fourier transform is considered one of the top ten algorithms of the $20$th century. Its main strengths are the low computational cost of $\mathcal{O}(n \log n$) and its stability. It is one of…

数值分析 · 数学 2017-06-15 Matteo Briani , Annie Cuyt , Wen-shin Lee

The purpose of this work is the design of FIR QMF (Quadrature Mirror Filters) filters of perfect reconstruction and odd number of coefficients (even order). By design, these filters will have linear phase and integer delay. These filter…

信号处理 · 电气工程与系统科学 2022-10-28 Fernando Martin-Rodriguez , Fernando Isasi-de-Vicente , Monica Fernandez-Barciela

We consider the problem of approximating a truncated Gaussian kernel using Fourier (trigonometric) functions. The computation-intensive bilateral filter can be expressed using fast convolutions by applying such an approximation to its range…

图像与视频处理 · 电气工程与系统科学 2018-11-07 Sanjay Ghosh , Pravin Nair , Kunal N. Chaudhury

Recent progress in synthetic aperture sonar (SAS) technology and processing has led to significant advances in underwater imaging, outperforming previously common approaches in both accuracy and efficiency. There are, however, inherent…

数值分析 · 数学 2017-06-28 John McKay , Anne Gelb , Vishal Monga , Raghu Raj

In this paper, new insights in frequency-domain implementations of digital finite-length impulse response filtering (linear convolution) using overlap-add and overlap-save techniques are provided. It is shown that, in practical…

信号处理 · 电气工程与系统科学 2023-03-15 Hakan Johansson , Oscar Gustafsson

Gaussian mixture filters for nonlinear systems usually rely on severe approximations when calculating mixtures in the prediction and filtering step. Thus, offline approximations of noise densities by Gaussian mixture densities to reduce the…

系统与控制 · 电气工程与系统科学 2025-06-02 Ondŕej Straka , Uwe D. Hanebeck

We revisit the task of releasing marginal queries under differential privacy with additive (correlated) Gaussian noise. We first give a construction for answering arbitrary workloads of weighted marginal queries, over arbitrary domains. Our…

数据结构与算法 · 计算机科学 2025-12-29 Christian Janos Lebeda , Aleksandar Nikolov , Haohua Tang

In this paper, we propose a novel parameterization method for genus-one and multiply connected genus-zero surfaces, called periodic conformal flattening. The conformal energy minimization technique is utilized to compute the desired…

数值分析 · 数学 2025-04-10 Zhong-Heng Tan , Tiexiang Li , Wen-Wei Lin , Shing-Tung Yau

Collaborative Filtering (CF) is a pivotal research area in recommender systems that capitalizes on collaborative similarities between users and items to provide personalized recommendations. With the remarkable achievements of node…

信息检索 · 计算机科学 2024-01-30 Yifang Qin , Wei Ju , Xiao Luo , Yiyang Gu , Zhiping Xiao , Ming Zhang

Context. Solar Shack-Hartmann wavefront sensors measure differential wavefront tilts as the relative shift between images from different subapertures. There are several methods in use for measuring these shifts. Aims. We evaluate the…

天体物理仪器与方法 · 物理学 2015-05-20 Mats G. Löfdahl