相关论文: Multivariate Trend Filtering for Lattice Data
KKL (Kazantzis-Kravaris/Luenberger) observers are based on the idea of immersing a given nonlinear system into a target system that is a linear stable filter of the measured output. In the present paper, we extend this theory by allowing…
The ensemble Kalman filter (EnKF) is a data assimilation technique that uses an ensemble of models, updated with data, to track the time evolution of a usually non-linear system. It does so by using an empirical approximation to the…
Latent or unobserved phenomena pose a significant difficulty in data analysis as they induce complicated and confounding dependencies among a collection of observed variables. Factor analysis is a prominent multivariate statistical modeling…
K-FAC is a successful tractable implementation of Natural Gradient for Deep Learning, which nevertheless suffers from the requirement to compute the inverse of the Kronecker factors (through an eigen-decomposition). This can be very…
We give a detailed exposition of the formalism of Kinetic Field Theory (KFT) with emphasis on the perturbative determination of observables. KFT is a statistical non-equilibrium classical field theory based on the path integral formulation…
The fixed-X knockoff filter is a flexible framework for variable selection with false discovery rate (FDR) control in linear models with arbitrary design matrices (of full column rank) and it allows for finite-sample selective inference via…
Correlation filter (CF) based trackers are currently ranked top in terms of their performances. Nevertheless, only some of them, such as KCF~\cite{henriques15} and MKCF~\cite{tangm15}, are able to exploit the powerful discriminability of…
We present an approach for penalized tensor decomposition (PTD) that estimates smoothly varying latent factors in multi-way data. This generalizes existing work on sparse tensor decomposition and penalized matrix decompositions, in a manner…
Reinforcement learning (RL) tackles sequential decision-making problems by creating agents that interacts with their environment. However, existing algorithms often view these problem as static, focusing on point estimates for model…
We consider the filtering problem with the partially observed Lorenz 96 model. Although the accuracy of the 3DVar filter in this problem has been established, the theoretical guarantee for the ensemble Kalman filter (EnKF) remains limited…
Discriminative Correlation Filters (DCF) are efficient in visual tracking but suffer from unwanted boundary effects. Spatially Regularized DCF (SRDCF) has been suggested to resolve this issue by enforcing spatial penalty on DCF…
The ensemble Kalman filter (EnKF) is a method for combining a dynamical model with data in a sequential fashion. Despite its widespread use, there has been little analysis of its theoretical properties. Many of the algorithmic innovations…
Dissipative estimator (observer) design for continuous time-delay systems poses a significant challenge when an unlimited number of pointwise and general distributed delays (DDs) are concerned. We propose an effective solution to this…
Graph learning, or network inference, is a prominent problem in graph signal processing (GSP). GSP generalizes the Fourier transform to non-Euclidean domains, and graph learning is pivotal to applying GSP when these domains are unknown.…
It is known that the amplification factor, defined as the ratio of the lensed to the unlensed waveform in the frequency domain, satisfies the Kramers-Kronig (KK) relation, which connects the real and imaginary parts of the amplification…
This paper investigates the distributed Kalman filter (DKF) for linear systems, with specific attention on measurement fusion, which is a typical way of information sharing and is vital for enhancing stability and improving estimation…
We give some new results related to the directional short-time Fourier transform (DSTFT) and extend them on the spaces $\mathcal K_{1}(\mathbb R^{n})$ and $\mathcal K_{1}({\mathbb R})\widehat{\otimes}\mathcal U(\mathbb C^n)$ and their…
Determinantal Point Processes (DPPs) are probabilistic models over all subsets a ground set of $N$ items. They have recently gained prominence in several applications that rely on "diverse" subsets. However, their applicability to large…
Symmetric nonnegative matrix factorization (SymNMF) has important applications in data analytics problems such as document clustering, community detection and image segmentation. In this paper, we propose a novel nonconvex variable…
The paper presents a new Kalman filter (KF) implementation useful in applications where the accuracy of numerical solution of the associated Riccati equation might be crucially reduced by influence of roundoff errors. Since the appearance…