相关论文: Geometrically Intrinsic Nonlinear Recursive Filter…

The aim of this paper is to provide a variational interpretation of the nonlinear filter in continuous time. A time-stepping procedure is introduced, consisting of successive minimization problems in the space of probability densities. The…

The cosmological stochastic gravitational-wave background produced by the mildly non-linear evolution of density fluctuations is analyzed, in the frame of an Einstein-de Sitter model, by means of a fully relativistic perturbation expansion…

In this paper, we study the geometric nonlinearity properties, such as curvature and torsion, in a dual coordinate system of the Riemannian manifold defined by the Gaussian distribution. We also give the Amari formulas explicitly in this…

This paper is considered with joint estimation of state and time-varying noise covariance matrices in non-linear stochastic state space models. We present a variational Bayes and Gaussian filtering based algorithm for efficient computation…

Gravitational wave searches are crucial for studying compact sources like neutron stars and black holes. Many sensitive modeled searches use matched filtering to compare gravitational strain data to a set of waveform models known as…

Let $(N,g)$ be a Riemannian manifold with the distance function $d(x,y)$ and an open subset $M\subset N$. For $x\in M$ we denote by $D_x$ the distance difference function $D_x:F\times F\to \mathbb R$, given by…

We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…

A new technique is introduced to reconstruct a nonlinear stochastic model of the cardiorespiratory interaction. Its inferential framework uses a set of polynomial basis functions representing the nonlinear force governing the system…

In many geoscientific applications, multiple noisy observations of different origin need to be combined to improve the reconstruction of a common underlying quantity. This naturally leads to multi-parameter models for which adequate…

We derive a method to reconstruct Gaussian signals from linear measurements with Gaussian noise. This new algorithm is intended for applications in astrophysics and other sciences. The starting point of our considerations is the principle…

Estimation procedures based on recursive algorithms are interesting and powerful techniques that are able to deal rapidly with (very) large samples of high dimensional data. The collected data may be contaminated by noise so that robust…

We consider the filtering and smoothing problems for an infinite-dimensional diffusion process X, observed through a finite-dimensional representation at discrete points in time. At the heart of our proposed methodology lies the…

The main goal of this paper is to estimate the regional acoustic and geoacoustic shallow-water environment from data collected by a vertical hydrophone array and transmitted by distant time-harmonic point sources. We aim at estimating the…

This paper deals with the case of using nonlinear diffusion filters to obtain piecewise constant images as a previous process for segmentation techniques. We first show an intrinsic formulation for the nonlinear diffusion equation to…

This paper presents a general non-linear computational formulation for rotation-free thin shells based on isogeometric finite elements. It is a displacement-based formulation that admits general material models. The formulation allows for a…

We study the geometry of a codimension-one foliation with a time-dependent Riemannian metric. The work begins with formulae concerning deformations of geometric quantities as the Riemannian metric varies along the leaves of the foliation.…

Deep generative models provide a systematic way to learn nonlinear data distributions, through a set of latent variables and a nonlinear "generator" function that maps latent points into the input space. The nonlinearity of the generator…

We discuss applications of nonlinear filtering of time series by locally linear phase space projections. Noise can be reduced whenever the error due to the manifold approximation is smaller than the noise in the system. Examples include the…

For many nonlinear Bayesian state estimation problems, the posterior recursion is not analytically tractable, leading to algorithms that are influenced by numerical approximation errors. These algorithms depend on parameters that affect the…

This paper discusses the problem of estimating a stochastic signal from nonlinear uncertain observations with time-correlated additive noise described by a first-order Markov process. Random deception attacks are assumed to be launched by…