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The estimation of a random vector with independent components passed through a linear transform followed by a componentwise (possibly nonlinear) output map arises in a range of applications. Approximate message passing (AMP) methods, based on Gaussian appr ...
A new multiscale method combined with model order reduction is proposed for flow problems in three-scale porous media. We derive an effective three-scale model that couples a macroscopic Darcy equation, a mesoscopic Stokes-Brinkman equation, and a microsco ...
A reduced basis Darcy-Stokes finite element heterogeneous multiscale method (RB-DS-FE-HMM) is proposed for the Stokes problem in porous media. The multiscale method is based on the Darcy-Stokes finite element heterogeneous multiscale method (DS-FE-HMM) int ...
Measuring the instantaneous frequency of a signal rapidly and accurately is essential in many applications. However, the instantaneous frequency by definition is a parameter difficult to determine. Fourier-based methods introduce estimation delays as compu ...
The focus of this thesis is on developing efficient algorithms for two important problems arising in model reduction, estimation of the smallest eigenvalue for a parameter-dependent Hermitian matrix and solving large-scale linear matrix equations, by extra ...
The last decade has seen a growing interest in air quality monitoring using networks of wireless low-cost sensor platforms. One of the unifying characteristics of chemical sensors typically used in real-world deployments is their slow response time. While ...
We introduce in this paper the recursive Hessian sketch, a new adaptive filtering algorithm based on sketching the same exponentially weighted least squares problem solved by the recursive least squares algorithm. The algorithm maintains a number of sketch ...
The standard approach to compressive sampling considers recovering an unknown deterministic signal with certain known structure, and designing the sub-sampling pattern and recovery algorithm based on the known structure. This approach requires looking for ...
This paper introduces a dynamic model of the stochastic repayment behavior exhibited by delinquent credit-card accounts. Based on this model, we construct a dynamic collectability score (DCS) which estimates the account-specific probability of collecting a ...
Stochastic optical fluctuation imaging (SOFI) is a super-resolution fluorescence imaging technique that makes use of stochastic fluctuations in the emission of the fluorophores. During a SOFI measurement multiple fluorescence images are acquired from the s ...
