Publications related to MMSE Estimation of Sparse Levy Processes

Estimation Error of the Constrained Lasso

Volkan Cevher, Yen-Huan Li, Ya-Ping Hsieh, Nissim Zerbib

This paper presents a non-asymptotic upper bound for the estimation error of the constrained lasso, under the high-dimensional (

n \ll p

) setting. In contrast to existing results, the error bound in this paper is sharp, is valid when the parameter to be e ...

2016

Functional Central Limit Theorem for the Interface of the Symmetric Multitype Contact Process

Thomas Mountford, Daniel Rodrigues Valesin

We study the interface of the symmetric multitype contact process on Z. In this process, each site of Z is either empty or occupied by an individual of one of two species. Each individual dies with rate 1 and attempts to give birth with rate 2R lambda; the ...

Impa2016

Sparsity-Driven Statistical Inference for Inverse Problems

Ulugbek Kamilov

This thesis addresses statistical inference for the resolution of inverse problems. Our work is motivated by the recent trend whereby classical linear methods are being replaced by nonlinear alternatives that rely on the sparsity of naturally occurring sig ...

EPFL2015

Impact of synchrophasor measurement types and uncertainties on the accuracy of distribution system linear state estimators

Mario Paolone, Lorenzo Zanni, Daniele Colangelo

The paper aims at assessing the effects of combined voltage and/or current synchrophasor measurements, and their associated uncertainties, on the accuracy of state estimators adopted in distribution systems. Such an assessment is first carried out with res ...

IEEE2015

Multitask diffusion LMS with sparsity-based regularization

Ali H. Sayed, Roula Nassif

In this work, a diffusion-type algorithm is proposed to solve multitask estimation problems where each cluster of nodes is interested in estimating its own optimum parameter vector in a distributed manner. The approach relies on minimizing a global mean-sq ...

IEEE2015

A Unified Formulation of Gaussian Versus Sparse Stochastic Processes-Part II: Discrete-Domain Theory

Michaël Unser, Arash Amini, Pouya Dehghani Tafti, Hagay Kirshner

This paper is devoted to the characterization of an extended family of continuous-time autoregressive moving average (CARMA) processes that are solutions of stochastic differential equations driven by white Levy innovations. These are completely specified ...

Ieee-Inst Electrical Electronics Engineers Inc2014

A Unified Formulation of Gaussian Versus Sparse Stochastic Processes-Part I: Continuous-Domain Theory

Michaël Unser, Pouya Dehghani Tafti

We introduce a general distributional framework that results in a unifying description and characterization of a rich variety of continuous-time stochastic processes. The cornerstone of our approach is an innovation model that is driven by some generalized ...

Ieee-Inst Electrical Electronics Engineers Inc2014

An Adaptive Multiscale Finite Element Method

Patrick Henning

This work is devoted to an adaptive multiscale finite element method (MsFEM) for solving elliptic problems with rapidly oscillating coefficients. Starting from a general version of the MsFEM with oversampling, we derive an a posteriori estimate for the H-1 ...

Siam Publications2014

Adaptive Image Resizing Based on Continuous-Domain Stochastic Modeling

Michaël Unser, John Paul Ward, Aurélien Bourquard, Hagay Kirshner

We introduce an adaptive continuous-domain modeling approach to texture and natural images. The continuous-domain image is assumed to be a smooth function, and we embed it in a parameterized Sobolev space. We point out a link between Sobolev spaces and sto ...

Ieee-Inst Electrical Electronics Engineers Inc2014

MAP Estimation for Bayesian Mixture Models with Submodular Priors

Volkan Cevher, Luca Baldassarre, Marwa El Halabi

We propose a Bayesian approach where the signal structure can be represented by a mixture model with a submodular prior. We consider an observation model that leads to Lipschitz functions. Due to its combinatorial nature, computing the maximum a posteriori ...

2014

MMSE Estimation of Sparse Levy Processes

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Estimation Error of the Constrained Lasso

Functional Central Limit Theorem for the Interface of the Symmetric Multitype Contact Process

Sparsity-Driven Statistical Inference for Inverse Problems

Impact of synchrophasor measurement types and uncertainties on the accuracy of distribution system linear state estimators

Multitask diffusion LMS with sparsity-based regularization

A Unified Formulation of Gaussian Versus Sparse Stochastic Processes-Part II: Discrete-Domain Theory

A Unified Formulation of Gaussian Versus Sparse Stochastic Processes-Part I: Continuous-Domain Theory

An Adaptive Multiscale Finite Element Method

Adaptive Image Resizing Based on Continuous-Domain Stochastic Modeling

MAP Estimation for Bayesian Mixture Models with Submodular Priors

Sparsity-Driven Statistical Inference for Inverse Problems

Functional Central Limit Theorem for the Interface of the Symmetric Multitype Contact Process

A Unified Formulation of Gaussian Versus Sparse Stochastic Processes-Part II: Discrete-Domain Theory

Impact of synchrophasor measurement types and uncertainties on the accuracy of distribution system linear state estimators

Adaptive Image Resizing Based on Continuous-Domain Stochastic Modeling

Multitask diffusion LMS with sparsity-based regularization

A Unified Formulation of Gaussian Versus Sparse Stochastic Processes-Part I: Continuous-Domain Theory

An Adaptive Multiscale Finite Element Method

MAP Estimation for Bayesian Mixture Models with Submodular Priors

Estimation Error of the Constrained Lasso