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On the Linearity of Bayesian Interpolators for Non-Gaussian Continuous-Time AR(1) Processes

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Lorentzian Iterative Hard Thresholding: Robust Compressed Sensing With Prior Information

Rafael Eduardo Carrillo Rangel

Commonly employed reconstruction algorithms in compressed sensing (CS) use the L-2 norm as the metric for the residual error. However, it is well-known that least squares (LS) based estimators are highly sensitive to outliers present in the measurement vec ...

Institute of Electrical and Electronics Engineers2013

A Euclidean Likelihood Estimator for Bivariate Tail Dependence

Michal Warchol, Boris Oumow

The spectral measure plays a key role in the statistical modeling of multivariate extremes. Estimation of the spectral measure is a complex issue, given the need to obey a certain moment condition. We propose a Euclidean likelihood-based estimator for the ...

Taylor & Francis Inc2013

Optimal Interpolation Laws for Stable AR(1) Processes

Michaël Unser, Azin Amini

In this paper, we focus on the problem of interpolating a continuous-time AR(1) process with stable innovations using minimum average error criterion. Stable innovations can be either Gaussian or non-Gaussian. In the former case, the optimality of the expo ...

SampTA2013

Characterization of T-splines with reduced continuity order on T-meshes

Annalisa Buffa, Mithlesh Kumar

The use of T-splines [30] in Isogeometric Analysis [24] has been proposed in [5] as a tool to enhance the flexibility of isogeometric methods. If T-splines are a very general concept, their success in isogeometric analysis relies upon some basic properties ...

2012

Speech Enhancement using Beta-order MMSE Spectral Amplitude Estimator with Laplacian Prior

Hervé Bourlard

This report addresses the problem of speech enhancement employing the Minimum Mean-Square Error (MMSE) of β-order Short Time Spectral Amplitude (STSA). We present an analytical solution for β-order MMSE estimator where Discrete Fourier Transform (DFT) coef ...

Idiap2011

Posterior Features for Template-based ASR

Hervé Bourlard, Joel Praveen Pinto, Serena Soldo

This paper investigates the use of phoneme class conditional probabilities as features (posterior features) for template-based ASR. Using 75 words and 600 words task-independent and speaker-independent setup on Phonebook database, we investigate the use of ...

2011

Speech Enhancement using an Improved MMSE Estimator with Laplacian Prior

In this paper we present an optimal estimator of magnitude spectrum for speech enhancement when the clean speech DFT coefficients are modeled by a Laplacian distribution and the noise DFT coefficients are modeled by a Gaussian distribution. Chen has alread ...

2010

Numerical Study Of An Anisotropic Error Estimator In The L-2(H-1) Norm For The Finite Element Discretization Of The Wave Equation

Marco Picasso

An anisotropic a posteriori error estimate is derived for a finite element discretization of the wave equation in two space dimensions. Only the error due to space discretization is considered, and the error estimates are derived in the nonnatural L-2(0, T ...

2010

Robust Multivariate and Nonlinear Time Series Models

Time series modeling and analysis is central to most financial and econometric data modeling. With increased globalization in trade, commerce and finance, national variables like gross domestic productivity (GDP) and unemployment rate, market variables lik ...

EPFL2010

Undecimated Haar Thresholding For Poisson Intensity Estimation

Michaël Unser, Thierry Blu, Florian Luisier

We propose a novel algorithm for denoising Poisson-corrupted images, that performs a signal-adaptive thresholding of the undecimated Haar wavelet coefficients. A Poisson's unbiased MSE estimate is devised and adapted to arbitrary transform-domain pointwise ...

Ieee Service Center, 445 Hoes Lane, Po Box 1331, Piscataway, Nj 08855-1331 Usa2010