Concept

Minimum mean square error

Publications associées (333)

MMSE Estimation of Sparse Levy Processes

Michaël Unser, Arash Amini, Ulugbek Kamilov, Pedram Pad

We investigate a stochastic signal-processing framework for signals with sparse derivatives, where the samples of a Levy process are corrupted by noise. The proposed signal model covers the well-known Brownian motion and piecewise-constant Poisson process; ...

Ieee-Inst Electrical Electronics Engineers Inc2013

Bayesian Denoising: From MAP to MMSE Using Consistent Cycle Spinning

Michaël Unser, Emrah Bostan, Ulugbek Kamilov, Abbas Kazerouni

We introduce a new approach for the implementation of minimum mean-square error (MMSE) denoising for signals with decoupled derivatives. Our method casts the problem as a penalized least-squares regression in the redundant wavelet domain. It exploits the l ...

Ieee-Inst Electrical Electronics Engineers Inc2013

Bayesian Estimation for Continuous-Time Sparse Stochastic Processes

Michaël Unser, Arash Amini, Emrah Bostan, Ulugbek Kamilov

We consider continuous-time sparse stochastic processes from which we have only a finite number of noisy/noiseless samples. Our goal is to estimate the noiseless samples (denoising) and the signal in-between (interpolation problem). By relying on tools fro ...

Ieee-Inst Electrical Electronics Engineers Inc2013

Recursive Compressed Sensing

Martin Vetterli, Nikolaos Freris, Orhan Öçal

We introduce a recursive algorithm for performing compressed sensing on streaming data. The approach consists of a) recursive encoding, where we sample the input stream via overlapping windowing and make use of the previous measurement in obtaining the nex ...

Submitted to IEEE Transactions on Information Theory2013

Could electrical conductivity replace water level in rating curves for alpine streams?

Marc Parlange, Steven Vincent Weijs, Raphaël Mutzner

Streamflow time series are important for inference and understanding of the hydrological processes in alpine watersheds. Because streamflow is expensive to continuously measure directly, it is usually derived from measured water levels, using a rating curv ...

American Geophysical Union2013

On the probability distribution of distributed optimization strategies

Ali H. Sayed

We study the steady-state probability distribution of diffusion and consensus strategies that employ constant step-sizes to enable continuous adaptation and learning. We show that, in the small step-size regime, the estimation error at each agent approache ...

IEEE2013

Online learning and adaptation over networks: More information is not necessarily better

Ali H. Sayed

We examine the performance of stochastic-gradient learners over connected networks for global optimization problems involving risk functions that are not necessarily quadratic. We consider two well-studied classes of distributed schemes including consensus ...

IEEE2013

Cluster formation over adaptive networks with selfish agents

Ali H. Sayed

We examine the problem of adaptation and learning over networks with selfish agents. In order to motivate agents to cooperate, we allow the agents to select their partners according to whether they can help them reduce their utility costs. We divide the op ...

2013

3D Residual Eddy Current Field Characterisation: applied to Diffusion Weighted Magnetic Resonance Imaging

Rolf Gruetter, Alessandro Daducci, Gunnar Krüger, Kieran O'Brien, François Lazeyras

Clinical use of the Stejskal-Tanner diffusion weighted images is hampered by the geometric distortions that result from the large residual 3D eddy current field induced. In this work we aimed to predict, using linear response theory, the residual 3D eddy c ...

Institute of Electrical and Electronics Engineers2013

Adaptive reduced basis finite element heterogeneous multiscale method

Assyr Abdulle, Yun Bai

An adaptive reduced basis finite element heterogeneous multiscale method (RB-FE-HMM) is proposed for elliptic problems with multiple scales. The multiscale method is based on the RB-FE-HMM introduced in [A. Abdulle, Y. Bai, Reduced basis finite element het ...

Elsevier2013

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