Search results for "probability"
showing 10 items of 3417 documents
Subsignal-based denoising from piecewise linear or constant signal
2011
15 pages; International audience; n the present work, a novel signal denoising technique for piecewise constant or linear signals is presented termed as "signal split." The proposed method separates the sharp edges or transitions from the noise elements by splitting the signal into different parts. Unlike many noise removal techniques, the method works only in the nonorthogonal domain. The new method utilizes Stein unbiased risk estimate (SURE) to split the signal, Lipschitz exponents to identify noise elements, and a polynomial fitting approach for the sub signal reconstruction. At the final stage, merging of all parts yield in the fully denoised signal at a very low computational cost. St…
The squared symmetric FastICA estimator
2017
In this paper we study the theoretical properties of the deflation-based FastICA method, the original symmetric FastICA method, and a modified symmetric FastICA method, here called the squared symmetric FastICA. This modification is obtained by replacing the absolute values in the FastICA objective function by their squares. In the deflation-based case this replacement has no effect on the estimate since the maximization problem stays the same. However, in the symmetric case we obtain a different estimate which has been mentioned in the literature, but its theoretical properties have not been studied at all. In the paper we review the classic deflation-based and symmetric FastICA approaches…
Deflation-Based FastICA With Adaptive Choices of Nonlinearities
2014
Deflation-based FastICA is a popular method for independent component analysis. In the standard deflation-base d approach the row vectors of the unmixing matrix are extracted one after another always using the same nonlinearities. In prac- tice the user has to choose the nonlinearities and the efficiency and robustness of the estimation procedure then strongly depends on this choice as well as on the order in which the components are extracted. In this paper we propose a novel adaptive two- stage deflation-based FastICA algorithm that (i) allows one to use different nonlinearities for different components and (ii) optimizes the order in which the components are extracted. Based on a consist…
Obtaining the best value for money in adaptive sequential estimation
2010
Abstract In [Kujala, J. V., Richardson, U., & Lyytinen, H. (2010). A Bayesian-optimal principle for learner-friendly adaptation in learning games. Journal of Mathematical Psychology , 54(2), 247–255], we considered an extension of the conventional Bayesian adaptive estimation framework to situations where each observable variable is associated with a certain random cost of observation. We proposed an algorithm that chooses each placement by maximizing the expected gain in utility divided by the expected cost. In this paper, we formally justify this placement rule as an asymptotically optimal solution to the problem of maximizing the expected utility of an experiment that terminates when the…
Corrigendum to ``A smooth foliation of the 5-sphere by complex surfaces"
2011
International audience
Variational principles for fluid dynamics on rough paths
2022
In this paper, we introduce a new framework for parametrization schemes (PS) in GFD. Using the theory of controlled rough paths, we derive a class of rough geophysical fluid dynamics (RGFD) models as critical points of rough action functionals. These RGFD models characterize Lagrangian trajectories in fluid dynamics as geometric rough paths (GRP) on the manifold of diffeomorphic maps. Three constrained variational approaches are formulated for the derivation of these models. The first is the Clebsch formulation, in which the constraints are imposed as rough advection laws. The second is the Hamilton-Pontryagin formulation, in which the constraints are imposed as right-invariant rough vector…
Rigidity and sharp stability estimates for hypersurfaces with constant and almost-constant nonlocal mean curvature
2018
We prove that the boundary of a (not necessarily connected) bounded smooth set with constant nonlocal mean curvature is a sphere. More generally, and in contrast with what happens in the classical case, we show that the Lipschitz constant of the nonlocal mean curvature of such a boundary controls its $C^2$-distance from a single sphere. The corresponding stability inequality is obtained with a sharp decay rate.
Interpolated measures with bounded density in metric spaces satisfying the curvature-dimension conditions of Sturm
2011
We construct geodesics in the Wasserstein space of probability measure along which all the measures have an upper bound on their density that is determined by the densities of the endpoints of the geodesic. Using these geodesics we show that a local Poincar\'e inequality and the measure contraction property follow from the Ricci curvature bounds defined by Sturm. We also show for a large class of convex functionals that a local Poincar\'e inequality is implied by the weak displacement convexity of the functional.
Pseudodifferential operators on manifolds with a Lie structure at infinity
2003
to appear in Anal. Math.; Several examples of non-compact manifolds $M_0$ whose geometry at infinity is described by Lie algebras of vector fields $V \subset \Gamma(TM)$ (on a compactification of $M_0$ to a manifold with corners $M$) were studied by Melrose and his collaborators. In math.DG/0201202 and math.OA/0211305, the geometry of manifolds described by Lie algebras of vector fields -- baptised "manifolds with a Lie structure at infinity" there -- was studied from an axiomatic point of view. In this paper, we define and study the algebra $\Psi_{1,0,\VV}^\infty(M_0)$, which is an algebra of pseudodifferential operators canonically associated to a manifold $M_0$ with the Lie structure at …
Regularity of sets with constant horizontal normal in the Engel group
2012
In the Engel group with its Carnot group structure we study subsets of locally finite subRiemannian perimeter and possessing constant subRiemannian normal. We prove the rectifiability of such sets: more precisely we show that, in some specific coordinates, they are upper-graphs of entire Lipschitz functions (with respect to the Euclidean distance). However we find that, when they are written as intrinsic horizontal upper-graphs with respect to the direction of the normal, then the function defining the set might even fail to be continuous. Nevertheless, we can prove that one can always find other horizontal directions for which the set is the intrinsic horizontal upper-graph of a function t…