Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
An Introduction to Sparse Stochastic Processes - MaRDI portal

An Introduction to Sparse Stochastic Processes

From MaRDI portal
Publication:3459235

DOI10.1017/CBO9781107415805zbMath1329.60002OpenAlexW606515514MaRDI QIDQ3459235

Michael Unser, Pouya Dehghani Tafti

Publication date: 21 December 2015

Full work available at URL: https://doi.org/10.1017/cbo9781107415805




Related Items (40)

Prior normalization for certified likelihood-informed subspace detection of Bayesian inverse problemsNumerical methods for the mean exit time and escape probability of two-dimensional stochastic dynamical systems with non-Gaussian noisesOn the Besov regularity of periodic Lévy noisesA sampling theory for non-decaying signalsGeneralized Poisson summation formulas for continuous functions of polynomial growthWeighted approximation by double singular integral operators with radially defined kernelsOn Bayesian estimation and proximity operatorsConvex optimization in sums of Banach spacesCompressibility analysis of asymptotically mean stationary processesApproximation of non-decaying signals from shift-invariant subspacesSplines Are Universal Solutions of Linear Inverse Problems with Generalized TV RegularizationDictionary Learning for Two-Dimensional Kendall ShapesSparse control for continuous‐time systemsMeasuring Complexity of Learning Schemes Using Hessian-Schatten Total VariationPoint process simulation of generalised hyperbolic Lévy processesJump-penalized least absolute values estimation of scalar or circle-valued signalsContinuous LTI input-output stable systems on \({L^P(\mathbb{R})}\) and \({\mathscr{D'}_{L^P}(\mathbb{R})}\) associated with differential equations: existence, invertibility conditions and inversionTV-based reconstruction of periodic functionsWell-Posed Bayesian Inverse Problems with Infinitely Divisible and Heavy-Tailed Prior MeasuresSignal analysis based on complex wavelet signsBayesian Modeling of Motion Perception Using Dynamical Stochastic TexturesMultidimensional Lévy white noise in weighted Besov spacesGeneralized operator-scaling random ball modelA parameter estimation method based on random slow manifoldsThe domain of definition of the Lévy white noiseExact Algorithms for $L^1$-TV Regularization of Real-Valued or Circle-Valued SignalsShortest-support multi-spline bases for generalized samplingTotal Generalized Variation for Manifold-Valued DataWavelet Statistics of Sparse and Self-Similar ImagesFunctional penalised basis pursuit on spheresWavelet analysis of the Besov regularity of Lévy white noiseThe \(n\)-term approximation of periodic generalized Lévy processesGaussian and sparse processes are limits of generalized Poisson processesScaling limits of solutions of linear stochastic differential equations driven by Lévy white noisesPoint process simulation of generalised inverse Gaussian processes and estimation of the Jaeger integralKernel-Based Tests for Joint IndependenceAngular Accuracy of Steerable Feature DetectorsMultikernel Regression with Sparsity ConstraintFunctional estimation of anisotropic covariance and autocovariance operators on the sphereNumerical algorithms for mean exit time and escape probability of stochastic systems with asymmetric Lévy motion




This page was built for publication: An Introduction to Sparse Stochastic Processes