In the present paper we study the performance of linear denoisers for noisy data of the form $\mathbf{x} + \mathbf{z}$, where $\mathbf{x} \in \mathbb{R}^d$ is the desired data with zero mean and unknown covariance $\mathbfΣ$, and $\mathbf{z} \sim \mathcal{N}(0, \mathbfΣ_{\mathbf{z}})$ is additive noise. Since the covariance $\mathbfΣ$ is not known, the standard Wiener filter cannot be employed for denoising. Instead we assume we are given samples $\mathbf{x}_1,\dots,\mathbf{x}_n \in \mathbb{R}^d$ from the true distribution. A standard approach would then be to estimate $\mathbfΣ$ from the samples and use it to construct an ``empirical" Wiener filter. However, in this paper, motivated by the denoising step in diffusion models, we take a different approach whereby we train a linear denoiser $\mathbf{W}$ from the data itself. In particular, we synthetically construct noisy samples $\hat{\mathbf{x}}_i$ of the data by injecting the samples with Gaussian noise with covariance $\mathbfΣ_1 \neq \mathbfΣ_{\mathbf{z}}$ and find the best $\mathbf{W}$ that approximates $\mathbf{W}\hat{\mathbf{x}}_i \approx \mathbf{x}_i$ in a least-squares sense. In the proportional regime $\frac{n}{d} \rightarrow κ> 1$ we use the {\it Convex Gaussian Min-Max Theorem (CGMT)} to analytically find the closed form expression for the generalization error of the denoiser obtained from this process. Using this expression one can optimize over $\mathbfΣ_1$ to find the best possible denoiser. Our numerical simulations show that our denoiser outperforms the ``empirical" Wiener filter in many scenarios and approaches the optimal Wiener filter as $κ\rightarrow\infty$.

Center for Systems and Control, School of Advanced Manufacturing and Robotics, and Center for Multi-Agent Research, Institute for Artificial Intelligence, Peking University, Beijing, China (e-mail: amingli@pku.edu.cn).Abstract: Conventional topology learning methods for dynamical networks become inapplicable to processes exhibiting low-rank characteristics. To address this, we propose the low rank dynamical network model which ensures identifiability. By employing causal Wiener filtering, we establish a necessary and sufficient condition that links the sparsity pattern of the filter to conditional Granger causality. Building on this theoretical result, we develop a consistent method for estimating all network edges. Simulation results demonstrate the parsimony of the proposed framework and consistency of the topology estimation approach.

Scanning Electron Microscopy (SEM) images often suffer from noise contamination, which degrades image quality and affects further analysis. This research presents a complete approach to estimate their Signal-to-Noise Ratio (SNR) and noise variance (NV), and enhance image quality using NV-guided Wiener filter. The main idea of this study is to use a good SNR estimation technique and infuse a machine learning model to estimate NV of the SEM image, which then guides the wiener filter to remove the noise, providing a more robust and accurate SEM image filtering pipeline. First, we investigate five different SNR estimation techniques, namely Nearest Neighbourhood (NN) method, First-Order Linear Interpolation (FOL) method, Nearest Neighbourhood with First-Order Linear Interpolation (NN+FOL) method, Non-Linear Least Squares Regression (NLLSR) method, and Linear Least Squares Regression (LSR) method. It is shown that LSR method to perform better than the rest. Then, Support Vector Machines (SVM) and Gaussian Process Regression (GPR) are tested by pairing it with LSR. In this test, the Optimizable GPR model shows the highest accuracy and it stands as the most effective solution for NV estimation. Combining these results lead to the proposed Adaptive Optimizable Gaussian Process Regression Linear Least Squares Regression (AO-GPRLLSR) Filtering pipeline. The AO-GPRLLSR method generated an estimated noise variance which served as input to NV-guided Wiener filter for improving the quality of SEM images. The proposed method is shown to achieve notable success in estimating SNR and NV of SEM images and leads to lower Mean Squared Error (MSE) after the filtering process.

In recent years, state-of-the-art image and video denoising networks have become increasingly large, requiring millions of trainable parameters to achieve best-in-class performance. Improved denoising quality has come at the cost of denoising speed, where modern transformer networks are far slower to run than smaller denoising networks such as FastDVDnet and classic Bayesian denoisers such as the Wiener filter. In this paper, we implement a hybrid Wiener filter which leverages small ancillary networks to increase the original denoiser performance, while retaining fast denoising speeds. These networks are used to refine the Wiener coring estimate, optimise windowing functions and estimate the unknown noise profile. Using these methods, we outperform several popular denoisers and remain within 0.2 dB, on average, of the popular VRT transformer. Our method was found to be over x10 faster than the transformer method, with a far lower parameter cost.

Quantitative evaluations of differences and/or similarities between data samples define and shape optimisation problems associated with learning data distributions. Current methods to compare data often suffer from limitations in capturing such distributions or lack desirable mathematical properties for optimisation (e.g. smoothness, differentiability, or convexity). In this paper, we introduce a new method to measure (dis)similarities between paired samples inspired by Wiener-filter theory. The convolutional nature of Wiener filters allows us to comprehensively compare data samples in a globally correlated way. We validate our approach in four machine learning applications: data compression, medical imaging imputation, translated classification, and non-parametric generative modelling. Our results demonstrate increased resolution in reconstructed images with better perceptual quality and higher data fidelity, as well as robustness against translations, compared to conventional mean-squared-error analogue implementations.

Learning causal effects from data is a fundamental and well-studied problem across science, especially when the cause-effect relationship is static in nature. However, causal effect is less explored when there are dynamical dependencies, i.e., when dependencies exist between entities across time. Identifying dynamic causal effects from time-series observations is computationally expensive when compared to the static scenario. We demonstrate that the computational complexity of recovering the causation structure for the vector auto-regressive (VAR) model is $O(Tn^3N^2)$, where $n$ is the number of nodes, $T$ is the number of samples, and $N$ is the largest time-lag in the dependency between entities. We report a method, with a reduced complexity of $O(Tn^3 \log N)$, to recover the causation structure to obtain frequency-domain (FD) representations of time-series. Since FFT accumulates all the time dependencies on every frequency, causal inference can be performed efficiently by considering the state variables as random variables at any given frequency. We additionally show that, for systems with interactions that are LTI, do-calculus machinery can be realized in the FD resulting in versions of the classical single-door (with cycles), front and backdoor criteria. We demonstrate, for a large class of problems, graph reconstruction using multivariate Wiener projections results in a significant computational advantage with $O(n)$ complexity over reconstruction algorithms such as the PC algorithm which has $O(n^q)$ complexity, where $q$ is the maximum neighborhood size. This advantage accrues due to some remarkable properties of the phase response of the frequency-dependent Wiener coefficients which is not present in any time-domain approach.

Single-channel deep speech enhancement approaches often estimate a single multiplicative mask to extract clean speech without a measure of its accuracy. Instead, in this work, we propose to quantify the uncertainty associated with clean speech estimates in neural network-based speech enhancement. Predictive uncertainty is typically categorized into aleatoric uncertainty and epistemic uncertainty. The former accounts for the inherent uncertainty in data and the latter corresponds to the model uncertainty. Aiming for robust clean speech estimation and efficient predictive uncertainty quantification, we propose to integrate statistical complex Gaussian mixture models (CGMMs) into a deep speech enhancement framework. More specifically, we model the dependency between input and output stochastically by means of a conditional probability density and train a neural network to map the noisy input to the full posterior distribution of clean speech, modeled as a mixture of multiple complex Gaussian components. Experimental results on different datasets show that the proposed algorithm effectively captures predictive uncertainty and that combining powerful statistical models and deep learning also delivers a superior speech enhancement performance.

Supervised masking approaches in the time-frequency domain aim to employ deep neural networks to estimate a multiplicative mask to extract clean speech. This leads to a single estimate for each input without any guarantees or measures of reliability. In this paper, we study the benefits of modeling uncertainty in clean speech estimation. Prediction uncertainty is typically categorized into aleatoric uncertainty and epistemic uncertainty. The former refers to inherent randomness in data, while the latter describes uncertainty in the model parameters. In this work, we propose a framework to jointly model aleatoric and epistemic uncertainties in neural network-based speech enhancement. The proposed approach captures aleatoric uncertainty by estimating the statistical moments of the speech posterior distribution and explicitly incorporates the uncertainty estimate to further improve clean speech estimation. For epistemic uncertainty, we investigate two Bayesian deep learning approaches: Monte Carlo dropout and Deep ensembles to quantify the uncertainty of the neural network parameters. Our analyses show that the proposed framework promotes capturing practical and reliable uncertainty, while combining different sources of uncertainties yields more reliable predictive uncertainty estimates. Furthermore, we demonstrate the benefits of modeling uncertainty on speech enhancement performance by evaluating the framework on different datasets, exhibiting notable improvement over comparable models that fail to account for uncertainty.

Traditional signal processing methods relying on mathematical data generation models have been cast aside in favour of deep neural networks, which require vast amounts of data. Since the theoretical sample complexity is nearly impossible to evaluate, these amounts of examples are usually estimated with crude rules of thumb. However, these rules only suggest when the networks should work, but do not relate to the traditional methods. In particular, an interesting question is: how much data is required for neural networks to be on par or outperform, if possible, the traditional model-based methods? In this work, we empirically investigate this question in two simple examples, where the data is generated according to precisely defined mathematical models, and where well-understood optimal or state-of-the-art mathematical data-agnostic solutions are known. A first problem is deconvolving one-dimensional Gaussian signals and a second one is estimating a circle's radius and location in random grayscale images of disks. By training various networks, either naive custom designed or well-established ones, with various amounts of training data, we find that networks require tens of thousands of examples in comparison to the traditional methods, whether the networks are trained from scratch or even with transfer-learning or finetuning.

Tensors in the form of multilinear arrays are ubiquitous in data science applications. Captured real-world data, including video, hyperspectral images, and discretized physical systems, naturally occur as tensors and often come with attendant noise. Under the additive noise model and with the assumption that the underlying clean tensor has low rank, many denoising methods have been created that utilize tensor decomposition to effect denoising through low rank tensor approximation. However, all such decomposition methods require estimating the tensor rank, or related measures such as the tensor spectral and nuclear norms, all of which are NP-hard problems. In this work we leverage our previously developed framework of $\textit{tensor amplification}$, which provides good approximations of the spectral and nuclear tensor norms, to denoising synthetic tensors of various sizes, ranks, and noise levels, along with real-world tensors derived from physiological signals. We also introduce two new notions of tensor rank -- $\textit{stable slice rank}$ and $\textit{stable }$$X$$\textit{-rank}$ -- and new denoising methods based on their estimation. The experimental results show that in the low rank context, tensor-based amplification provides comparable denoising performance in high signal-to-noise ratio (SNR) settings and superior performance in noisy (i.e., low SNR) settings, while the stable $X$-rank method achieves superior denoising performance on the physiological signal data.