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This paper considers the problem of detecting nonstationary phenomena, and chirps in particular, from very noisy data. Chirps are waveforms of the very general form A(t) exp(i\lambda \phi(t)), where \lambda is a (large) base frequency, the…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Emmanuel J. Candes , Philip R. Charlton , Hannes Helgason

We analyze two communication-efficient algorithms for distributed statistical optimization on large-scale data sets. The first algorithm is a standard averaging method that distributes the $N$ data samples evenly to $\nummac$ machines,…

Machine Learning · Statistics 2013-10-14 Yuchen Zhang , John C. Duchi , Martin Wainwright

We provide a new quantum algorithm that efficiently determines the quality of a least-squares fit over an exponentially large data set by building upon an algorithm for solving systems of linear equations efficiently (Harrow et al., Phys.…

Quantum Physics · Physics 2013-01-10 Nathan Wiebe , Daniel Braun , Seth Lloyd

A method is presented for investigating the periodic signal content of time series in which a number of signals is present, such as arising from the observation of multiperiodic oscillating stars in observational asteroseismology. Standard…

Astrophysics · Physics 2007-05-23 Frank P. Pijpers

We study the problem of interpolating a noisy Fourier-sparse signal in the time duration $[0, T]$ from noisy samples in the same range, where the ground truth signal can be any $k$-Fourier-sparse signal with band-limit $[-F, F]$. Our main…

Data Structures and Algorithms · Computer Science 2023-02-09 Zhao Song , Baocheng Sun , Omri Weinstein , Ruizhe Zhang

We present a quantum algorithm for fitting a linear regression model to a given data set using the least squares approach. Different from previous algorithms which yield a quantum state encoding the optimal parameters, our algorithm outputs…

Quantum Physics · Physics 2017-08-01 Guoming Wang

If the phase retrieval problem can be solved by a method similar to that of solving a system of linear equations under the context of FFT, the time complexity of computer based phase retrieval algorithm would be reduced. Here I present such…

Numerical Analysis · Mathematics 2013-05-20 Yuan Sun

We present a new deterministic algorithm for the sparse Fourier transform problem, in which we seek to identify k << N significant Fourier coefficients from a signal of bandwidth N. Previous deterministic algorithms exhibit quadratic…

Numerical Analysis · Mathematics 2012-07-27 David Lawlor , Yang Wang , Andrew Christlieb

An algorithm is proposed, analyzed, and tested experimentally for solving stochastic optimization problems in which the decision variables are constrained to satisfy equations defined by deterministic, smooth, and nonlinear functions. It is…

Optimization and Control · Mathematics 2021-07-09 Frank E. Curtis , Daniel P. Robinson , Baoyu Zhou

In this work we derive two computationally efficient frequentist detection statistics that can be used in searches for gravitational-wave bursts with memory in pulsar timing data. By maximizing the likelihood ratio in two different ways we…

General Relativity and Quantum Cosmology · Physics 2024-10-29 Jerry P. Sun , Xavier Siemens , Dustin R. Madison

Modern time series are usually composed of multiple oscillatory components, with time-varying frequency and amplitude contaminated by noise. The signal processing mission is further challenged if each component has an oscillatory pattern,…

Signal Processing · Electrical Eng. & Systems 2021-10-04 Marcelo A. Colominas , Hau-Tieng Wu

We propose a new approach for studying the notion of the instantaneous frequency of a signal. We build on ideas from the Synchrosqueezing theory of Daubechies, Lu and Wu and consider a variant of Synchrosqueezing, based on the short-time…

Numerical Analysis · Mathematics 2012-01-17 Gaurav Thakur , Hau-Tieng Wu

Many experiments can be interpreted in terms of random processes operating according to some internal protocols. When experiments are costly or cannot be repeated only one or a few finite samples are available. In this paper we study data…

Data Analysis, Statistics and Probability · Physics 2016-02-02 Marian Kupczynski , Hans De Raedt

We consider the robust phase retrieval problem of recovering the unknown signal from the magnitude-only measurements, where the measurements can be contaminated by both sparse arbitrary corruption and bounded random noise. We propose a new…

Machine Learning · Statistics 2018-01-08 Jinghui Chen , Lingxiao Wang , Xiao Zhang , Quanquan Gu

Quantum computational devices, currently under development, have the potential to accelerate data analysis techniques beyond the ability of any classical algorithm. We propose the application of a quantum algorithm for the detection of…

Quantum Physics · Physics 2021-09-06 Sijia Gao , Fergus Hayes , Sarah Croke , Chris Messenger , John Veitch

We consider the optimization of a quadratic objective function whose gradients are only accessible through a stochastic oracle that returns the gradient at any given point plus a zero-mean finite variance random error. We present the first…

Optimization and Control · Mathematics 2016-02-25 Aymeric Dieuleveut , Nicolas Flammarion , Francis Bach

Inspired by the key principle behind the EM algorithm, we propose a general methodology for conducting wavelet estimation with irregularly-spaced data by viewing the data as the observed portion of an augmented regularly-spaced data set. We…

Statistics Theory · Mathematics 2007-06-13 Thomas C. M. Lee , Xiao-Li Meng

Many real-life signals, such as gravitational wave measurements, biomedical signals, or geophysical data, are strongly non-stationary but can be decomposed into mono-component signals that contain only one active frequency over time. This…

Signal Processing · Electrical Eng. & Systems 2026-04-17 Jayanth Mouli , David Anderson , Antonio Cicone

It is often necessary to compare the power spectra of two or more time series: one may, for instance, wish to estimate what the power spectrum of the combined data sets might have been, or one may wish to estimate the significance of a…

Astrophysics · Physics 2007-05-23 P. A. Sturrock , M. S. Wheatland

Recently, there has been a surge of interest for quantum computation for its ability to exponentially speed up algorithms, including machine learning algorithms. However, Tang suggested that the exponential speed up can also be done on a…

Discrete Mathematics · Computer Science 2020-12-03 Daniel Chen , Yekun Xu , Betis Baheri , Samuel A. Stein , Chuan Bi , Ying Mao , Qiang Quan , Shuai Xu