Related papers: Parameter Estimation from Time-Series Data with Co…
The paper considers the problem of estimating the parameters in a continuous time regression model with a non-Gaussian noise of pulse type. The noise is specified by the Ornstein-Uhlenbeck process driven by the mixture of a Brownian motion…
Wavelet shrinkage estimators are widely applied in several fields of science for denoising data in wavelet domain by reducing the magnitudes of empirical coefficients. In nonparametric regression problem, most of the shrinkage rules are…
We consider a network of sensors deployed to sense a spatio-temporal field and estimate a parameter of interest. We are interested in the case where the temporal process sensed by each sensor can be modeled as a state-space process that is…
Calibration is nowadays one of the most important processes involved in the extraction of valuable data from measurements. The current availability of an optimum data cube measured from a heterogeneous set of instruments and surveys relies…
Most time series observed in practice exhibit time-varying trend (first-order) and autocovariance (second-order) behaviour. Differencing is a commonly-used technique to remove the trend in such series, in order to estimate the time-varying…
We present a methodology for automated real-time analysis of a radio image data stream with the goal to find transient sources. Contrary to previous works, the transients we are interested in occur on a time-scale where dispersion starts to…
We study the problem of parameters estimation in Indirect Observability contexts, where $X_t \in R^r$ is an unobservable stationary process parametrized by a vector of unknown parameters and all observable data are generated by an…
The estimation of signal parameters using quantized data is a recurrent problem in electrical engineering. As an example, this includes the estimation of a noisy constant value and of the parameters of a sinewave, that is, its amplitude,…
The sensitivity of gravitational-wave (GW) detectors is characterized by their noise curves, which determine the detector's reach and ability to measure the parameters of astrophysical sources accurately. The detector noise is typically…
We present a Bayesian method for estimating instrumental noise parameters and propagating noise uncertainties within the global BeyondPlanck Gibbs sampling framework, and apply this to Planck Low Frequency Instrument (LFI) time-ordered…
In the gravitational-wave analysis of pulsar-timing-array datasets, parameter estimation is usually performed using Markov Chain Monte Carlo methods to explore posterior probability densities. We introduce an alternative procedure that…
Estimating and quantifying uncertainty in unknown system parameters from limited data remains a challenging inverse problem in a variety of real-world applications. While many approaches focus on estimating constant parameters, a subset of…
In many scenarios, the communication system suffers from both Gaussian white noise and non-Gaussian impulsive noise. In order to design optimal signal detection method, it is necessary to estimate the parameters of mixed Gaussian-impulsive…
In this paper, we consider the problem of distributed parameter estimation in sensor networks. Each sensor makes successive observations of an unknown $d$-dimensional parameter, which might be subject to Gaussian random noises. The sensors…
We consider a time series $X=\{X_k, k\in\mathbb{Z}\}$ with memory parameter $d\in\mathbb{R}$. This time series is either stationary or can be made stationary after differencing a finite number of times. We study the "Local Whittle Wavelet…
We develop a timescale synthesis-based probabilistic approach for the modeling of locally stationary signals. Inspired by our previous work, the model involves zero-mean, complex Gaussian wavelet coefficients, whose distribution varies as a…
We develop a statistical analysis model of Kepler star flux data in the presence of planet transits, non-Gaussian noise, and star variability. We first develop a model for Kepler noise probability distribution in the presence of outliers,…
We consider the problem of parameter estimation, based on noisy chaotic signals, from the viewpoint of twisted modulation for waveform communication. In particular, we study communication systems where the parameter to be estimated is…
The problem of clock offset estimation in a two way timing message exchange regime is considered when the likelihood function of the observation time stamps is Gaussian, exponential or log-normally distributed. A parametrized solution to…
Additive or multiplicative stationary noise recently became an important issue in applied fields such as microscopy or satellite imaging. Relatively few works address the design of dedicated denoising methods compared to the usual white…