Related papers: Parameter Estimation from Time-Series Data with Co…
This work proposes a general framework for capturing noise-driven transitions in spatially extended non-equilibrium systems and explains the emergence of coherent patterns beyond the instability onset. The framework relies on stochastic…
Extracting non-Gaussian information from the non-linear regime of structure formation is key to fully exploiting the rich data from upcoming cosmological surveys probing the large-scale structure of the universe. However, due to theoretical…
A wavelet-based changepoint method is proposed that determines when the variability of the noise in a sequence of functional profiles goes out-of-control from a known, fixed value. The functional portion of the profiles are allowed to come…
Probing properties of neutron stars from photometric observations of these objects helps us answer crucial questions at the forefront of multi-messenger astronomy, such as, what is behavior of highest density matter in extreme environments…
This paper proposes a recursive interval-valued estimation framework for identifying the parameters of linearly parameterized systems which may be slowly time-varying. It is assumed that the model error (which may consist in measurement…
We consider a class of systems with time-varying parameters, which are written as linear regressions with bounded disturbances. The task is to estimate such parameters under the condition that the regressor is finitely exciting (FE).…
The most common way of estimating the anomalous diffusion exponent from single-particle trajectories consists in a linear fitting of the dependence of the time averaged mean square displacement on the lag time at the log-log scale. However,…
We develop a method for planet detection in transit data, which is based on the Matched Filter technique, combined with the Gaussianization of the noise outliers. The method is based on Fourier transforms and is as fast as the existing…
This paper introduces two new algorithms to accurately estimate the process noise covariance of a discrete-time Kalman filter online for robust orbit determination in the presence of dynamics model uncertainties. Common orbit determination…
We consider the problems of parameter estimation for several models of threshold ergodic diffusion processes in the asymptotics of large samples. These models are the direct continuous time analogues of the well-known in time series…
A fundamental problem in statistical neuroscience is to model how neurons encode information by analyzing electrophysiological recordings. A popular and widely-used approach is to fit the spike trains with an autoregressive point process…
Continuous-time trajectory estimation is an attractive alternative to discrete-time batch estimation due to the ability to incorporate high-frequency measurements from asynchronous sensors while keeping the number of optimization parameters…
In this article, we develop a Bayesian approach to estimate parameters from time traces that originate from an overdamped Brownian particle in a harmonic potential, or Ornstein-Uhlenbeck process (OU). We show that least-square fitting the…
Prior to adjustment, accounting conditions between national accounts data sets are frequently violated. Benchmarking is the procedure used by economic agencies to make such data sets consistent. It typically involves adjusting a high…
Most physical data sets contain a stochastic contribution produced by measurement noise or other random sources along with the signal. Usually, neither the signal nor the noise are accurately known prior to the measurement so that both have…
Current error estimates on kinematic parameters are based on the assumption that the data points in the spectra follow a Poisson distribution. For realistic data that have undergone several steps in a reduction process, this is generally…
Modern-day time-domain photometric surveys collect a lot of observations of various astronomical objects and the coming era of large-scale surveys will provide even more information on their properties. Spectroscopic follow-ups are…
(Abridged) Space missions to search for exo-planets via the transit method, such as COROT, Eddington and Kepler, will need to address problems associated with the automated and efficient detection of planetary transits in light curves…
In the recent years, methods to estimate the memory parameter using wavelet analysis have gained popularity in many areas of science. Despite its widespread use, a rigorous semi-parametric asymptotic theory, comparable to the one developed…
We present a method for enhancing the cross-correlation of gravitational wave signals eventually present in data streams containing otherwise uncorrelated noise. Such method makes use of the wavelet decomposition to cast the…