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The statistical behavior of a nonlinear system described by a mapping with phase rotation is studied. We use the Kolmogorov-Chapman equations for the multi-time probability distribution functions for investigation of dynamics under the…

Chaotic Dynamics · Physics 2007-05-23 V. V. Zverev

We consider the problem of detecting and quantifying the periodic component of a function given noise-corrupted observations of a limited number of input/output tuples. Our approach is based on Gaussian process regression which provides a…

Statistics Theory · Mathematics 2016-08-22 Nicolas Durrande , James Hensman , Magnus Rattray , Neil D. Lawrence

In this paper a new method of detection of homogeneous zones and singularity parts of a 1D signal is proposed. The entropy function is used to transform signal in piecewise linear one. The multiple regression permits to detect lines and…

Numerical Analysis · Mathematics 2025-10-20 Joseph Morlier

It has been observed that an interesting class of non-Gaussian stationary processes is obtained when in the harmonics of a signal with random amplitudes and phases, frequencies can also vary randomly. In the resulting models, the…

Probability · Mathematics 2019-11-19 Anastassia Baxevani , Krzysztof Podgórski

This paper addresses the problem of estimating the modes of an observed non-stationary mixture signal in the presence of an arbitrary distributed noise. A novel Bayesian model is introduced to estimate the model parameters from the…

Signal Processing · Electrical Eng. & Systems 2022-03-31 Quentin Legros , Dominique Fourer , Sylvain Meignen , Marcelo A. Colominas

A complex-valued signal is improper if it is correlated with its complex conjugate. The dimension of the improper signal subspace, i.e., the number of improper components in a complex-valued measurement, is an important parameter and is…

Information Theory · Computer Science 2017-10-11 Tanuj Hasija , Christian Lameiro , Peter J. Schreier

It is by now established that, remarkably, the addition of noise to a nonlinear system may sometimes facilitate, rather than hamper the detection of weak signals. This phenomenon, usually referred to as stochastic resonance, was originally…

Condensed Matter · Physics 2009-10-31 Redouane Fakir

Many problems in the geophysical sciences demand the ability to calibrate the parameters and predict the time evolution of complex dynamical models using sequentially-collected data. Here we introduce a general methodology for the joint…

Computation · Statistics 2018-12-12 Sara Pérez-Vieites , Inés P. Mariño , Joaquín Míguez

We derive an exact representation of the topological effect on the dynamics of sequence processing neural networks within signal-to-noise analysis. A new network structure parameter, loopiness coefficient, is introduced to quantitatively…

Disordered Systems and Neural Networks · Physics 2008-05-11 Pan Zhang , Yong Chen

The estimation of modal parameters from a set of noisy measured data is a highly judgmental task, with user expertise playing a significant role in distinguishing between estimated physical and noise modes of a test-piece. Various methods…

Applications · Statistics 2017-09-13 Vahid Yaghoubi , Majid K. Vakilzadeh , Thomas J. S. Abrahamsson

In high energy physics, characterizing the response of a detector to radiation is one of the most important and basic experimental tasks. In many cases, this task is accomplished by parameterizing summary statistics of the full detector…

Data Analysis, Statistics and Probability · Physics 2020-04-22 Sanha Cheong , Aviv Cukierman , Benjamin Nachman , Murtaza Safdari , Ariel Schwartzman

Radio interferometry probes astrophysical signals through incomplete and noisy Fourier measurements. The theory of compressed sensing demonstrates that such measurements may actually suffice for accurate reconstruction of sparse or…

Astrophysics · Physics 2009-07-09 Y. Wiaux , L. Jacques , G. Puy , A. M. M. Scaife , P. Vandergheynst

A practical measure for the complexity of sequences of symbols (``strings'') is introduced that is rooted in automata theory but avoids the problems of Kolmogorov-Chaitin complexity. This physical complexity can be estimated for ensembles…

adap-org · Physics 2009-10-28 C. Adami , N. J. Cerf

The Stokes V parameter characterizes asymmetry of amplitudes between right- and left-handed waves, and non-vanishing value of the V parameter yields a circularly polarized signal. Cosmologically, V parameter may be a direct probe for parity…

Astrophysics · Physics 2008-11-26 Naoki Seto , Atsushi Taruya

We review possible measures of complexity which might in particular be applicable to situations where the complexity seems to arise spontaneously. We point out that not all of them correspond to the intuitive (or "naive") notion, and that…

Data Analysis, Statistics and Probability · Physics 2012-08-20 Peter Grassberger

This work considers the notion of random tensors and reviews some fundamental concepts in statistics when applied to a tensor based data or signal. In several engineering fields such as Communications, Signal Processing, Machine learning,…

Statistics Theory · Mathematics 2024-04-24 Divyanshu Pandey , Alexis Decurninge , Harry Leib

The performance of Neyman-Pearson detection of correlated stochastic signals using noisy observations is investigated via the error exponent for the miss probability with a fixed level. Using the state-space structure of the signal and…

Information Theory · Computer Science 2016-11-17 Youngchul Sung , Lang Tong , H. Vincent Poor

Composition methodologies in the current literature are mainly to promote estimation efficiency via direct composition, either, of initial estimators or of objective functions. In this paper, composite estimation is investigated for both…

Methodology · Statistics 2013-12-31 Lu Lin , Feng Li , Kangning Wang , Lixing Zhu

We propose a numerical test of fundamental physics based on the complexity measure of a general set of functions, which is directly related to the Kolmogorov (or algorithmic) complexity studied in mathematics and computer science. The…

High Energy Physics - Theory · Physics 2008-11-26 Vitaly Vanchurin

We describe a novel tool for the quantum characterization of optical devices. The experimental setup involves a stable reference state that undergoes an unknown quantum transformation and is then revealed by balanced homodyne detection.…