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The performance of a particle filter (PF) in nonlinear and non-Gaussian environments is often affected by particle degeneracy and impoverishment problems. In this paper, these two problems are re-assessed using the concepts of importance…

Applications · Statistics 2019-10-16 Xingzi Qiang , Yanbo Zhu , Rui Xue

Many data-driven approaches exist to extract neural representations of functional magnetic resonance imaging (fMRI) data, but most of them lack a proper probabilistic formulation. We propose a group level scalable probabilistic sparse…

In this paper, we establish a connection between the recently developed data-driven time-frequency analysis \cite{HS11,HS13-1} and the classical second order differential equations. The main idea of the data-driven time-frequency analysis…

Information Theory · Computer Science 2013-12-03 T. Y. Hou , Z. Shi , P. Tavallali

This paper considers the problem of sampling and reconstruction of a continuous-time sparse signal without assuming the knowledge of the sampling instants or the sampling rate. This topic has its roots in the problem of recovering multiple…

Information Theory · Computer Science 2017-01-31 Ayush Bhandari , Aurelien Bourquard , Ramesh Raskar

Time series foundation models (TSFMs) are widely used as generic feature extractors, yet the notion of non-stationarity in their embedding spaces remains poorly understood. Recent work often conflates non-stationarity with distribution…

Machine Learning · Computer Science 2026-04-21 Jinmyeong Choi , Brad Shook , Artur Dubrawski

A common class of methods for analyzing of multivariate time series, stationary and nonstationary, decomposes the observed series into latent sources. Methods such as principal compoment analysis (PCA), independent component analysis (ICA)…

Methodology · Statistics 2019-12-02 Raanju Ragavendar Sundararajan , Ron D. Frostig , Hernando Ombao

The matched filter (MF) is one of the most popular and reliable techniques to the detect signals of known structure and amplitude smaller than the level of the contaminating noise. Under the assumption of stationary Gaussian noise, MF…

Instrumentation and Methods for Astrophysics · Physics 2017-08-30 Roberto Vio , Clara Verges , Paola Andreani

Phase screens above a telescope pupil represent the variation of the phase of the electromagnetic field induced by atmospheric turbulence. Instances drawn from such statistics are represented by a vector of random phase amplitudes which are…

Astrophysics · Physics 2009-10-23 Richard J. Mathar

This paper presents a novel approach for estimating the modes of an observed non-stationary mixture signal. A link is first established between the short-time Fourier transform and the sparse sampling theory, where the observations are…

Numerical Analysis · Mathematics 2022-12-23 Quentin Legros , Dominique Fourer

Phase-rectified signal averaging (PRSA) is a widely used algorithm to analyze nonstationary biomedical time series. The method operates by identifying hinge points in the time series according to prescribed rules, extracting segments…

Statistics Theory · Mathematics 2025-11-04 Jiro Akahori , Joseph Najnudel , Hau-Tieng Wu , Ju-Yi Yen

The synchrosqueezing transform, a kind of reassignment method, aims to sharpen the time-frequency representation and to separate the components of a multicomponent non-stationary signal. In this paper, we consider the short-time Fourier…

Signal Processing · Electrical Eng. & Systems 2019-09-27 Lin Li , Haiyan Cai , Hongxia Han , Qingtang Jiang , Hongbing Ji

We address the problem of signal denoising and pattern recognition in processing batch-mode time-series data by combining linear time-invariant filters, orthogonal multiresolution representations, and sparsity-based methods. We propose a…

Signal Processing · Electrical Eng. & Systems 2019-06-28 G. V. Prateek , Yo-El Ju , Arye Nehorai

We propose a theoretical scheme to improve the resolution and precision of phase measurement with parity detection in the Mach-Zehnder interferometer by using a nonclassical input state which is generated by applying a number-conserving…

Quantum Physics · Physics 2021-05-12 Huan Zhang , Wei Ye , Chaoping Wei , Cunjin Liu , Zeyang Liao , Liyun Hu

This paper develops new theory and algorithms to recover signals that are approximately sparse in some general dictionary (i.e., a basis, frame, or over-/incomplete matrix) but corrupted by a combination of interference having a sparse…

Information Theory · Computer Science 2013-09-06 Christoph Studer , Richard G. Baraniuk

Stationarity is a cornerstone property that facilitates the analysis and processing of random signals in the time domain. Although time-varying signals are abundant in nature, in many practical scenarios the information of interest resides…

Systems and Control · Computer Science 2017-10-11 Antonio G. Marques , Santiago Segarra , Geert Leus , Alejandro Ribeiro

Signal decomposition and multiscale signal analysis provide many useful tools for time-frequency analysis. We proposed a random feature method for analyzing time-series data by constructing a sparse approximation to the spectrogram. The…

Signal Processing · Electrical Eng. & Systems 2023-03-17 Nicholas Richardson , Hayden Schaeffer , Giang Tran

Voiced segments of speech are assumed to be composed of non-stationary acoustic objects which can be described as stationary response of a non-stationary fundamental drive (FD) process and which are furthermore suited to reconstruct the…

Sound · Computer Science 2007-05-23 Friedhelm R. Drepper

We introduce the concept of phase-synchronous undersampling in nonlinear spectroscopy. The respective theory is presented and validated experimentally in a phase-modulated quantum beat experiment by sampling high phase modulation…

Chemical Physics · Physics 2018-03-14 Lukas Bruder , Marcel Binz , Frank Stienkemeier

In phase retrieval, the goal is to recover a complex signal from the magnitude of its linear measurements. While many well-known algorithms guarantee deterministic recovery of the unknown signal using i.i.d. random measurement matrices,…

Information Theory · Computer Science 2017-03-24 Boshra Rajaei , Sylvain Gigan , Florent Krzakala , Laurent Daudet

Spatially localized oscillations in periodically forced systems are intriguing phenomena. They may occur in spatially homogeneous media (oscillons), but quite often emerge in heterogeneous media, such as the auditory system, where localized…

Pattern Formation and Solitons · Physics 2020-04-21 Yuval Edri , Ehud Meron , Arik Yochelis