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We propose a new test statistic based on a score process for determining the statistical significance of a putative signal that may be a small perturbation to a noisy experimental background. We derive the reference distribution for this…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Ramani S. Pilla , Catherine Loader , Cyrus Taylor

We study the matrix denoising problem of estimating the singular vectors of a rank-$1$ signal corrupted by noise with both column and row correlations. Existing works are either unable to pinpoint the exact asymptotic estimation error or,…

Statistics Theory · Mathematics 2024-10-29 Yihan Zhang , Marco Mondelli

In this article, we consider the stochastic wave equation in spatial dimension $d=1$, with linear term $\sigma(u)=u$ multiplying the noise. This equation is driven by a Gaussian noise which is white in time and fractional in space with…

Probability · Mathematics 2023-07-04 Raluca M. Balan , Jingyu Huang , Xiong Wang , Panqiu Xia , Wangjun Yuan

Signal extraction out of background noise is a common challenge in high precision physics experiments, where the measurement output is often a continuous data stream. To improve the signal to noise ratio of the detection, witness sensors…

General Relativity and Quantum Cosmology · Physics 2020-02-26 Gabriele Vajente , Yiwen Huang , Maximiliano Isi , Jenne C. Driggers , Jeffrey S. Kissel , Marek J. Szczepanczyk , Salvatore Vitale

We consider the problem of identifying the support of the block signal in a sequence when both the length and the location of the block signal are unknown. The multivariate version of this problem is also considered, in which we try to…

Methodology · Statistics 2017-03-21 Jiyao Kou

The sampling, quantization, and estimation of a bounded dynamic-range bandlimited signal affected by additive independent Gaussian noise is studied in this work. For bandlimited signals, the distortion due to additive independent Gaussian…

Information Theory · Computer Science 2012-11-29 Animesh Kumar , Vinod M. Prabhakaran

Suppose that a sequence of numbers $x_n$ (a `signal') is transmitted through a noisy channel. The receiver observes a noisy version of the signal with additive random fluctuations, $x_n + \xi_n$, where $\xi_n$ is a sequence of independent…

Probability · Mathematics 2017-03-14 Nir Lev , Ron Peled , Yuval Peres

The target of many astronomical studies is the recovery of tiny astrophysical signals living in a sea of uninteresting (but usually dominant) noise. In many contexts (i.e., stellar time-series, or high-contrast imaging, or stellar…

Instrumentation and Methods for Astrophysics · Physics 2017-11-01 Rodrigo Luger , Daniel Foreman-Mackey , David W. Hogg

We study the Gaussian noise stability of subsets A of Euclidean space satisfying A=-A. It is shown that an interval centered at the origin, or its complement, maximizes noise stability for small correlation, among symmetric subsets of the…

Probability · Mathematics 2016-09-05 Steven Heilman

Line spectral estimation is a classical signal processing problem that aims to estimate the line spectra from their signal which is contaminated by deterministic or random noise. Despite a large body of research on this subject, the…

Information Theory · Computer Science 2020-10-15 Ping Liu , Hai Zhang

We investigate the macroscopic behavior of the disordered harmonic chain of oscillators, through energy diffusion. The Hamiltonian dynamics of the system is perturbed by a degenerate conservative noise. After rescaling space and time…

Probability · Mathematics 2020-10-23 Clément Erignoux , Marielle Simon

This paper studies the classical problem of detecting the locations of signal occurrences in a one-dimensional noisy measurement. Assuming the signal occurrences do not overlap, we formulate the detection task as a constrained likelihood…

Signal Processing · Electrical Eng. & Systems 2023-02-20 Mordechai Roth , Amichai Painsky , Tamir Bendory

This paper considers a noisy data structure recovery problem. The goal is to investigate the following question: Given a noisy observation of a permuted data set, according to which permutation was the original data sorted? The focus is on…

Information Theory · Computer Science 2020-11-24 Minoh Jeong , Alex Dytso , Martina Cardone , H. Vincent Poor

We discuss the detection of gravitational-wave backgrounds in the context of Bayesian inference and suggest a practical definition of what it means for a signal to be considered stochastic---namely, that the Bayesian evidence favors a…

General Relativity and Quantum Cosmology · Physics 2015-08-12 Neil J. Cornish , Joseph D. Romano

We consider the classical Neymann-Pearson hypothesis testing problem of signal detection, where under the null hypothesis ($\calH_0$), the received signal is white Gaussian noise, and under the alternative hypothesis ($\calH_1$), the…

Information Theory · Computer Science 2022-02-08 Neri Merhav

This paper investigates system identification problems with Gaussian inputs and quantized observations under fixed thresholds. By reinterpreting the nonlinear effects induced by quantization as the product of the unknown parameter and an…

Optimization and Control · Mathematics 2025-10-20 Xingrui Liu , Ying Wang , Yanlong Zhao

In many signal processing applications, including communications, sonar, radar, and localization, a fundamental problem is the detection of a signal of interest in background noise, known as signal detection [1] [2]. A simple version of…

Signal Processing · Electrical Eng. & Systems 2025-12-16 Tom Anders , Hiten Prakash Kothari , R. Michael Buehrer

In this paper, we consider the problem of detecting the presence (or absence) of an unknown but structured signal from the space-time outputs of an array under strong, non-white interference. Our motivation is the detection of a…

Information Theory · Computer Science 2019-06-26 Philip Schniter , Evan Byrne

The relation between noise and disturbance is investigated within the general framework of Galois connections. Within this framework, we introduce the notion of leak of information, mathematically defined as one of the two closure maps…

Quantum Physics · Physics 2019-07-16 Claudio Carmeli , Teiko Heinosaari , Takayuki Miyadera , Alessandro Toigo

Three variants of the statistical complexity function, which is used as a criterion in the problem of detection of a useful signal in the signal-noise mixture, are considered. The probability distributions maximizing the considered variants…

Statistics Theory · Mathematics 2023-11-30 Leonid Berlin , Andrey Galyaev , Pavel Lysenko