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We consider linear random coefficient regression models, where the regressors are allowed to have a finite support. First, we investigate identifiability, and show that the means and the variances and covariances of the random coefficients…

Statistics Theory · Mathematics 2023-06-16 Philipp Hermann , Hajo Holzmann

We introduce a statistical method to detect nonlinearity and nonstationarity in time series, that works even for short sequences and in presence of noise. The method has a discrimination power similar to that of the most advanced estimators…

Chaotic Dynamics · Physics 2010-11-16 M. De Domenico , V. Latora

Consider a process satisfying a stochastic differential equation with unknown drift parameter, and suppose that discrete observations are given. It is known that a simple least squares estimator (LSE) can be consistent, but numerically…

Statistics Theory · Mathematics 2017-03-17 Yasutaka Shimizu

We propose two novel approaches to the recovery of an (approximately) sparse signal from noisy linear measurements in the case that the signal is a priori known to be non-negative and obey given linear equality constraints, such as simplex…

Information Theory · Computer Science 2015-06-17 Jeremy Vila , Philip Schniter

We provide rigorous and exact results characterizing the statistics of spike trains in a network of leaky integrate and fire neurons, where time is discrete and where neurons are submitted to noise, without restriction on the synaptic…

Dynamical Systems · Mathematics 2011-05-18 B. Cessac

Compressed sensing is a technique for recovering an unknown sparse signal from a small number of linear measurements. When the measurement matrix is random, the number of measurements required for perfect recovery exhibits a phase…

Optimization and Control · Mathematics 2016-12-30 Mateo Díaz , Mauricio Junca , Felipe Rincón , Mauricio Velasco

This paper considers the problem of detecting equal-shaped non-overlapping unimodal peaks in the presence of Gaussian ergodic stationary noise, where the number, location and heights of the peaks are unknown. A multiple testing approach is…

Methodology · Statistics 2010-08-12 Armin Schwartzman , Yulia Gavrilov , Robert J. Adler

We propose a new semi-parametric approach to the joint segmentation of multiple series corrupted by a functional part. This problem appears in particular in geodesy where GPS permanent station coordinate series are affected by undocumented…

Methodology · Statistics 2014-06-26 Karine Bertin , Xavier Collilieux , Emilie Lebarbier , Cristian Meza

The high-dimensional linear model $y = X \beta^0 + \epsilon$ is considered and the focus is put on the problem of recovering the support $S^0$ of the sparse vector $\beta^0.$ We introduce Lasso-Zero, a new $\ell_1$-based estimator whose…

Methodology · Statistics 2019-04-15 Pascaline Descloux , Sylvain Sardy

We address the task of estimating multiple trajectories from unlabeled data. This problem arises in many settings, one could think of the construction of maps of transport networks from passive observation of travellers, or the…

Statistics Theory · Mathematics 2016-11-07 Matthew Thorpe , Adam M. Johansen

This paper considers the problem of estimating an unknown high dimensional signal from noisy linear measurements, {when} the signal is assumed to possess a \emph{group-sparse} structure in a {known,} fixed dictionary. We consider signals…

Information Theory · Computer Science 2018-05-22 Mojtaba Kadkhodaie Elyaderani , Swayambhoo Jain , Jeffrey Druce , Stefano Gonella , Jarvis Haupt

This paper proposes a verification-based decoding approach for reconstruction of a sparse signal with incremental sparse measurements. In its first step, the verification-based decoding algorithm is employed to reconstruct the signal with a…

Information Theory · Computer Science 2013-02-12 Xiaofu Wu , Zhen Yang , Lu Gan

We present efficient Bayesian methods for extracting neuronal spiking information from calcium imaging data. The goal of our methods is to sample from the posterior distribution of spike trains and model parameters (baseline concentration,…

Neurons and Cognition · Quantitative Biology 2013-11-28 Eftychios A. Pnevmatikakis , Josh Merel , Ari Pakman , Liam Paninski

Smoothing is widely used approach for measurement noise reduction in spectral analysis. However, it suffers from signal distortion caused by peak suppression. A locally self-adjustive smoothing method is developed that retains sharp peaks…

Signal Processing · Electrical Eng. & Systems 2023-10-30 Keisuke Ozawa , Tomoya Itakura , Taisuke Ono

Measuring the clustering of galaxies from surveys allows us to estimate the power spectrum of matter density fluctuations, thus constraining cosmological models. This requires careful modelling of observational effects to avoid…

Cosmology and Nongalactic Astrophysics · Physics 2017-04-26 Daniele Sorini

In this paper we present a linear programming solution for sign pattern recovery of a sparse signal from noisy random projections of the signal. We consider two types of noise models, input noise, where noise enters before the random…

Information Theory · Computer Science 2015-03-13 V. Saligrama , M. Zhao

This article discusses a generalization of the 1-dimensional multi-reference alignment problem. The goal is to recover a hidden signal from many noisy observations, where each noisy observation includes a random translation and random…

Signal Processing · Electrical Eng. & Systems 2021-07-06 Matthew Hirn , Anna Little

The problem of detecting a sinusoidal signal with randomly varying frequency has a long history. It is one of the core problems in signal processing, arising in many applications including, for example, underwater acoustic frequency line…

Signal Processing · Electrical Eng. & Systems 2022-11-16 Changrong Liu , S. Suvorova , R. J. Evans , B. Moran , A. Melatos

We consider the sparse moment problem of learning a $k$-spike mixture in high-dimensional space from its noisy moment information in any dimension. We measure the accuracy of the learned mixtures using transportation distance. Previous…

Machine Learning · Computer Science 2023-07-25 Zhiyuan Fan , Jian Li

Intensity estimation for Poisson processes is a classical problem and has been extensively studied over the past few decades. Practical observations, however, often contain compositional noise, i.e. a nonlinear shift along the time axis,…

Methodology · Statistics 2019-09-25 Glenna Schluck , Wei Wu , Anuj Srivastava
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