Related papers: A method for evaluating the expectation value of a…
This is a brief progress report on a long-term collaborative project to measure the power spectrum (PS) of mass density fluctuations from the Mark III and the SFI catalogs of peculiar velocities. The PS is estimated by applying maximum…
Information from frequency bands in biomedical time series provides useful summaries of the observed signal. Many existing methods consider summaries of the time series obtained over a few well-known, pre-defined frequency bands of…
This paper designs a statistical quantification towards the intermittent power uncertainty in power systems. A negative-exponential forecast uncertainty function is constructed to represent the relationship between the statistics of…
The purpose of this paper is to study metrics suitable for assessing uncertainty of power spectra when these are based on finite second-order statistics. The family of power spectra which is consistent with a given range of values for the…
This paper studies two spectrum estimation methods for the case that the samples are obtained at a rate lower than the Nyquist rate. The first method is the correlogram method for undersampled data. The algorithm partitions the spectrum…
In this paper, the instantaneous frequency estimation of nonstationary signals is considered. The instantaneous frequency is estimated from the timefrequency representation where certain percent of the coefficients is missing. The…
For Hill's equation on [0,infinity) we prove new characterizations of the spectral function rho(lambda) and the spectral density function f(lambda) based on analysis involving a companion system of first order differential equations in…
The likelihood function is a crucial element of parameter estimation. In analyses of galaxy overdensities and weak lensing shear, one often approximates the likelihood of the power spectrum with a Gaussian distribution. The posterior…
We have set ourselves the task of obtaining the probability distribution function of the mass density of a self-gravitating isothermal compressible turbulent fluid from its physics. We have done this in the context of a new notion: the…
This work presents a new methodology to obtain probabilistic interval predictions of a dynamical system. The proposed strategy uses stored past system measurements to estimate the future evolution of the system. The method relies on the use…
The power spectrum of mass density fluctuations is evaluated from the Mark III and the SFI catalogs of peculiar velocities by a maximum likelihood analysis, using parametric models for the power spectrum and for the errors. The applications…
Probability density estimation is a core problem of statistics and signal processing. Moment methods are an important means of density estimation, but they are generally strongly dependent on the choice of feasible functions, which severely…
In this paper, we consider tests for ultrahigh-dimensional partially linear regression models. The presence of ultrahigh-dimensional nuisance covariates and unknown nuisance function makes the inference problem very challenging. We adopt…
Fourier phasing is the problem of retrieving Fourier phase information from Fourier intensity data. The standard Fourier phase retrieval (without a mask) is known to have many solutions which cause the standard phasing algorithms to…
Single-particle tracking offers detailed information about the motion of molecules in complex environments such as those encountered in live cells, but the interpretation of experimental data is challenging. One of the most powerful tools…
A stochastic model for intermittent fluctuations in the scrape-off layer of magnetically confined plasmas has been constructed based on a super-position of uncorrelated pulses arriving according to a Poisson process. In the most common…
A time-dependent potential barrier has been used to probe the arrival-time distribution of the wave packet of a hot electron by raising the barrier to block the packet upon arrival of the packet at the barrier. To see whether the barrier…
An algorithm is presented which generates pairs of oscillatory random time series which have identical periodograms but differ in the number of oscillations. This result indicate the intrinsic limitations of spectral methods when it comes…
Processes with almost periodic covariance functions have spectral mass on lines parallel to the diagonal in the two-dimensional spectral plane. Methods have been given for estimation of spectral mass on the lines of spectral concentration…
A wavelet transform spectrum analyzer operating in real time within the frequency range 3X10^(-5) - 1.3X10^5 Hz has been implemented on a low-cost Digital Signal Processing board operating at 150MHz. The wavelet decomposition of the signal…