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In the last five decades, iterative phase retrieval methods draw large amount of interest across the research community as a non-interferometric approach to recover quantitative phase distributions from one (or more) intensity measurement.…

Optics · Physics 2020-07-21 Nathaniel Hai , Joseph Rosen

This article considers the problem of analyzing associations between power spectra of multiple time series and cross-sectional outcomes when data are observed from multiple subjects. The motivating application comes from sleep medicine,…

Applications · Statistics 2017-01-19 Robert T. Krafty , Ori Rosen , David S. Stoffer , Daniel J. Buysse , Martica H. Hall

In many areas of imaging science, it is difficult to measure the phase of linear measurements. As such, one often wishes to reconstruct a signal from intensity measurements, that is, perform phase retrieval. In several applications the…

Information Theory · Computer Science 2015-06-16 Afonso S. Bandeira , Dustin G. Mixon

In recent years, the cross spectrum has received considerable attention as a means of characterising the variability of astronomical sources as a function of wavelength. While much has been written about the statistics of time and phase…

Instrumentation and Methods for Astrophysics · Physics 2018-05-23 D. Huppenkothen , M. Bachetti

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…

Statistics Theory · Mathematics 2008-06-30 Keh-Shin Lii , Murray Rosenblatt

High-contrast imaging for the detection and characterization of exoplanets relies on the instrument's capability to block out the light of the host star. Some current post-processing methods for calibrating out the residual speckles use…

Instrumentation and Methods for Astrophysics · Physics 2015-06-15 Marie Ygouf , Laurent M. Mugnier , David Mouillet , Thierry Fusco , Jean-Luc Beuzit

Most biological signals are non-Gaussian, reflecting their origins in highly nonlinear physiological systems. A versatile set of techniques for studying non-Gaussian signals relies on the spectral representations of higher moments, known as…

Methodology · Statistics 2019-01-30 Christopher K. Kovach , Hiroyuki Oya , Hiroto Kawasaki

Complete spectroscopy (measurements of a complete sequence of consecutive levels) is often considered as a prerequisite to extract fluctuation properties of spectra. It is shown how this goal can be achieved even if only a fraction of…

Nuclear Theory · Physics 2009-11-10 O. Bohigas , M. P. Pato

Phase retrieval consists in the recovery of an unknown signal from phaseless measurements of its usually complex-valued Fourier transform. Without further assumptions, this problem is notorious to be severe ill posed such that the recovery…

Information Theory · Computer Science 2023-01-19 Robert Beinert , Saghar Rezaei

We propose a new cross-correlation method that can recognize independent realizations of the same type of stochastic processes and can be used as a new kind of pattern recognition tool in biometrics, sensing, forensic, security and image…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Jong U. Kim , Laszlo B. Kish

A useful approach for analysing multiple time series is via characterising their spectral density matrix as the frequency domain analog of the covariance matrix. When the dimension of the time series is large compared to their length,…

Statistics Theory · Mathematics 2018-10-29 Mark Fiecas , Chenlei Leng , Weidong Liu , Yi Yu

The angular correlation function of the background shear-foreground galaxy distribution probes the three dimensional cross power spectrum between mass and galaxies. The same cross power spectrum is also probed when foreground galaxy…

Astrophysics · Physics 2007-05-23 Asantha Cooray

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

We introduce a new test for detection of power-law cross-correlations among a pair of time series - the rescaled covariance test. The test is based on a power-law divergence of the covariance of the partial sums of the long-range…

Statistical Finance · Quantitative Finance 2013-10-10 Ladislav Kristoufek

The design and performance of a sensitive and reliable cross-correlation spectrum analyzer for studying low frequency transport noise is described in detail. The design makes use of common PC-based data acquisition hardware and…

Instrumentation and Detectors · Physics 2014-08-12 Xing Zhong , Sahar Keshavarz , Josh Jones , Claudia Mewes , Patrick R. LeClair

This paper introduces the novel class of modulated cyclostationary processes, a class of non-stationary processes exhibiting frequency coupling, and proposes a method of their estimation from repeated trials. Cyclostationary processes also…

Methodology · Statistics 2012-10-25 Sofia C. Olhede , Hernando Ombao

A method is presented for investigating the periodic signal content of time series in which a number of signals is present, such as arising from the observation of multiperiodic oscillating stars in observational asteroseismology. Standard…

Astrophysics · Physics 2007-05-23 Frank P. Pijpers

The passive estimation of impulse responses from ambient noise correlations arouses increasing interest in seismology, acoustics, optics and electromagnetism. Assuming the equipartition of the noise field, the cross-correlation function…

Singular spectrum analysis (SSA) as a nonparametric tool for decomposition of an observed time series into sum of interpretable components such as trend, oscillations and noise is considered. The separability of these series components by…

Methodology · Statistics 2016-01-25 Nina Golyandina , Alex Shlemov

It is often necessary to compare the power spectra of two or more time series: one may, for instance, wish to estimate what the power spectrum of the combined data sets might have been, or one may wish to estimate the significance of a…

Astrophysics · Physics 2007-05-23 P. A. Sturrock , M. S. Wheatland