Related papers: Sparse Time Frequency Representations and Dynamica…
The success of the compressed sensing paradigm has shown that a substantial reduction in sampling and storage complexity can be achieved in certain linear and non-adaptive estimation problems. It is therefore an advisable strategy for…
System identification plays a crucial role in physics and machine learning for discovering governing equations directly from data. A powerful approach is the Sparse Identification of Nonlinear Dynamics (SINDy) method, which assumes that…
We develop mathematical framework and computational tools for calculating frequency responses of linear time-invariant PDEs in which an independent spatial variable belongs to a compact interval. In conventional studies this computation is…
We develop an efficient and robust high-dimensional sparse Fourier algorithm for noisy samples. Earlier in the paper ``Multi-dimensional sublinear sparse Fourier algorithm" (2016), an efficient sparse Fourier algorithm with $\Theta(ds \log…
Willems' fundamental lemma enables data-driven analysis and control by characterizing an unknown system's behavior directly in terms of measured data. In this work, we extend a recent frequency-domain variant of this result--previously…
Considering the use of dynamical systems in practical applications, often only limited regions in the time or frequency domain are of interest. Therefor, it usually pays off to compute local approximations of the used dynamical systems in…
Although it is widely understood that pulsar timing observations generally contain time-correlated stochastic signals (TCSSs; red timing noise is of this type), most data analysis techniques that have been developed make an assumption that…
In recent years, a number of works have studied methods for computing the Fourier transform in sublinear time if the output is sparse. Most of these have focused on the discrete setting, even though in many applications the input signal is…
We develop a new tool, the time inhomogeneous Poisson equation in the whole space and with a terminal condition at infinity, to study the asymptotic behavior of the non-autonomous multi-scale stochastic system with irregular coefficients,…
In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we develop a multistage…
In the recent papers [1-4] including above paper time modulated frequency diverse arrays (FDAs) have been presented to obtain time invariant spatial patterns. The presented FDAs in [1-3] have the feature of time-invariant spatial focusing…
An accelerated class of adaptive scheme of iterative thresholding algorithms is studied analytically and empirically. They are based on the feedback mechanism of the null space tuning techniques (NST+HT+FB). The main contribution of this…
In this paper, we consider Caputo type fractional stochastic time-delay system with permutable matrices. We derive stochastic analogue of variation of constants formula via a newly defined delayed Mittag-Leffer type matrix function. Thus,…
We consider data fusion for the purpose of smoothing and interpolation based on observation records with missing data. Stochastic processes are generated by linear stochastic models. The paper begins by drawing a connection between time…
The observations in many applications consist of counts of discrete events, such as photons hitting a dector, which cannot be effectively modeled using an additive bounded or Gaussian noise model, and instead require a Poisson noise model.…
This paper considers the estimation and inference of the low-rank components in high-dimensional matrix-variate factor models, where each dimension of the matrix-variates ($p \times q$) is comparable to or greater than the number of…
The principle of stationary phase (PSP) is re-examined in the context of linear time-frequency (TF) decomposition using Gaussian, gammatone and gammachirp filters at uniform, logarithmic and cochlear spacings in frequency. This necessitates…
In many compressive sensing problems today, the relationship between the measurements and the unknowns could be nonlinear. Traditional treatment of such nonlinear relationships have been to approximate the nonlinearity via a linear model…
In an era of unprecedented deluge of (mostly unstructured) data, graphs are proving more and more useful, across the sciences, as a flexible abstraction to capture complex relationships between complex objects. One of the main challenges…
Principal component analysis has been a main tool in multivariate analysis for estimating a low dimensional linear subspace that explains most of the variability in the data. However, in high-dimensional regimes, naive estimates of the…