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We consider least squares estimation in a general nonparametric regression model. The rate of convergence of the least squares estimator (LSE) for the unknown regression function is well studied when the errors are sub-Gaussian. We find…

Statistics Theory · Mathematics 2021-04-12 Arun K. Kuchibhotla , Rohit K. Patra

In this paper, we consider multiple signals sharing same instantaneous frequencies. This kind of data is very common in scientific and engineering problems. To take advantage of this special structure, we modify our data-driven…

Information Theory · Computer Science 2015-07-09 Thomas Y. Hou , Zuoqiang Shi

Optical clocks provide ultra-precise frequency references that are vital for international metrology as well as for tests of fundamental physics. To investigate the level of agreement between different clocks, we simultaneously measured the…

In this paper we characterize sharp time-data tradeoffs for optimization problems used for solving linear inverse problems. We focus on the minimization of a least-squares objective subject to a constraint defined as the sub-level set of a…

Information Theory · Computer Science 2016-01-06 Samet Oymak , Benjamin Recht , Mahdi Soltanolkotabi

The graphical representation of the correlation matrix by means of different multivariate statistical methods is reviewed, a comparison of the different procedures is presented with the use of an example data set, and an improved…

Computation · Statistics 2024-01-24 Jan Graffelman , Jan de Leeuw

High-dimensional compositional data are commonplace in the modern omics sciences amongst others. Analysis of compositional data requires a proper choice of orthonormal coordinate representation as their relative nature is not compatible…

Traditionally regression analysis answers questions about the relationships among variables based on the assumption that the observation values of variables are precise numbers. It has long been dominated by least squares techniques, mostly…

Statistics Theory · Mathematics 2018-12-06 Zhe Liu

Recurrence Quantification Analysis (RQA) can help to detect significant events and phase transitions of a dynamical system, but choosing a suitable set of parameters is crucial for the success. From recurrence plots different RQA variables…

Signal Processing · Electrical Eng. & Systems 2019-02-08 Georgios Giasemidis , Danica Vukadinovic Greetham

Concerning bivariate least squares linear regression, the classical approach pursued for functional models in earlier attempts is reviewed using a new formalism in terms of deviation (matrix) traces. Within the framework of classical error…

Instrumentation and Methods for Astrophysics · Physics 2011-03-08 R. Caimmi

The partial least squares procedure was originally developed to estimate the slope parameter in multivariate parametric models. More recently it has gained popularity in the functional data literature. There, the partial least squares…

Statistics Theory · Mathematics 2012-05-30 Aurore Delaigle , Peter Hall

The accuracy of the time information generated by clocks can be enhanced by allowing them to communicate with each other. Here we consider a basic scenario where a quantum clock receives a low-accuracy time signal as input and ask whether…

Quantum Physics · Physics 2019-12-04 Yuxiang Yang , Lennart Baumgärtner , Ralph Silva , Renato Renner

High-stability optical frequency comparison over fiber link enables the establishment of ultrastable optical clock networks, having the potential to promote a series of applications, including metrology, geodesy, and astronomy. In this…

Optics · Physics 2022-07-13 Long Wang , Ruimin Xue , Wenhai Jiao , Liang Hu Jianping Chen , Guiling Wu

This paper proposes a "quasi-synchronous" design approach for signal processing circuits, in which timing violations are permitted, but without the need for a hardware compensation mechanism. The case of a low-density parity-check (LDPC)…

Information Theory · Computer Science 2017-11-21 François Leduc-Primeau , Frank R. Kschischang , Warren J. Gross

Time-varying volatility is an inherent feature of most economic time-series, which causes standard correlation estimators to be inconsistent. The quadrant correlation estimator is consistent but very inefficient. We propose a novel…

Econometrics · Economics 2023-11-01 Peter Reinhard Hansen , Yiyao Luo

We present a method for enhancing the cross-correlation of gravitational wave signals eventually present in data streams containing otherwise uncorrelated noise. Such method makes use of the wavelet decomposition to cast the…

General Relativity and Quantum Cosmology · Physics 2009-05-28 R. Terenzi , R. Sturani

The procedure of Least Square-Errors curve fitting is extensively used in many computer applications for fitting a polynomial curve of a given degree to approximate a set of data. Although various methodologies exist to carry out curve…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-12-29 Poorna Banerjee Dasgupta

In this paper we study the use of cross-correlations between multiple gravitational wave (GW) data streams for detecting long-lived periodic signals. Cross-correlation searches between data from multiple detectors have traditionally been…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Sanjeev Dhurandhar , Badri Krishnan , Himan Mukhopadhyay , John T. Whelan

We propose a recursive least-squares method with multiple forgetting schemes to track time-varying model parameters which change with different rates. Our approach hinges on the reformulation of the classic recursive least-squares with…

Optimization and Control · Mathematics 2015-03-26 Francesco Fraccaroli , Andrea Peruffo , Mattia Zorzi

We present a new framework to study the time variation of fundamental constants in a model-independent way. Model independence implies more free parameters than assumed in previous studies. Using data from atomic clocks based on $^{87}$Sr,…

The knowledge of channel statistics can be very helpful in making sound opportunistic spectrum access decisions. It is therefore desirable to be able to efficiently and accurately estimate channel statistics. In this paper we study the…

Information Theory · Computer Science 2015-03-17 Quanquan Liang , Mingyan Liu
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