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The purpose of this paper is to study the problem of estimating a compactly supported density of probability from noisy observations of its moments. In fact, we provide a statistical approach to the famous Hausdorff classical moment…

Statistics Theory · Mathematics 2013-10-09 Thanh Mai Pham Ngoc

Coating Brownian noise is the dominant noise term, in a frequency band from a few tens to a few hundreds Hz, for all Earth-bound detectors of gravitational waves. Minimizing such noise is mandatory to increase the visibility distance of…

General Relativity and Quantum Cosmology · Physics 2023-07-19 Maria Principe

We consider the problem of sequential detection of a change in the statistical behavior of a hidden Markov model. By adopting a worst-case analysis with respect to the time of change and by taking into account the data that can be accessed…

Statistics Theory · Mathematics 2019-01-29 George V. Moustakides

Weak lensing experiments are a powerful probe of cosmology through their measurement of the mass distribution of the universe. A challenge for this technique is to control systematic errors that occur when measuring the shapes of distant…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-04 Alexandre Refregier , Tomasz Kacprzak , Adam Amara , Sarah Bridle , Barnaby Rowe

This work analyzes the RAID dataset to evaluate human responses to affine image distortions, including rotation, translation, scaling, and Gaussian noise. Using Mean Squared Error (MSE), the study establishes human detection thresholds for…

We propose observable bounds for Gaussian illumination to maximize the signal-to-noise ratio, which minimizes the discrimination error between the presence and absence of a low-reflectivity target using Gaussian states. The observable…

The ordinary spectrum is restricted in its applications, since it is based on the second order moments (auto and cross-covariances). Alternative approaches to spectrum analysis have been investigated based on other measures of dependence.…

Methodology · Statistics 2022-12-26 Lars Arne Jordanger , Dag Tjøstheim

We consider the problem of parameter estimation by the observations of deterministic signal in white gaussian noise. It is supposed that the signal has a singularity of cusp-type. The properties of the maximum likelihood and bayesian…

Statistics Theory · Mathematics 2015-09-10 Oleg Chernoyarov , Serguei Dachian , Yury Kutoyants

Single molecule fluorescence microscopy is a powerful technique for uncovering detailed information about biological systems, both in vitro and in vivo. In such experiments, the inherently low signal to noise ratios mean that accurate…

Computer Vision and Pattern Recognition · Computer Science 2013-06-10 Ji Won Yoon

Detecting a stochastic gravitational wave background requires that we first understand and model any astrophysical foregrounds. In the millihertz frequency band, the predominate foreground signal will be from unresolved white dwarf binaries…

General Relativity and Quantum Cosmology · Physics 2014-01-23 Matthew R. Adams , Neil J. Cornish

In this paper, we address the problem of detection, in the frequency domain, of a M-dimensional time series modeled as the output of a M x K MIMO filter driven by a K-dimensional Gaussian white noise, and disturbed by an additive…

Information Theory · Computer Science 2020-07-20 A Rosuel , P. Vallet , P Loubaton , X. Mestre

Hidden Markov models have successfully been applied as models of discrete time series in many fields. Often, when applied in practice, the parameters of these models have to be estimated. The currently predominating identification methods,…

Machine Learning · Statistics 2015-07-24 Robert Mattila , Cristian R. Rojas , Bo Wahlberg

We propose a new general method of extracting non-Gaussian features in a given field. It sets the mean of the field to zero and renormalizes its Fourier (or multipole) power to white noise, while keeping the phase information unchanged.…

Astrophysics · Physics 2007-05-23 Jiun-Huei Proty Wu

In order to test theoretical predictions, we have studied the phenomenon of stochastic resonance in an electronic experimental system driven by white non Gaussian noise. In agreement with the theoretical predictions our main findings are:…

Statistical Mechanics · Physics 2009-11-07 F. J. Castro , M. N. Kuperman , M. Fuentes , H. S. Wio

Anomaly detectors address the difficult problem of detecting automatically exceptions in an arbitrary background image. Detection methods have been proposed by the thousands because each problem requires a different background model. By…

Computer Vision and Pattern Recognition · Computer Science 2019-04-26 Axel Davy , Thibaud Ehret , Jean-Michel Morel , Mauricio Delbracio

We consider a change-point detection problem for a simple class of Piecewise Deterministic Markov Processes (PDMPs). A continuous-time PDMP is observed in discrete time and through noise, and the aim is to propose a numerical method to…

Optimization and Control · Mathematics 2017-09-28 Alice Cleynen , Benoîte de Saporta

We present an efficient algorithm to compute tight upper bounds of collision probability between two objects with positional uncertainties, whose error distributions are represented with non-Gaussian forms. Our approach can handle noisy…

Robotics · Computer Science 2019-12-17 Jae Sung Park , Dinesh Manocha

Bayesian hypothesis testing and minimax hypothesis testing represent extreme instances of detection in which the prior probabilities of the hypotheses are either completely and precisely known, or are completely unknown. Group minimax, also…

Information Theory · Computer Science 2013-07-25 Kush R. Varshney , Lav R. Varshney

We obtain the minimax rate for a mean location model with a bounded star-shaped set $K \subseteq \mathbb{R}^n$ constraint on the mean, in an adversarially corrupted data setting with Gaussian noise. We assume an unknown fraction $\epsilon…

Statistics Theory · Mathematics 2026-03-06 Akshay Prasadan , Matey Neykov

We consider the problem of estimating unknown parameters in stochastic differential equations driven by colored noise, which we model as a sequence of Gaussian stationary processes with decreasing correlation time. We aim to infer…

Numerical Analysis · Mathematics 2024-12-30 Grigorios A. Pavliotis , Sebastian Reich , Andrea Zanoni