Related papers: The Parabolic variance (PVAR), a wavelet variance …
Studying the flow of information between different areas of the brain can be performed by using the so-called Partial Directed Coherence. This measure is usually evaluated by first identifying a multivariate autoregressive model, and then…
In this paper we propose a shrinkage wavelet-based method to estimate the signal in a nonparametric regression model with Autoregressive Fractionally Integrated Moving Average (ARFIMA) errors. Monte Carlo experiments indicate that the…
Shuffled linear regression (SLR) seeks to estimate latent features through a linear transformation, complicated by unknown permutations in the measurement dimensions. This problem extends traditional least-squares (LS) and Least Absolute…
We propose a novel estimation approach for a general class of semi-parametric time series models where the conditional expectation is modeled through a parametric function. The proposed class of estimators is based on a Gaussian…
Objective: To validate a novel inter-electrode pulse wave velocity (PWV) method that measures pulse propagation between ECG electrodes without left ventricular ejection time (LVET) estimation. Methods: We analyzed 43 three-channel ECG…
We propose a nonlinear, wavelet based signal representation that is translation invariant and robust to both additive noise and random dilations. Motivated by the multi-reference alignment problem and generalizations thereof, we analyze the…
We consider estimation of mean and covariance functions of functional snippets, which are short segments of functions possibly observed irregularly on an individual specific subinterval that is much shorter than the entire study interval.…
In this work, we study the problem of aggregating a finite number of predictors for nonstationary sub-linear processes. We provide oracle inequalities relying essentially on three ingredients: (1) a uniform bound of the $\ell^1$ norm of the…
This article deals with adaptive nonparametric estimation for L\'evy processes observed at low frequency. For general linear functionals of the L\'evy measure, we construct kernel estimators, provide upper risk bounds and derive rates of…
Atomic parity violation (APV) provides a low-energy probe of the weak interaction between electrons and nuclei, complementary to collider tests of the Standard Model. Isotope-chain measurements are especially attractive because they test…
Causal inference in multivariate time series is challenging due to the fact that the sampling rate may not be as fast as the timescale of the causal interactions. In this context, we can view our observed series as a subsampled version of…
Seismic wavefields recorded on land are strongly distorted by near-surface heterogeneity, introducing trace-specific, frequency-dependent phase perturbations that persist even after advanced time processing. Conventional surface-consistent…
Assessment of voice signals has long been performed with the assumption of periodicity as this facilitates analysis. Near periodicity of normal voice signals makes short-time harmonic modeling an appealing choice to extract vocal feature…
Functional data such as curves and surfaces have become more and more common with modern technological advancements. The use of functional predictors remains challenging due to its inherent infinite-dimensionality. The common practice is to…
We propose new methods for multivariate linear regression when the regression coefficient matrix is sparse and the error covariance matrix is dense. We assume that the error covariance matrix has equicorrelation across the response…
The Random Walks (RW) algorithm is one of the most e - cient and easy-to-use probabilistic segmentation methods. By combining contrast terms with prior terms, it provides accurate segmentations of medical images in a fully automated manner.…
This work examines the physical consistency of the conventional Flamelet Progress Variable (FPV) model for diffusion flame simulations and and introduces a new compressible flamelet formulation that employs the turbulent kinetic energy…
This paper proposes method for detection, estimation of Thevenin equivalent parameters to describe power system behavior. Thevenin equivalent estimation is a challenge due to variation in system states caused by power flow in the network.…
High dimensional Vector Autoregressions (VAR) have received a lot of interest recently due to novel applications in health, engineering, finance and the social sciences. Three issues arise when analyzing VAR's: (a) The high dimensional…
We introduce test prediction variance (TPV)--the first-order sensitivity of a trained model's outputs to parameter perturbations--as a unifying framework for analyzing post-training robustness. TPV is a fully label-free object whose trace…