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We introduce a nonparametric spectral density estimator for continuous-time and continuous-space processes measured at fully irregular locations. Our estimator is constructed using a weighted nonuniform Fourier sum whose weights yield a…

Methodology · Statistics 2025-10-07 Christopher J. Geoga , Paul G. Beckman

The earlier work of the author on Frequency estimation in three-phase power systems ( that is included as the reference number 1) is expanded to the distributed setting in order present a framework for the implementation of such a frequency…

Applications · Statistics 2016-03-31 Sayed Pouria Talebi

We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size…

Statistics Theory · Mathematics 2007-12-18 Jiming Jiang , Yihui Luan , You-Gan Wang

We consider the nonparametric robust estimation problem for regression models in continuous time with semi-Markov noises. An adaptive model selection procedure is proposed. Under general moment conditions on the noise distribution a sharp…

Statistics Theory · Mathematics 2017-03-28 Vlad Barbu , Slim Beltaif , Serguei Pergamenchtchikov

Jumps and market microstructure noise are stylized features of high-frequency financial data. It is well known that they introduce bias in the estimation of volatility (including integrated and spot volatilities) of assets, and many methods…

Econometrics · Economics 2023-02-20 Qiang Liu , Zhi Liu

In this article we consider the nonparametric robust estimation problem for regression models in continuous time with semi-Markov noises observed in discrete time moments. An adaptive model selection procedure is proposed. A sharp…

Statistics Theory · Mathematics 2020-05-15 Vlad Stefan Barbu , Slim Beltaief , Serguei Pergamenshchikov

This paper investigates calibration of sensor arrays in the radio astronomy context. Current and future radio telescopes require computationally efficient algorithms to overcome the new technical challenges as large collecting area, wide…

Applications · Statistics 2018-07-31 Virginie Ollier , Mohammed Nabil El Korso , André Ferrari , Rémy Boyer , Pascal Larzabal

We show how to achieve full spectral characterization of general multiaxis additive noise. Our pulsed spectral estimation technique is based on sequence repetition and frequency-comb sampling and is applicable even to models where a large…

Quantum Physics · Physics 2019-11-06 Gerardo A. Paz-Silva , Leigh M. Norris , Félix Beaudoin , Lorenza Viola

Achieving practical quantum advantage on near-term noisy hardware is a central goal of quantum computation. However, without efficient pre-execution diagnostics, circuit design and scheme selection often rely on costly hardware-in-the-loop…

Quantum Physics · Physics 2026-02-17 Yuguo Shao , Zhenyu Chen , Zhaohui Wei , Zhengwei Liu

Locating a target is key in many applications, namely in high-stakes real-world scenarios, like detecting humans or obstacles in vehicular networks. In scenarios where precise statistics of the measurement noise are unavailable,…

Optimization and Control · Mathematics 2022-08-17 João Domingos , Cláudia Soares , João Xavier

It is well-known that adaptive homodyne estimation of continuously varying optical phase provides superior accuracy in the phase estimate as compared to adaptive or non-adaptive static estimation. However, most phase estimation schemes rely…

Optimization and Control · Mathematics 2015-09-14 Shibdas Roy , Ian R. Petersen , Elanor H. Huntington

A novel tool, based on Bayesian filtering framework and expectation maximization algorithm, is numerically and experimentally demonstrated for accurate frequency comb noise characterization. The tool is statistically optimum in a…

Signal Processing · Electrical Eng. & Systems 2019-04-29 Giovanni Brajato , Lars Lundberg , Victor Torres-Company , Darko Zibar

In this paper, we provide a distributed frequency offset estimation algorithm based on a variant of belief propagation (BP). Each agent in the network pre-compensates its carrier frequency individually so that there is no frequency offset…

Information Theory · Computer Science 2018-02-13 Jian Du , Shaodan Ma

Achieving quantum-enhanced performances when measuring unknown quantities requires developing suitable methodologies for practical scenarios, that include noise and the availability of a limited amount of resources. Here, we report on the…

In order to meet the theoretically achievable imaging performance, calibration of modern radio interferometers is a mandatory challenge, especially at low frequencies. In this perspective, we propose a novel parallel iterative…

Instrumentation and Methods for Astrophysics · Physics 2016-09-09 Martin Brossard , Mohammed Nabil El Korso , Marius Pesavento , Rémy Boyer , Pascal Larzabal , Stefan J. Wijnholds

This work presents a novel and effective method for fitting multidimensional ellipsoids to scattered data in the contamination of noise and outliers. We approach the problem as a Bayesian parameter estimate process and maximize the…

Methodology · Statistics 2024-07-30 Zhao Mingyang , Jia Xiaohong , Ma Lei , Shi Yuke , Jiang Jingen , Li Qizhai , Yan Dong-Ming , Huang Tiejun

Continuous phase estimation is known to be superior in accuracy as compared to static estimation. The estimation process is, however, desired to be made robust to uncertainties in the underlying parameters. Here, homodyne phase estimation…

Optimization and Control · Mathematics 2015-09-14 Shibdas Roy , Obaid Ur Rehman , Ian R. Petersen , Elanor H. Huntington

We consider entanglement-assisted frequency estimation by Ramsey interferometry, in the presence of dephasing noise from spatiotemporally correlated environments.By working in the widely employed local estimation regime, we show that even…

Quantum Physics · Physics 2023-09-20 Francisco Riberi , Gerardo Paz-Silva , Lorenza Viola

In this paper, an alternative approximation to the innovation method is introduced for the parameter estimation of diffusion processes from partial and noisy observations. This is based on a convergent approximation to the first two…

Optimization and Control · Mathematics 2013-12-19 J. C. Jimenez

We consider the range-based localization problem, which involves estimating an object's position by using $m$ sensors, hoping that as the number $m$ of sensors increases, the estimate converges to the true position with the minimum…

Signal Processing · Electrical Eng. & Systems 2023-01-04 Guangyang Zeng , Biqiang Mu , Jiming Chen , Zhiguo Shi , Junfeng Wu
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