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We propose a coherent method for the detection and reconstruction of gravitational wave signals for a network of interferometric detectors. The method is derived using the likelihood functional for unknown signal waveforms. In the standard…

General Relativity and Quantum Cosmology · Physics 2008-11-26 S. Klimenko , S. Mohanty , M. Rakhmanov , G. Mitselmakher , .

We establish the large deviations asymptotic performance (error exponent) of consensus+innovations distributed detection over random networks with generic (non-Gaussian) sensor observations. At each time instant, sensors 1) combine theirs…

Information Theory · Computer Science 2015-06-03 Dragana Bajovic , Dusan Jakovetic , Jose M. F. Moura , Joao Xavier , Bruno Sinopoli

Recurrence networks and the associated statistical measures have become important tools in the analysis of time series data. In this work, we test how effective the recurrence network measures are in analyzing real world data involving two…

Data Analysis, Statistics and Probability · Physics 2018-09-05 Rinku Jacob , K. P. Harikrishnan , R. Misra , G. Ambika

A distributed average consensus algorithm robust to a wide range of impulsive channel noise distributions is proposed. This work is the first of its kind in the literature to propose a consensus algorithm which relaxes the requirement of…

Systems and Control · Computer Science 2015-06-22 Sivaraman Dasarathan , Cihan Tepedelenlioglu , Mahesh Banavar , Andreas Spanias

Conventional recursive filtering approaches, designed for quantifying the state of an evolving uncertain dynamical system with intermittent observations, use a sequence of (i) an uncertainty propagation step followed by (ii) a step where…

Probability · Mathematics 2015-06-18 Wonjung Lee , Chris Farmer

A low-complexity model for signal quality prediction in a nonlinear fiber-optical network is developed. The model, which builds on the Gaussian noise model, takes into account the signal degradation caused by a combination of chromatic…

Optics · Physics 2015-01-07 Pontus Johannisson , Erik Agrell

This paper considers the general signal detection and parameter estimation problem in the presence of colored Gaussian noise disturbance. By modeling the disturbance with an autoregressive process, we present three signal detectors with…

Data Analysis, Statistics and Probability · Physics 2016-07-29 Bo Tang , Haibo He , Steven Kay

We consider a model where a signal (discrete or continuous) is observed with an additive Gaussian noise process. The signal is issued from a linear combination of a finite but increasing number of translated features. The features are…

Statistics Theory · Mathematics 2024-07-23 Cristina Butucea , Jean-François Delmas , Anne Dutfoy , Clément Hardy

This paper describes a methodology for detecting anomalies from sequentially observed and potentially noisy data. The proposed approach consists of two main elements: (1) {\em filtering}, or assigning a belief or likelihood to each…

Machine Learning · Computer Science 2016-11-17 Maxim Raginsky , Rebecca Willett , Corinne Horn , Jorge Silva , Roummel Marcia

We formulate nonparametric and semiparametric hypothesis testing of multivariate stationary linear time series in a unified fashion and propose new test statistics based on estimators of the spectral density matrix. The limiting…

Statistics Theory · Mathematics 2009-09-03 Yoshihiro Yajima , Yasumasa Matsuda

This paper considers the problem of estimating a periodic function in a continuous time regression model with an additive stationary gaussian noise having unknown correlation function. A general model selection procedure on the basis of…

Statistics Theory · Mathematics 2010-11-10 Victor Konev , Serguei Pergamenchtchikov

In multi-target tracking (MTT), non-Gaussian measurement noise from sensors can diminish the performance of the Gaussian-assumed Gaussian mixture probability hypothesis density (GM-PHD) filter. In this paper, an approach that transforms the…

Systems and Control · Electrical Eng. & Systems 2023-09-18 Jiacheng He , Shan Zhong , Bei Peng , Gang Wang , Qizhen Wang

Recent work has proposed the use of a composite hypothesis Hoeffding test for statistical anomaly detection. Setting an appropriate threshold for the test given a desired false alarm probability involves approximating the false alarm…

Information Theory · Computer Science 2016-09-19 Jing Zhang , Ioannis Ch. Paschalidis

This paper addresses distributed parameter estimation in randomized one-hidden-layer neural networks. A group of agents sequentially receive measurements of an unknown parameter that is only partially observable to them. In this paper, we…

Systems and Control · Electrical Eng. & Systems 2020-03-23 Yinsong Wang , Shahin Shahrampour

We consider statistical procedures for hypothesis testing of real valued functionals of matched pairs with missing values. In order to improve the accuracy of existing methods, we propose a novel multiplication combination procedure.…

Statistics Theory · Mathematics 2018-01-29 Lubna Amro , Frank Konietschke , Markus Pauly

Many communications and sensing applications hinge on the detection of a signal in a noisy, interference-heavy environment. Signal processing theory yields techniques such as the generalized likelihood ratio test (GLRT) to perform detection…

Signal Processing · Electrical Eng. & Systems 2022-06-16 Rajeev Sahay , Swaroop Appadwedula , David J. Love , Christopher G. Brinton

We study distributed composite optimization over networks: agents minimize a sum of smooth (strongly) convex functions, the agents' sum-utility, plus a nonsmooth (extended-valued) convex one. We propose a general unified algorithmic…

Optimization and Control · Mathematics 2021-08-04 Jinming Xu , Ye Tian , Ying Sun , Gesualdo Scutari

We study a setting where a group of agents, each receiving partially informative private signals, seek to collaboratively learn the true underlying state of the world (from a finite set of hypotheses) that generates their joint observation…

Systems and Control · Electrical Eng. & Systems 2019-07-09 Aritra Mitra , John A. Richards , Shreyas Sundaram

In this paper, we consider the problem of sparse signal detection based on partial support set estimation with compressive measurements in a distributed network. Multiple nodes in the network are assumed to observe sparse signals which…

Applications · Statistics 2016-08-10 Thakshila Wimalajeewa , Pramod K. Varshney

We consider the problem of in-network compressed sensing from distributed measurements. Every agent has a set of measurements of a signal $x$, and the objective is for the agents to recover $x$ from their collective measurements using only…

Information Theory · Computer Science 2015-06-17 Stacy Patterson , Yonina C. Eldar , Idit Keidar