Related papers: Detrending Moving Average Algorithm: Frequency Res…
Long-range temporal and spatial correlations have been reported in a remarkable number of studies. In particular power-law scaling in neural activity raised considerable interest. We here provide a straightforward algorithm not only to…
We proposed a novel dense line spectrum super-resolution algorithm, the DMRA, that leverages dynamical multi-resolution of atoms technique to address the limitation of traditional compressed sensing methods when handling dense point-source…
We examine two different techniques for parameter averaging in GAN training. Moving Average (MA) computes the time-average of parameters, whereas Exponential Moving Average (EMA) computes an exponentially discounted sum. Whilst MA is known…
High-frequency sampled multivariate continuous time autoregressive moving average processes are investigated. We obtain asymptotic expansion for the spectral density of the sampled MCARMA process $(Y_{n\Delta})_{n \in \mathbb{Z}}$ as…
Averaging, or smoothing, is a fundamental approach to obtain stable, de-noised estimates from noisy observations. In certain scenarios, observations made along trajectories of random dynamical systems are of particular interest. One popular…
Detrend fluctuation analysis (DFA) has become a choice method for effective analysis of a broad variety of nonstationary signals. We show in the present article that, provided the nonstationary fluctuations occur at a large enough time…
The exponential moving average (EMA) is a commonly used statistic for providing stable estimates of stochastic quantities in deep learning optimization. Recently, EMA has seen considerable use in generative models, where it is computed with…
In this paper, we model the minimum achievable throughput within a transmission block of restricted duration and aim to maximize it in movable antenna (MA)-enabled multiuser downlink communications. Particularly, we account for the antenna…
Continuous-time autoregressive moving average (CARMA) processes have recently been used widely in the modeling of non-uniformly spaced data and as a tool for dealing with high-frequency data of the form $Y_{n\Delta}, n=0,1,2,...$, where…
We consider a distributed learning problem in a wireless network, consisting of N distributed edge devices and a parameter server (PS). The objective function is a sum of the edge devices' local loss functions, who aim to train a shared…
Notwithstanding the significant efforts to develop estimators of long-range correlations (LRC) and to compare their performance, no clear consensus exists on what is the best method and under which conditions. In addition, synthetic tests…
A semi-analytical dynamical mean-field approximation (DMA) has been developed for large but finite $N$-unit active rotator (AR) networks subject to individual white noises. Assuming weak noises and the Gaussian distribution of state…
We introduce an acceleration for covariance matrix adaptation evolution strategies (CMA-ES) by means of adaptive diagonal decoding (dd-CMA). This diagonal acceleration endows the default CMA-ES with the advantages of separable CMA-ES…
Stochastic optimization algorithms using exponential moving averages of the past gradients, such as ADAM, RMSProp and AdaGrad, have been having great successes in many applications, especially in training deep neural networks. ADAM in…
Detrended fluctuation analysis (DFA) is a scaling analysis method used to quantify long-range power-law correlations in signals. Many physical and biological signals are ``noisy'', heterogeneous and exhibit different types of…
Can a diffusion model produce its own "mental average" of a concept-one that is as sharp and realistic as a typical sample? We introduce Diffusion Mental Averages (DMA), a model-centric answer to this question. While prior methods aim to…
Autoregressive processes (AR) have typical short-range memory. Detrended Fluctuation Analysis (DFA) was basically designed to reveal long range correlation in non stationary processes. However DFA can also be regarded as a suitable method…
As training data rapid growth, large-scale parallel training with multi-GPUs cluster is widely applied in the neural network model learning currently.We present a new approach that applies exponential moving average method in large-scale…
While Transformer networks benefit from a global receptive field, their quadratic cost relative to sequence length restricts their application to long sequences and high-resolution inputs. We introduce Fast Multipole Attention (FMA), a…
Multifractal structure of global monthly mean temperature anomaly time series over the period of 1850-2012 are studied in terms of the multifractal detrended moving average (MFDMA) analysis. We try to address the possible source(s) and the…