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We consider the problem of approximating the set of eigenvalues of the covariance matrix of a multivariate distribution (equivalently, the problem of approximating the "population spectrum"), given access to samples drawn from the…

Machine Learning · Computer Science 2017-07-18 Weihao Kong , Gregory Valiant

We show that the empirical spectral distribution (ESD) of the sample autocovariance matrix (ACVM) converges as the dimension increases, when the time series is a linear process with reasonable restriction on the coefficients. The limit does…

Probability · Mathematics 2014-07-03 Anirban Basak , Arup Bose , Sanchayan Sen

Error Correction Codes (ECC) are fundamental to reliable digital communication, yet designing neural decoders that are both accurate and computationally efficient remains challenging. Recent denoising diffusion decoders achieve…

Machine Learning · Computer Science 2026-02-18 Haoyu Lei , Chin Wa Lau , Kaiwen Zhou , Nian Guo , Farzan Farnia

Monitoring of electrocardiogram (ECG) provides vital information as well as any cardiovascular anomalies. Recent advances in the technology of wearable electronics have enabled compact devices to acquire personal physiological signals in…

Signal Processing · Electrical Eng. & Systems 2022-07-26 Sadaf Sarafan , Hoang Vuong , Daniel Jilani , Samir Malhotra , Michael P. H. Lau , Manoj Vishwanath , Tadesse Ghirmai , Hung Cao

In this paper, we examine the parameter estimation performance of three well-known sinusoidal models for speech and audio. The first one is the standard Sinusoidal Model (SM), which is based on the Fast Fourier Transform (FFT). The second…

Audio and Speech Processing · Electrical Eng. & Systems 2026-03-04 George P. Kafentzis

This study proposes a method for aggregating/synthesizing global and local sub-models for fast and flexible spatial regression modeling. Eigenvector spatial filtering (ESF) was used to model spatially varying coefficients and spatial…

Methodology · Statistics 2024-01-25 Daisuke Murakami , Shonosuke Sugasawa , Hajime Seya , Daniel A. Griffith

An established model for sound energy decay functions (EDFs) is the superposition of multiple exponentials and a noise term. This work proposes a neural-network-based approach for estimating the model parameters from EDFs. The network is…

Audio and Speech Processing · Electrical Eng. & Systems 2023-06-01 Georg Götz , Ricardo Falcón Pérez , Sebastian J. Schlecht , Ville Pulkki

In this paper we propose and analyze a virtual element method to approximate the natural frequencies of the acoustic eigenvalue problem with polygonal meshes that allow the presence of small edges. With the aid of a suitable seminorm that…

Numerical Analysis · Mathematics 2023-10-13 Danilo Amigo , Felipe Lepe , Gonzalo Rivera

The convergence property of a stochastic algorithm for the self-consistent field (SCF) calculations of electron structures is studied. The algorithm is formulated by rewriting the electron charges as a trace/diagonal of a matrix function,…

Numerical Analysis · Mathematics 2023-04-20 Taehee Ko , Xiantao Li

A numerical tool for analysing spatially anisotropic electron populations in electron cyclotron resonance (ECR) plasmas has been developed, using a trial-and-error electron energy distribution function (EEDF) fitting method. The method has…

Plasma Physics · Physics 2021-10-27 B. Mishra , A. Pidatella , S. Biri , A. Galatà , E. Naselli , R. Rácz , G. Torrisi , D. Mascali

Quantitative electron magnetic circular dichroism (EMCD) in transmission electron microscopy (TEM) enables the measurement of magnetic moments with elemental and atomic site sensitivity, but its practical application is fundamentally…

Materials Science · Physics 2025-10-29 Hitoshi Makino , Bernd Rellinghaus , Sebastian Schneider , Axel Lubk , Darius Pohl

In the framework of nuclear energy density functional (EDF) methods, many nuclear phenomena can be related to the deformation of intrinsic states. Their accurate modeling relies on the correct description of the change of nuclear binding…

Nuclear Theory · Physics 2024-03-26 Philippe Da Costa , Karim Bennaceur , Jacques Meyer , Wouter Ryssens , Michael Bender

Cooperative spectrum sensing based on the limiting eigenvalue ratio of the covariance matrix offers superior detection performance and overcomes the noise uncertainty problem. While an exact expression exists, it is complex and multiple…

Signal Processing · Electrical Eng. & Systems 2019-09-04 Fuhui Zhou , Norman C. Beaulieu

Atomic force microscopy (AFM) is a versatile nanoscale imaging technique. Since its spatiotemporal resolution is fundamentally limited by the minimum detectable force (MDF) arising from system noise, a deep understanding of MDF is essential…

Applied Physics · Physics 2026-01-16 Kenichi Umeda , Noriyuki Kodera

A highly popular regularized (shrinkage) covariance matrix estimator is the shrinkage sample covariance matrix (SCM) which shares the same set of eigenvectors as the SCM but shrinks its eigenvalues toward the grand mean of the eigenvalues…

Methodology · Statistics 2020-10-29 Esa Ollila , Daniel P. Palomar , Frédéric Pascal

A popular regularized (shrinkage) covariance estimator is the shrinkage sample covariance matrix (SCM) which shares the same set of eigenvectors as the SCM but shrinks its eigenvalues toward its grand mean. In this paper, a more general…

Methodology · Statistics 2020-02-13 Esa Ollila , Daniel P. Palomar , Frederic Pascal

In this work we propose an efficient and accurate multi-scale optical simulation algorithm by applying a numerical version of slowly varying envelope approximation in FEM. Specifically, we employ the fast iterative method to quickly compute…

Optics · Physics 2024-12-03 Fan Xiao , Jingwei Wang , Zhongfei Xiong , Yuntian Chen

Covariance matrices are fundamental to the analysis and forecast of economic, physical and biological systems. Although the eigenvalues $\{\lambda_i\}$ and eigenvectors $\{{\bf u}_i\}$ of a covariance matrix are central to such endeavors,…

Statistics Theory · Mathematics 2018-03-02 Dane Taylor , Juan G. Restrepo , Francois G. Meyer

This paper is concerned with Eddy-Current (EC) nondestructive testing of conductive materials and focuses, in particular, on extending the well-known LinearSampling Method (LSM) to the case of EC equations. We first present the theoretical…

Numerical Analysis · Mathematics 2021-09-22 H. Haddar , M. K. Riahi

The Ensemble Kalman Filters (EnKF) employ a Monte-Carlo approach to represent covariance information, and are affected by sampling errors in operational settings where the number of model realizations is much smaller than the model state…

Methodology · Statistics 2022-06-06 Andrey A Popov , Adrian Sandu , Elias D. Nino-Ruiz , Geir Evensen