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Signal detection in colored noise with an unknown covariance matrix has a myriad of applications in diverse scientific/engineering fields. The test statistic is the largest generalized eigenvalue (l.g.e.) of the whitened sample covariance…
As commonly understood, the noise spectroscopy problem---characterizing the statistical properties of a noise process affecting a quantum system by measuring its response---is ill-posed. Ad-hoc solutions assume implicit structure which is…
The ordinary spectrum is restricted in its applications, since it is based on the second order moments (auto and cross-covariances). Alternative approaches to spectrum analysis have been investigated based on other measures of dependence.…
The analysis of data from gravitational wave detectors can be divided into three phases: search, characterization, and evaluation. The evaluation of the detection - determining whether a candidate event is astrophysical in origin or some…
The gravitational wave detection problem is challenging because the noise is typically overwhelming. Convolutional neural networks (CNNs) have been successfully applied, but require a large training set and the accuracy suffers…
The ability of neural networks to learn useful features through stochastic gradient descent (SGD) is a cornerstone of their success. Most theoretical analyses focus on regression or on classification tasks with a positive margin, where…
Spectral clustering is widely used in practice due to its flexibility, computational efficiency, and well-understood theoretical performance guarantees. Recently, spectral clustering has been studied to find balanced clusters under…
Long-tailed learning has attracted much attention recently, with the goal of improving generalisation for tail classes. Most existing works use supervised learning without considering the prevailing noise in the training dataset. To move…
This work investigates the problem of detecting gravitational wave (GW) events based on simulated damped sinusoid signals contaminated with white Gaussian noise. It is treated as a classification problem with one class for the interesting…
Any measurement in condition monitoring applications is associated with disturbing noise. Till now, most of the diagnostic procedures have assumed the Gaussian distribution for the noise. This paper shares a novel perspective to the problem…
Detection of sparse signals arises in a wide range of modern scientific studies. The focus so far has been mainly on Gaussian mixture models. In this paper, we consider the detection problem under a general sparse mixture model and obtain…
We study stochastic team problems with static information structure where we assume controllers have linear information and quadratic cost but allow the noise to be from a non-Gaussian class. When the noise is Gaussian, it is well known…
We describe the extension to multiple datasets of a coherent method for the search of continuous gravitational wave signals, based on the computation of 5-vectors. In particular, we show how to coherently combine different datasets…
This paper considers the deconvolution problem in the case where the target signal is multidimensional and no information is known about the noise distribution. More precisely, no assumption is made on the noise distribution and no samples…
This paper studies the classical problem of detecting the locations of signal occurrences in a one-dimensional noisy measurement. Assuming the signal occurrences do not overlap, we formulate the detection task as a constrained likelihood…
We introduce a new approach for Gaussianity testing using the envelope of a signal and its coefficient of variation. The envelope of a Gaussian signal follows the Rayleigh distribution, and given that the coefficient of variation of the…
The capacity of multiple-input multiple-output additive white Gaussian noise channels is investigated under peak amplitude constraints on the norm of the input vector. New insights on the capacity-achieving input distribution are presented.…
This paper presents a performance analysis framework for linear detection in fast-fading channels with possibly correlated channel and noise. The framework is both accurate and adaptable, making it well-suited for analyzing a wide range of…
A system with two correlated Gaussian white noises is analysed. This system can describe both stochastic localization and long tails in the stationary distribution. Correlations between the noises can lead to a nonmonotonic behaviour of the…
We derive and study optimal and nearly-optimal strategies for the detection of sinusoidal signals hidden in additive (Gaussian and non-Gaussian) noise. Such strategies are an essential part of algorithms for the detection of the…