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Phase retrieval arises in various fields of science and engineering and it is well studied in a finite-dimensional setting. In this paper, we consider an infinite-dimensional phase retrieval problem to reconstruct real-valued signals living…

Information Theory · Computer Science 2016-03-07 Yang Chen , Cheng Cheng , Qiyu Sun , Haichao Wang

This paper investigates the classical statistical signal processing problem of detecting a signal in the presence of colored noise with an unknown covariance matrix. In particular, we consider a scenario where m-dimensional p possible…

Information Theory · Computer Science 2019-01-29 Lahiru D. Chamain , Prathapasinghe Dharmawansa , Saman Atapattu , Chintha Tellambura

This paper investigates sequential change-point detection in reconfigurable sensor networks. In this problem, data from multiple sensors are observed sequentially. Each sensor can have a unique change point, and the data distribution…

Methodology · Statistics 2025-04-10 Seungwon Lee , Yunxiao Chen , Xiaoou Li

In many change point problems it is reasonable to assume that compared to a benchmark at a given time point $t_0$ the properties of the observed stochastic process change gradually over time for $t >t_0$. Often, these gradual changes are…

Methodology · Statistics 2025-04-23 Patrick Bastian , Holger Dette

Results on the spectral behavior of random matrices as the dimension increases are applied to the problem of detecting the number of sources impinging on an array of sensors. A common strategy to solve this problem is to estimate the…

Statistics Theory · Mathematics 2022-12-09 J. W. Silverstein , P. L. Combettes

The characterization of multicomponent signals with a particular emphasis on musical and communication signals is one of the problems studied in the dissertation. In order to provide an efficient analysis of the multicomponent signals, the…

Signal Processing · Electrical Eng. & Systems 2019-03-01 Andjela Draganic

A new spectrum sensing detector is proposed and analytically studied, when it operates under generalized noise channels. Particularly, the McLeish distribution is used to model the underlying noise, which is suitable for both non-Gaussian…

Information Theory · Computer Science 2020-09-15 Nikolaos I. Miridakis , Theodoros A. Tsiftsis , Guanghua Yang

Detecting change-points in data is challenging because of the range of possible types of change and types of behaviour of data when there is no change. Statistically efficient methods for detecting a change will depend on both of these…

Machine Learning · Statistics 2024-08-29 Jie Li , Paul Fearnhead , Piotr Fryzlewicz , Tengyao Wang

Causal inference from observational data following the restricted structural causal models (SCM) framework hinges largely on the asymmetry between cause and effect from the data generating mechanisms, such as non-Gaussianity or…

Machine Learning · Computer Science 2024-05-30 Kang Du , Yu Xiang

Accurate phase extraction from sinusoidal signals is a crucial task in various signal processing applications. While prior research predominantly addresses the case of asynchronous sampling with unknown signal frequency, this study focuses…

Signal Processing · Electrical Eng. & Systems 2024-11-01 Emmanuel Dervieux , Florian Tilquin , Alexis Bisiaux , Wilfried Uhring

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…

Statistics Theory · Mathematics 2021-02-18 Elisabeth Gassiat , Sylvain Le Corff , Luc Lehéricy

It is believed that the quantum behaviors of homodyne detectors and traditional heterodyne detectors can be fully understood in the context of the quantum theory of optical detection. According to the theory, a 3 dB extra quantum noise has…

Quantum Physics · Physics 2015-10-28 Heng Fan , Dechao He , Sheng Feng

Weak signal identification and inference are very important in the area of penalized model selection, yet they are under-developed and not well-studied. Existing inference procedures for penalized estimators are mainly focused on strong…

Methodology · Statistics 2016-11-16 Peibei Shi , Annie Qu

In order to analyze data produced by the kilometer-scale gravitational wave detectors that will begin operation early next century, one needs to develop robust statistical tools capable of extracting weak signals from the detector noise.…

General Relativity and Quantum Cosmology · Physics 2010-01-06 Jolien D. E. Creighton

A distributed inference scheme which uses bounded transmission functions over a Gaussian multiple access channel is considered. When the sensor measurements are decreasingly reliable as a function of the sensor index, the conditions on the…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-06-16 Sivaraman Dasarathan , Cihan Tepedelenlioglu

The problem of covariance estimation for replicated surface-valued processes is examined from the functional data analysis perspective. Considerations of statistical and computational efficiency often compel the use of separability of the…

Methodology · Statistics 2021-10-25 Tomas Masak , Victor M. Panaretos

The problem of decentralized sequential change detection is considered, where an abrupt change occurs in an area monitored by a number of sensors; the sensors transmit their data to a fusion center, subject to bandwidth and energy…

Statistics Theory · Mathematics 2013-11-12 Georgios Fellouris , George V. Moustakides

We study an efficient dynamic blind source separation algorithm of convolutive sound mixtures based on updating statistical information in the frequency domain, andminimizing the support of time domain demixing filters by a weighted least…

Statistics Theory · Mathematics 2007-05-23 Jie Liu , Jack Xin , Yingyong Qi

In this work we study the statistical model of source localization based on Range Difference measurements. We investigate the case of planar localization of a source using a minimal configuration of three non aligned receivers. Our analysis…

Information Theory · Computer Science 2016-06-28 Marco Compagnoni , Roberto Notari , Fabio Antonacci , Augusto Sarti

Anomaly detection has many important applications, such as monitoring industrial equipment. Despite recent advances in anomaly detection with deep-learning methods, it is unclear how existing solutions would perform under…

Sound · Computer Science 2022-04-06 Bingqing Chen , Luca Bondi , Samarjit Das