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Related papers: ESPRIT for multidimensional general grids

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This paper presents an algorithm to accelerate the evaluation of inspiral-merger-ringdown waveform models for gravitational wave data analysis. While the idea can also be applied in the time domain, here we focus on the frequency domain,…

General Relativity and Quantum Cosmology · Physics 2021-02-03 Cecilio García-Quirós , Sascha Husa , Maite Mateu-Lucena , Angela Borchers

A multifractal analysis is performed on a three-dimensional grayscale image associated with a complex system. First, a procedure for generating 3D synthetic images (2D image stacks) of a complex structure exhibiting multifractal behaviour…

Statistical Mechanics · Physics 2013-10-11 Lorenzo Milazzo

Rare transitions in stochastic processes can often be rigorously described via an underlying large deviation principle. Recent breakthroughs in the classification of reversible stochastic processes as gradient flows have led to a connection…

Statistical Mechanics · Physics 2019-05-22 Tobias Grafke

To quantify the complexity of a system, entropy-based methods have received considerable critical attentions in real-world data analysis. Among numerous entropy algorithms, amplitude-based formulas, represented by Sample Entropy, suffer…

Signal Processing · Electrical Eng. & Systems 2022-01-12 Hongjian Xiao , Danilo P. Mandic

MUltiple SIgnal Classification (MUSIC) and Estimation of signal parameters via rotational via rotational invariance (ESPRIT) has been widely used in super resolution direction of arrival estimation (DoA) in both Uniform Linear Arrays (ULA)…

Signal Processing · Electrical Eng. & Systems 2020-02-04 Jianyuan Yu

Inferring models, predicting the future, and estimating the entropy rate of discrete-time, discrete-event processes is well-worn ground. However, a much broader class of discrete-event processes operates in continuous-time. Here, we provide…

Statistical Mechanics · Physics 2020-05-11 S. E. Marzen , J. P. Crutchfield

Multifractal analysis has become a powerful signal processing tool that characterizes signals or images via the fluctuations of their pointwise regularity, quantified theoretically by the so-called multifractal spectrum. The practical…

Functional Analysis · Mathematics 2018-11-09 Roberto Leonarduzzi , Patrice Abry , Herwig Wendt , Stéphane Jaffard , Hugo Touchette

We present a method of parameter estimation for large class of nonlinear systems, namely those in which the state consists of output derivatives and the flow is linear in the parameter. The method, which solves for the unknown parameter by…

Systems and Control · Electrical Eng. & Systems 2024-07-16 Simon Kuang , Xinfan Lin

A geometric representation for multivariate extremes, based on the shapes of scaled sample clouds in light-tailed margins and their so-called limit sets, has recently been shown to connect several existing extremal dependence concepts.…

Methodology · Statistics 2023-11-03 Jennifer Wadsworth , Ryan Campbell

Multifractal analysis is one of the important approaches that enables us to measure the complexity of various data via the scaling properties. We compare the most common techniques used for multifractal exponents estimation from both…

Statistical Finance · Quantitative Finance 2016-10-25 Petr Jizba , Jan Korbel

We review the literature on algorithms for estimating the index space in a multi-index model. The primary focus is on computationally efficient (polynomial-time) algorithms in Gaussian space, the assumptions under which consistency is…

Machine Learning · Statistics 2025-06-17 Joan Bruna , Daniel Hsu

The complex dynamics of physical systems can often be modeled with stochastic differential equations. However, computational constraints inhibit the estimation of dynamics from large time-series datasets. I present a method for estimating…

Data Analysis, Statistics and Probability · Physics 2023-11-02 William Davis

We describe regularized methods for image reconstruction and focus on the question of hyperparameter and instrument parameter estimation, i.e. unsupervised and myopic problems. We developed a Bayesian framework that is based on the \post…

Instrumentation and Methods for Astrophysics · Physics 2012-11-16 F. Orieux , J. -F. Giovannelli , T. Rodet , A. Abergel

A general rate estimation method is proposed that is based on studying the in-sample evolution of appropriately chosen diverging/converging statistics. The proposed rate estimators are based on simple least squares arguments, and are shown…

Statistics Theory · Mathematics 2009-09-29 Tucker McElroy , Dimitris N. Politis

Although classical spectral analysis is a natural approach to characterise linear systems, it cannot describe a chaotic dynamics. Here, we propose the ordinal spectrum, a method based on a spectral transformation of symbolic sequences, to…

Data Analysis, Statistics and Probability · Physics 2020-09-08 Mario Chavez , Johann H. Martinez

Statisticians increasingly face the problem to reconsider the adaptability of classical inference techniques. In particular, divers types of high-dimensional data structures are observed in various research areas; disclosing the boundaries…

Statistics Theory · Mathematics 2017-06-09 Paavo Sattler , Markus Pauly

Analyzing time series in the frequency domain enables the development of powerful tools for investigating the second-order characteristics of multivariate processes. Parameters like the spectral density matrix and its inverse, the coherence…

Methodology · Statistics 2024-01-19 Jonas Krampe , Efstathios Paparoditis

A novel neural network architecture, known as DL-ESPIRiT, is proposed to reconstruct rapidly acquired cardiac MRI data without field-of-view limitations which are present in previously proposed deep learning-based reconstruction frameworks.…

Signal Processing · Electrical Eng. & Systems 2020-05-20 Christopher M. Sandino , Peng Lai , Shreyas S. Vasanawala , Joseph Y. Cheng

This paper aims at achieving a "good" estimator for the gradient of a function on a high-dimensional space. Often such functions are not sensitive in all coordinates and the gradient of the function is almost sparse. We propose a method for…

Machine Learning · Statistics 2016-07-27 Vivek S. Borkar , Vikranth R. Dwaracherla , Neeraja Sahasrabudhe

Using deep learning methods to classify EEG signals can accurately identify people's emotions. However, existing studies have rarely considered the application of the information in another domain's representations to feature selection in…

Signal Processing · Electrical Eng. & Systems 2023-03-22 Kexin Zhu , Xulong Zhang , Jianzong Wang , Ning Cheng , Jing Xiao