Related papers: Dynamic Bayesian Multitaper Spectral Analysis
Dynamic mode decomposition (DMD) provides a principled approach to extract physically interpretable spatial modes from time-resolved flow field data, along with a linear model for how the amplitudes of these modes evolve in time. Recently,…
We derive a feasible criterion for the bias-optimal selection of the tuning parameters involved in estimating the integrated volatility of the spot volatility via the simple realized estimator by Barndorff-Nielsen and Veraart (2009). Our…
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…
Novel view synthesis has shown rapid progress recently, with methods capable of producing increasingly photorealistic results. 3D Gaussian Splatting has emerged as a promising method, producing high-quality renderings of scenes and enabling…
Statistical multispecies models of multiarea marine ecosystems use a variety of data sources to estimate parameters using composite or weighted likelihood functions with associated weighting issues and questions on how to obtain variance…
During the inversion of discrete linear systems noise in data can be amplified and result in meaningless solutions. To combat this effect, characteristics of solutions that are considered desirable are mathematically implemented during…
Many studies of biomedical time series signals aim to measure the association between frequency-domain properties of time series and clinical and behavioral covariates. However, the time-varying dynamics of these associations are largely…
In a mixed generalized linear model, the goal is to learn multiple signals from unlabeled observations: each sample comes from exactly one signal, but it is not known which one. We consider the prototypical problem of estimating two…
This paper studies a distributed state estimation problem for both continuous- and discrete-time linear systems. A simply structured distributed estimator (comprising interconnected local estimators) is first described for estimating the…
Many physical datasets are generated by collections of instruments that make measurements at regular time intervals. For such regular monitoring data, we extend the framework of half-spectral covariance functions to the case of…
In this paper, we present a Bayesian approach for spectral unmixing of multispectral Lidar (MSL) data associated with surface reflection from targeted surfaces composed of several known materials. The problem addressed is the estimation of…
We focus on an alignment-free method to estimate the underlying signal from a large number of noisy randomly shifted observations. Specifically, we estimate the mean, power spectrum, and bispectrum of the signal from the observations. Since…
This paper introduces the novel class of modulated cyclostationary processes, a class of non-stationary processes exhibiting frequency coupling, and proposes a method of their estimation from repeated trials. Cyclostationary processes also…
Continuous standard windowing is revisited and a new taper shape is introduced, which is based on the normal circular distribution by von Mises. Continuous-time windows are considered and their spectra obtained. A brief comparison with…
This paper presents the application, testing and first results of a new adaptive Bayesian inference analysis which utilises conventional and ultrafast spectroscopic measurements made in the divertor chamber to investigate the divertor…
Many real-world networks evolve dynamically over time and present different types of connections between nodes, often called layers. In this work, we propose a latent position model for these objects, called the dynamic multiplex random dot…
This note presents an online pseudospectral method for system identification using Chebyshev polynomial basis under aperiodic sampling. The system dynamics are approximated piecewise by introducing a sliding time window. The number of…
The optimal instant of observation of astrophysical phenomena for objects that vary on human time-sales is an important problem, as it bears on the cost-effective use of usually scarce observational facilities. In this paper we address this…
We address the problem of estimating the spherical-harmonic power spectrum of a statistically isotropic scalar signal from noise-contaminated data on a region of the unit sphere. Three different methods of spectral estimation are…
Spectral estimation (SE) aims to identify how the energy of a signal (e.g., a time series) is distributed across different frequencies. This can become particularly challenging when only partial and noisy observations of the signal are…