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This paper investigates the signal detection problem in colored noise with an unknown covariance matrix. In particular, we focus on detecting an unknown non-random signal by capitalizing on the leading eigenvalue of the whitened sample…

Signal Processing · Electrical Eng. & Systems 2024-02-01 Prathapasinghe Dharmawansa , Saman Atapattu , Jamie Evans , Kandeepan Sithamparanathan

Jointly extracting entity pairs and their relations is challenging when working on distantly-supervised data with ambiguous or noisy labels. To mitigate such impact, we propose uncertainty-aware bootstrap learning, which is motivated by the…

Computation and Language · Computer Science 2023-06-12 Yufei Li , Xiao Yu , Yanchi Liu , Haifeng Chen , Cong Liu

We introduce a bootstrap procedure for high-frequency statistics of Brownian semistationary processes. More specifically, we focus on a hypothesis test on the roughness of sample paths of Brownian semistationary processes, which uses an…

Statistics Theory · Mathematics 2021-01-06 Mikkel Bennedsen , Ulrich Hounyo , Asger Lunde , Mikko S. Pakkanen

We assume a second-order source separation model where the observed multivariate time series is a linear mixture of latent, temporally uncorrelated time series with some components pure white noise. To avoid the modelling of noise, we…

Methodology · Statistics 2019-05-07 Markus Matilainen , Klaus Nordhausen , Joni Virta

In some applications of frequency estimation, the frequencies of multiple sinusoids are required to be estimated from sub-Nyquist sampling sequences. In this paper, we propose a novel method based on subspace techniques to estimate the…

Information Theory · Computer Science 2016-01-05 Shan Huang , Hong Sun , Haijian Zhang , Lei Yu

Very Long Baseline Interferometric (VLBI) observations of quasar jets enable one to measure many theoretically expected effects. Estimating the significance of observational findings is complicated by the correlated noise in the image…

Instrumentation and Methods for Astrophysics · Physics 2018-10-22 I. N. Pashchenko

Recently anomaly detection has drawn much attention in diagnosing ocular diseases. Most existing anomaly detection research in fundus images has relatively large anomaly scores in the salient retinal structures, such as blood vessels,…

Computer Vision and Pattern Recognition · Computer Science 2023-12-29 Jingqi Niu , Shiwen Dong , Qinji Yu , Kang Dang , Xiaowei Ding

We report on a numerical evaluation of the statistical bootstrap as a technique for radio-interferometric imaging fidelity assessment. The development of a fidelity assessment technique is an important scientific prerequisite for automated…

Astrophysics · Physics 2009-11-10 Athol Kemball , Adam Martinsek

Frequency estimation of multiple sinusoids is significant in both theory and application. In some application scenarios, only sub-Nyquist samples are available to estimate the frequencies. A conventional approach is to sample the signals at…

Information Theory · Computer Science 2017-03-21 Shan Huang , Haijian Zhang , Hong Sun , Lei Yu , Liwen Chen

We investigate popular resampling methods for estimating the uncertainty of statistical models, such as subsampling, bootstrap and the jackknife, and their performance in high-dimensional supervised regression tasks. We provide a tight…

Exoplanet imaging is a major challenge in astrophysics due to the need for high angular resolution and high contrast. We present a multi-scale statistical model for the nuisance component corrupting multivariate image series at high…

Instrumentation and Methods for Astrophysics · Physics 2025-09-25 Théo Bodrito , Olivier Flasseur , Julien Mairal , Jean Ponce , Maud Langlois , Anne-Marie Lagrange

Nonlinear dynamic volatility has been observed in many financial time series. The recently proposed quantile periodogram offers an alternative way to examine this phenomena in the frequency domain. The quantile periodogram is constructed…

Statistical Finance · Quantitative Finance 2026-03-26 Ta-Hsin Li

High-contrast imaging for the detection and characterization of exoplanets relies on the instrument's capability to block out the light of the host star. Some current post-processing methods for calibrating out the residual speckles use…

Instrumentation and Methods for Astrophysics · Physics 2015-06-15 Marie Ygouf , Laurent M. Mugnier , David Mouillet , Thierry Fusco , Jean-Luc Beuzit

Over the past decade, hundreds of nights have been spent on the worlds largest telescopes to search for and directly detect new exoplanets using high-contrast imaging (HCI). Thereby, two scientific goals are of central interest: First, to…

We consider the problem of fitting a parametric model to time-series data that are afflicted by correlated noise. The noise is represented by a sum of two stationary Gaussian processes: one that is uncorrelated in time, and another that has…

Earth and Planetary Astrophysics · Physics 2014-11-20 Joshua A. Carter , Joshua N. Winn

One-bit sampling has emerged as a promising technique in multiple-input multiple-output (MIMO) radar systems due to its ability to significantly reduce data volume and processing requirements. Nevertheless, current detection methods have…

Signal Processing · Electrical Eng. & Systems 2024-04-29 Yu-Hang Xiao , David Ramírez , Lei Huang , Xiao Peng Li , Hing Cheung So

This work serves two-fold purpose. Firstly, we provide an alternative to the traditional method of determining the growth rate of density perturbations $f(z)$. In usual practice, $f(z)$ can not be directly measured from tracer clustering at…

Cosmology and Nongalactic Astrophysics · Physics 2025-06-30 Pankaj Chavan , Tapomoy Guha Sarkar , Anjan A Sen

We propose a fast sequential algorithm for the fundamental problem of estimating frequencies and amplitudes of a noisy mixture of sinusoids. The algorithm is a natural generalization of Orthogonal Matching Pursuit (OMP) to the continuum…

Information Theory · Computer Science 2016-08-24 Babak Mamandipoor , Dinesh Ramasamy , Upamanyu Madhow

This paper introduces an analytical method to calculate segment-level wavefront error tolerances in order to enable the detection of faint extra-solar planets using segmented telescopes in space. This study provides a full treatment of…

Instrumentation and Methods for Astrophysics · Physics 2021-03-31 Iva Laginja , Remi Soummer , Laurent M. Mugnier , Laurent Pueyo , Jean-Francois Sauvage , Lucie Leboulleux , Laura Coyle , J. Scott Knight

This paper considers the problem of frequency estimation for a multi-sinusoidal signal consisting of n sinuses in finite-time. The parameterization approach based on applying delay operators to a measurable signal is used. The result is the…

Systems and Control · Electrical Eng. & Systems 2020-09-15 Anastasiia Vediakova , Alexey Vedyakov , Anton Pyrkin , Alexey Bobtsov , Vladislav Gromov
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