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In this paper we propose statistical inference tools for the covariance operators of functional time series in the two sample and change point problem. In contrast to most of the literature the focus of our approach is not testing the null…

Statistics Theory · Mathematics 2020-06-15 Holger Dette , Kevin Kokot

We propose a data processing technique that allows searches for a stochastic background of gravitational radiation with data from a single detector. Our technique exploits the difference between the coherence time of the gravitational wave…

General Relativity and Quantum Cosmology · Physics 2012-05-22 Massimo Tinto , J. W. Armstrong

We propose an independence test for random variables valued into metric spaces by using a test statistic obtained from appropriately centering and rescaling the squared Hilbert-Schmidt norm of the usual empirical estimator of normalized…

Statistics Theory · Mathematics 2022-11-11 Terence Kevin Manfoumbi Djonguet , Guy Martial Nkiet

Most speaker verification tasks are studied as an open-set evaluation scenario considering the real-world condition. Thus, the generalization power to unseen speakers is of paramount important to the performance of the speaker verification…

Audio and Speech Processing · Electrical Eng. & Systems 2021-04-15 Ju-ho Kim , Hye-jin Shim , Jee-weon Jung , Ha-Jin Yu

A nonparametric method to predict non-Markovian time series of partially observed dynamics is developed. The prediction problem we consider is a supervised learning task of finding a regression function that takes a delay embedded…

Methodology · Statistics 2021-01-14 Faheem Gilani , Dimitrios Giannakis , John Harlim

In this paper, we investigate time-varying nonlinear time series regression for a broad class of locally stationary time series. First, we propose sieve nonparametric estimators for the time-varying regression functions that achieve uniform…

Methodology · Statistics 2025-07-01 Xiucai Ding , Zhou Zhou

The estimation of covariance operators of spatio-temporal data is in many applications only computationally feasible under simplifying assumptions, such as separability of the covariance into strictly temporal and spatial factors.Powerful…

Statistics Theory · Mathematics 2020-03-30 Holger Dette , Gauthier Dierickx , Tim Kutta

We derive the bias, variance, covariance, and mean square error of the standard lag windowed correlogram estimator both with and without sample mean removal for complex white noise with an arbitrary mean. We find that the arbitrary mean…

Data Analysis, Statistics and Probability · Physics 2009-09-29 T. D. Carozzi , A. M. Buckley

We consider the response of a finite string to white noise and obtain the exact time-dependent spectrum. The complete exact solution is obtained, that is, both the transient and steady-state solution. To define the time-varying spectrum we…

Classical Physics · Physics 2025-04-18 Lorenzo Galleani , Leon Cohen

We propose and analyze a novel framework for learning sparse representations, based on two statistical techniques: kernel smoothing and marginal regression. The proposed approach provides a flexible framework for incorporating feature…

Machine Learning · Statistics 2012-10-04 Krishnakumar Balasubramanian , Kai Yu , Guy Lebanon

In this work, we apply Convolutional Neural Networks (CNNs) to detect gravitational wave (GW) signals of compact binary coalescences, using single-interferometer data from LIGO detectors. As novel contribution, we adopted a resampling…

Instrumentation and Methods for Astrophysics · Physics 2020-09-10 Manuel D. Morales , Javier M. Antelis , Claudia Moreno , Alexander I. Nesterov

We present two linear relations between an arbitrary (real tempered second order) generalized stochastic process over $\mathbb{R}^{d}$ and White Noise processes over $\mathbb{R}^{d}$. The first is that any generalized stochastic process can…

Probability · Mathematics 2021-11-04 R. Carrizo Vergara

We propose nonparametric estimation of divergence measures between continuous distributions. Our approach is based on a plug-in kernel- type estimators of density functions. We give the uniform in bandwidth consistency for the proposal…

Methodology · Statistics 2014-06-24 Papa Ngom , Hamza Dhaker , Pierre Mendy , El Hadji Deme

The cosmological luminosity-distance can be measured from gravitational wave (GW) standard sirens, free of astronomical distance ladders and the associated systematics. However, it may still contain systematics arising from various…

Cosmology and Nongalactic Astrophysics · Physics 2021-08-25 Pengjie Zhang , Hai Yu

The assumption of separability is a simplifying and very popular assumption in the analysis of spatio-temporal or hypersurface data structures. It is often made in situations where the covariance structure cannot be easily estimated, for…

Methodology · Statistics 2019-01-03 Pramita Bagchi , Holger Dette

For the purpose of maximum likelihood estimation of static parameters, we apply a kernel smoother to the particles in the standard SIR filter for non-linear state space models with additive Gaussian observation noise. This reduces the Monte…

Computation · Statistics 2015-05-07 Tore Selland Kleppe , Hans Julius Skaug

This paper introduces and analyzes a framework that accommodates general heterogeneity in regression modeling. It demonstrates that regression models with fixed or time-varying parameters can be estimated using the OLS and time-varying OLS…

Econometrics · Economics 2025-11-11 Liudas Giraitis , George Kapetanios , Yufei Li , Alexia Ventouri

This article discusses aeroacoustic imaging methods based on correlation measurements in the frequency domain. Standard methods in this field assume that the estimated correlation matrix is superimposed with additive white noise. In this…

Signal Processing · Electrical Eng. & Systems 2020-12-30 Hans-Georg Raumer , Carsten Spehr , Thorsten Hohage , Daniel Ernst

A new image denoising algorithm to deal with the additive Gaussian white noise model is given. Like the non-local means method, the filter is based on the weighted average of the observations in a neighborhood, with weights depending on the…

Other Statistics · Statistics 2011-11-04 Qiyu Jin , Ion Grama , Quansheng Liu

All techniques for denoising involve a notion of a true (noise-free) image, and a hypothesis space. The hypothesis space may reconstruct the image directly as a grayscale valued function, or indirectly by its Fourier or wavelet spectrum.…

Image and Video Processing · Electrical Eng. & Systems 2025-05-29 Sajal Chakroborty , Suddhasattwa Das
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