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In this paper, we consider the estimation of regression coefficients and signal-to-noise (SNR) ratio in high-dimensional Generalized Linear Models (GLMs), and explore their implications in inferring popular estimands such as average…

Statistics Theory · Mathematics 2025-05-07 Xingyu Chen , Lin Liu , Rajarshi Mukherjee

To understand the sample-to-sample fluctuations in disorder-generated multifractal patterns we investigate analytically as well as numerically the statistics of high values of the simplest model - the ideal periodic $1/f$ Gaussian noise. By…

Statistical Mechanics · Physics 2015-06-05 Yan V. Fyodorov , Pierre Le Doussal , Alberto Rosso

While measurement advances now allow extensive surveys of gene activity (large numbers of genes across many samples), interpretation of these data is often confounded by noise -- expression counts can differ strongly across samples due to…

A class of multivariate spectral representations for real-valued nonstationary random variables is introduced, which is characterised by a general complex Gaussian distribution. In this way, the temporal signal properties -- harmonicity,…

Signal Processing · Electrical Eng. & Systems 2020-07-29 Bruno Scalzo , Ljubisa Stankovic , Danilo P. Mandic

Signal-to-noise ratio (SNR) statistics play a central role in many applications. A common situation where SNR is studied is when a continuous time signal is sampled at a fixed frequency with some noise in the background. While estimation…

Methodology · Statistics 2021-11-05 Francesco Giordano , Pietro Coretto

Small-angle neutron scattering (SANS) is a powerful technique for probing the nanoscale structure of materials. However, the fundamental limitations of neutron flux pose significant challenges for rapid, high-fidelity data acquisition…

An amenable, analytical two-state description of the nonlinear population dynamics of a noisy bistable system driven by a rectangular subthreshold signal is put forward. Explicit expressions for the driven population dynamics, the…

Statistical Mechanics · Physics 2016-08-16 Jesús Casado-Pascual , José Gómez-Ordóñez , Manuel Morillo , Peter Hänggi

We propose a computationally simple framework for clustering functional data based on Gaussian-process-generated random projections. In this approach, each curve is first projected onto a large collection of independent Gaussian process…

Methodology · Statistics 2026-05-22 Sourav Chakrabarty , Anirvan Chakraborty , Shyamal K. De

This paper proposes a highly accurate algorithm to estimate the signal-to-noise ratio (SNR) for a linear system from a single realization of the received signal. We assume that the linear system has a Gaussian matrix with one sided left…

Information Theory · Computer Science 2017-10-10 Mohamed A. Suliman , Ayed M. Alrashdi , Tarig Ballal , Tareq Y. Al-Naffouri

We revisit the method of cumulants for analysing dynamic light scattering data in particle sizing applications. Here the data, in the form of the time correlation function of scattered light, is written as a series involving the first few…

Soft Condensed Matter · Physics 2015-04-27 Alastair G. Mailer , Paul S. Clegg , Peter N. Pusey

A method is proposed for generating compact fractal disordered media, by generalizing the random midpoint displacement algorithm. The obtained structures are invasive stochastic fractals, with the Hurst exponent varying as a continuous…

Statistical Mechanics · Physics 2011-01-04 Christian Turk , Anna Carbone , Bernardino M. Chiaia

The community detection problem on multilayer networks have drawn much interest. When the nodal covariates ar also present, few work has been done to integrate information from both sources. To leverage the multilayer networks and the…

Methodology · Statistics 2025-03-13 Da Zhao , Wanjie Wang , Jialiang Li

Consider a panel data setting where repeated observations on individuals are available. Often it is reasonable to assume that there exist groups of individuals that share similar effects of observed characteristics, but the grouping is…

Methodology · Statistics 2024-02-09 Lu Yu , Jiaying Gu , Stanislav Volgushev

A sensor network is used for distributed joint mean and variance estimation, in a single time snapshot. Sensors observe a signal embedded in noise, which are phase modulated using a constant-modulus scheme and transmitted over a Gaussian…

Information Theory · Computer Science 2016-11-17 Mahesh K. Banavar , Cihan Tepedelenlioglu , Andreas Spanias

Functional data analysis deals with data recorded densely over time (or any other continuum) with one or more observed curves per subject. Conceptually, functional data are continuously defined, but in practice, they are usually observed at…

Methodology · Statistics 2023-01-20 Chengqian Xian , Camila de Souza , John Jewell , Ronaldo Dias

Datasets with extreme observations and/or heavy-tailed error distributions are commonly encountered and should be analyzed with careful consideration of these features from a statistical perspective. Small deviations from an assumed model,…

Methodology · Statistics 2023-01-12 Meadhbh O'Neill , Kevin Burke

The ideal spectral averaging method depends on one's science goals and the available information about one's data. Including low-quality data in the average can decrease the signal-to-noise ratio (SNR), which may necessitate an optimization…

Instrumentation and Methods for Astrophysics · Physics 2023-10-18 L. D. Anderson , B. Liu , Dana S. Balser , T. M. Bania , L. M. Haffner , Dylan J. Linville , Matteo Luisi , Trey V. Wenger

Signal-to-noise ratio (SNR) detection statistic has wide-spread applications. A potential event is recorded when the SNR from a specific template exceeds a threshold set by a desired false positive rate. In template bank searches, the…

Cosmology and Nongalactic Astrophysics · Physics 2022-02-02 Tyler Daykin , Chris Ellis , Andrei Derevianko

The spectral representation separates the contributions of geometrical arrangement (topology) and intrinsic constituent properties in a composite. The aim of paper is to present a numerical algorithm based on the Monte Carlo integration and…

Other Condensed Matter · Physics 2007-05-23 Enis Tuncer

We present a method for image-based crowd counting, one that can predict a crowd density map together with the uncertainty values pertaining to the predicted density map. To obtain prediction uncertainty, we model the crowd density values…

Computer Vision and Pattern Recognition · Computer Science 2020-10-06 Viresh Ranjan , Boyu Wang , Mubarak Shah , Minh Hoai