Related papers: Multipulse Order Statistic Constant False Alarm Ra…
We introduce a multiscale test statistic based on local order statistics and spacings that provides simultaneous confidence statements for the existence and location of local increases and decreases of a density or a failure rate. The…
Random pulse repetition interval (PRI) waveform arouses great interests in the field of modern radars due to its ability to alleviate range and Doppler ambiguities as well as enhance electronic counter-countermeasures (ECCM) capabilities.…
The framework of this paper is that of adaptive detection in Gaussian noise with unknown covariance matrix when the training samples do not share the same covariance matrix as the vector under test. We consider a class of constant false…
The paper considers the problem of multi-objective decision support when outcomes are uncertain. We extend the concept of Pareto-efficient decisions to take into account the uncertainty of decision outcomes across varying contexts. This…
This letter deals with the problem of adaptive signal detection in partially-homogeneous and persymmetric Gaussian disturbance within the framework of invariance theory. First, a suitable group of transformations leaving the problem…
In this paper, we develop a simple approach for testing multiple statistical hypotheses based on the observations of a number of probability ratios enumerated consecutively with respect to the index of hypotheses. Explicit and tight bounds…
This paper proposes a procedure to obtain monotone estimates of both the local and the tail false discovery rates that arise in large-scale multiple testing. The proposed monotonization is asymptotically optimal for controlling the false…
Relative error estimation has been recently used in regression analysis. A crucial issue of the existing relative error estimation procedures is that they are sensitive to outliers. To address this issue, we employ the $\gamma$-likelihood…
We propose a new Pareto Local Search Algorithm for the many-objective combinatorial optimization. Pareto Local Search proved to be a very effective tool in the case of the bi-objective combinatorial optimization and it was used in a number…
We consider the "multi-frequency" periodogram, in which the putative signal is modelled as a sum of two or more sinusoidal harmonics with idependent frequencies. It is useful in the cases when the data may contain several periodic…
After Pareto distribution has been validated for sea clutter returns in varied scenarios, some heuristics of adaptive-thresholding appeared in the literature for constant false alarm rate (CFAR) criteria. These schemes used the same…
Detection of a signal in a noisy time series using Monte Carlo singular spectrum analysis (MC-SSA) is studied from the statistical viewpoint. The MC-SSA test consists of simultaneous testing of several hypotheses related to the presence of…
This article explores the extension of well-known F1 score used for assessing the performance of binary classifiers. We propose the new metric using probabilistic interpretation of precision, recall, specificity, and negative predictive…
We consider a class of restless bandit problems that finds a broad application area in reinforcement learning and stochastic optimization. We consider $N$ independent discrete-time Markov processes, each of which had two possible states: 1…
In many industrial applications, signals with short periodic pulses, caused by repeated steps in the manufacturing process, are present, and their fundamental frequency or period may be of interest. Fundamental frequency estimation is in…
In automotive radar applications, multiple radars are used in all vehicles for improving the imaging quality. However this causes radar-to-radar interference from neighbouring vehicles, thus reducing the imaging quality. One metric to…
We study the rate of decay of the probability of error for distinguishing between a sparse signal with noise, modeled as a sparse mixture, from pure noise. This problem has many applications in signal processing, evolutionary biology,…
Keyword spotting systems continuously process audio streams to detect keywords. One of the most challenging tasks in designing such systems is to reduce False Alarm (FA) which happens when the system falsely registers a keyword despite the…
When testing multiple hypothesis in a survey --e.g. many different source locations, template waveforms, and so on-- the final result consists in a set of confidence intervals, each one at a desired confidence level. But the probability…
We consider the problem of computing the joint distribution of order statistics of stochastically independent random variables in one- and two-group models. While recursive formulas for evaluating the joint cumulative distribution function…