Related papers: Testing for high frequency features in a noisy sig…
Gravitational-wave (GW) parameter estimation typically assumes that instrumental noise is Gaussian and stationary. Obvious departures from this idealization are typically handled on a case-by-case basis, e.g., through bespoke procedures to…
The noise of a device under test (DUT) is measured simultaneously with two instruments, each of which contributes its own background. The average cross power spectral density converges to the DUT power spectral density. This method enables…
The fundamental frequency is one of the parameters that define power quality. Correctly determining this parameter under the conditions that prevail in modern power grids is crucial. Diagnostic purposes often require an efficient estimation…
For time series data observed at non-random and possibly non-equidistant time points, we estimate the trend function nonparametrically. Under the assumption of a bounded total variation of the function and low-order moment conditions on the…
A time-distance helioseismic technique, similar to the one used by Ilonidis et al (2011), is applied to two independent numerical models of subsurface sound-speed perturbations to determine the spatial resolution and accuracy of phase…
In this paper, a novel decomposition method for non-stationary and nonlinear signals is proposed. This method is inspired by the adaptive wavelet filter bank of the empirical wavelet transform (EWT) and Fourier intrinsic band functions…
Donoho and Kipnis (2022) showed that the the higher criticism (HC) test statistic has a non-Gaussian phase transition but remarked that it is probably not optimal, in the detection of sparse differences between two large frequency tables…
In many randomized experiments, the treatment effect of the long-term metric (i.e. the primary outcome of interest) is often difficult or infeasible to measure. Such long-term metrics are often slow to react to changes and sufficiently…
We propose a robust inferential procedure for assessing uncertainties of parameter estimation in high-dimensional linear models, where the dimension $p$ can grow exponentially fast with the sample size $n$. Our method combines the…
This paper deals with the phase noise affecting communication systems, where local oscillators are employed to obtain reference signals for carrier and timing synchronizations. The most common discrete-time phase noise channel model is…
We develop a novel method for detection of signals and reconstruction of images in the presence of random noise. The method uses results from percolation theory. We specifically address the problem of detection of multiple objects of…
By use of window functions, time-frequency analysis tools like Short Time Fourier Transform overcome a shortcoming of the Fourier Transform and enable us to study the time- frequency characteristics of signals which exhibit transient os-…
Dissipativity properties have proven to be very valuable for systems analysis and controller design. With the rising amount of available data, there has therefore been an increasing interest in determining dissipativity properties from…
In typical high dimensional statistical inference problems, confidence intervals and hypothesis tests are performed for a low dimensional subset of model parameters under the assumption that the parameters of interest are unconstrained.…
This is a technical report that extends and clarifies the results presented in [1]. The model identification problem for asymptotically stable linear time invariant systems is considered. The system output is affected by an additive noise…
In this paper, we investigate score function-based tests to check the significance of an ultrahigh-dimensional sub-vector of the model coefficients when the nuisance parameter vector is also ultrahigh-dimensional in linear models. We first…
As a consequence of a general trend in the physics of oscillators and clocks towards optics, phase and frequency metrology is rapidly moving to optics too. Yet, optics is not replacing the traditional radio-frequency (RF) and microwave…
Distinct striation patterns are observed in the spectrograms of speech and music. This motivated us to propose three novel time-frequency features for speech-music classification. These features are extracted in two stages. First, a preset…
The noise sensitivity of a Boolean function describes its likelihood to flip under small perturbations of its input. Introduced in the seminal work of Benjamini, Kalai and Schramm [Inst. Hautes \'{E}tudes Sci. Publ. Math. 90 (1999) 5-43],…
Dynamic statistical process monitoring methods have been widely studied and applied in modern industrial processes. These methods aim to extract the most predictable temporal information and develop the corresponding dynamic monitoring…