Related papers: The Average Spectrum Method for Analytic Continuat…
An initial real-time speech enhancement method is presented to reduce the effects of additive noise. The method operates in the frequency domain and is a form of spectral subtraction. Initially, minimum statistics are used to generate an…
Functional data are typically modeled as sample paths of smooth stochastic processes in order to mitigate the fact that they are often observed discretely and noisily, occasionally irregularly and sparsely. The smoothness assumption is…
This paper presents a method for computing local mean, variance, standard deviation, and effective sample count on incomplete gridded data using boundary-aware spectral operators. The framework combines normalized convolution with explicit…
Motivated by various distributed control applications, we consider a linear system with Gaussian noise observed by multiple sensors which transmit measurements over a dynamic lossy network. We characterize the stationary optimal sensor…
Existing frequency domain methods for bootstrapping time series have a limited range. Consider for instance the class of spectral mean statistics (also called integrated periodograms) which includes many important statistics in time series…
A distributed average consensus algorithm in which every sensor transmits with bounded peak power is proposed. In the presence of communication noise, it is shown that the nodes reach consensus asymptotically to a finite random variable…
The nonparametric estimation of the volatility and the drift coefficient of a scalar diffusion is studied when the process is observed at random time points. The constructed estimator generalizes the spectral method by Gobet, Hoffmann and…
Spectral embedding is a popular technique for the representation of graph data. Several regularization techniques have been proposed to improve the quality of the embedding with respect to downstream tasks like clustering. In this paper, we…
We study the problem of passive imaging through convolutive channels. A scene is illuminated with an unknown, unstructured source, and the measured response is the convolution of this source with multiple channel responses, each of which is…
The Allan variance is a standard technique to characterise the stability of spectroscopic instruments used in astronomical observations. The period for switching between source and reference measurement is often derived from the Allan…
Predicting missing segments in partially observed functions is challenging due to infinite-dimensionality, complex dependence within and across observations, and irregular noise. These challenges are further exacerbated by the existence of…
Spectral clustering is a fundamental method for graph partitioning, but its reliance on eigenvector computation limits scalability to massive graphs. Classical sparsification methods preserve spectral properties by sampling edges…
This paper proposes and analyzes fully data driven methods for inference about the mean function of a stochastic process from a sample of independent trajectories of the process, observed at discrete time points and corrupted by additive…
This article introduces a new signal analysis method, which can be interpreted as a principal component analysis in sparse decomposition of the signal. The method, called principal basis analysis, is based on a novel criterion:…
This thesis is concerned with distributed control and coordination of networks consisting of multiple, potentially mobile, agents. This is motivated mainly by the emergence of large scale networks characterized by the lack of centralized…
We advocate a compressed sensing strategy that consists of multiplying the signal of interest by a wide bandwidth modulation before projection onto randomly selected vectors of an orthonormal basis. Firstly, in a digital setting with random…
We establish a general form of explicit, input-dependent, measure-valued warpings for learning nonstationary kernels. While stationary kernels are ubiquitous and simple to use, they struggle to adapt to functions that vary in smoothness…
We estimate the kernel function of a symmetric alpha stable ($S\alpha S$) moving average random function which is observed on a regular grid of points. The proposed estimator relies on the empirical normalized (smoothed) periodogram. It is…
The methods of obtaining the average spectral shape in a low statistics regime are presented. Different approaches to averaging are extensively tested with simulated spectra, based on the ASCA responses. The issue of binning up the spectrum…
Average consensus is fundamental for distributed systems since it underpins key functionalities of such systems ranging from distributed information fusion, decision-making, to decentralized control. In order to reach an agreement, existing…