Related papers: Spectral estimation for non-linear long range depe…
In this paper, we survey some recent results on statistical inference (parametric and nonparametric statistical estimation, hypotheses testing) about the spectrum of stationary models with tapered data, as well as, a question concerning…
We study the problem of learning complex-valued linear dynamical systems (CLDS) with sector-bounded spectrum. This class captures oscillatory and long-memory dynamics arising in signal processing, structured state space models, and quantum…
Sparse sequences of neural spikes are posited to underlie aspects of working memory, motor production, and learning. Discovering these sequences in an unsupervised manner is a longstanding problem in statistical neuroscience. Promising…
The dynamics of a passive scalar plume in a turbulent boundary layer is experimentally investigated via vertical turbulent transport time-series. Data are acquired in a rough-wall turbulent boundary layer that develops in a recirculating…
We introduce a nonstationary spatio-temporal statistical model for gridded data on the sphere. The model specifies a computationally convenient covariance structure that depends on heterogeneous geography. Widely used statistical models on…
This article is concerned with the spectral behavior of $p$-dimensional linear processes in the moderately high-dimensional case when both dimensionality $p$ and sample size $n$ tend to infinity so that $p/n\to0$. It is shown that, under an…
In social settings, individuals interact through webs of relationships. Each individual is a node in a complex network (or graph) of interdependencies and generates data, lots of data. We label the data by its source, or formally stated, we…
We present a purely deep neural network-based approach for estimating long memory parameters of time series models that incorporate the phenomenon of long-range dependence. Parameters, such as the Hurst exponent, are critical in…
Spectrum has become an extremely scarce and congested resource. As a consequence, spectrum sensing enables the coexistence of different wireless technologies in shared spectrum bands. Most existing work requires spectrograms to classify…
Classical spectral methods are subject to two fundamental limitations: they only can account for covariance-related serial dependencies, and they require second-order stationarity. Much attention has been devoted lately to quantile-based…
We consider a networked linear dynamical system with $p$ agents/nodes. We study the problem of learning the underlying graph of interactions/dependencies from observations of the nodal trajectories over a time-interval $T$. We present a…
In this paper we consider a discrete scale invariant (DSI) process $\{X(t), t\in {\bf R^+}\}$ with scale $l>1$. We consider to have some fix number of observations in every scale, say $T$, and to get our samples at discrete points…
Spectral estimation (SE) aims to identify how the energy of a signal (e.g., a time series) is distributed across different frequencies. This can become particularly challenging when only partial and noisy observations of the signal are…
We consider the problem of `discrete-time persistence', which deals with the zero-crossings of a continuous stochastic process, X(T), measured at discrete times, T = n(\Delta T). For a Gaussian Stationary Process the persistence (no…
In this paper we consider the problem of measuring stationarity in locally stationary long-memory processes. We introduce an $L_2$-distance between the spectral density of the locally stationary process and its best approximation under the…
We consider the problem of bandwidth selection by cross-validation from a sequential point of view in a nonparametric regression model. Having in mind that in applications one often aims at estimation, prediction and change detection…
Network alignment consists of finding a structure-preserving correspondence between the nodes of two correlated, but not necessarily identical, networks. This problem finds applications in a wide variety of fields, from the alignment of…
Delay differential equations (DDEs) with large delays play a pivotal role in understanding stability and bifurcations in systems ranging from neural networks to laser dynamics. While prior work has extensively studied DDEs with discrete…
Wavelets provide the flexibility to analyse stochastic processes at different scales. Here, we apply them to multivariate point processes as a means of detecting and analysing unknown non-stationarity, both within and across data streams.…
We propose a method to monitor the progress of laser processing using laser speckle patterns. Laser grooving and percussion drilling were performed using femtosecond laser pulses. The speckle patterns from a processing point were monitored…