Related papers: Modeling Stochastic Variability in Multi-Band Time…
The detection and quantification of narrow emission lines in X-ray spectra is a challenging statistical task. The Poisson nature of the photon counts leads to local random fluctuations in the observed spectrum that often results in excess…
This paper investigates the optimization of the long-standing probabilistically robust transmit beamforming problem with channel uncertainties in the multiuser multiple-input single-output (MISO) downlink transmission. This problem poses…
We present a new representation of light curves, which is quite different from the binning method. Instead of choosing uniform bins, the reciprocal of interval between two successive photons is adopted to represent the counting rate. A…
We demonstrate optimal state estimation for a cavity optomechanical system through Kalman filtering. By taking into account nontrivial experimental noise sources, such as colored laser noise and spurious mechanical modes, we implement a…
We consider two nonlinear state estimation problems in a setting where an extended Kalman filter receives measurements from two sets of sensors via two channels (2C). In the stochastic-2C problem, the channels drop measurements…
We consider the problem of stochastic flow of multiple particles traveling on a closed loop, with a constraint that particles move without passing. We use a Markov chain description that reduces the problem to a generalized random walk on a…
Quasars are bright and unobscured active galactic nuclei (AGN) thought to be powered by the accretion of matter around supermassive black holes at the centers of galaxies. The temporal variability of a quasar's brightness contains valuable…
This paper investigates the performance of a likelihood ratio test in combination with a polynomial subspace projection approach to detect weak transient signals in broadband array data. Based on previous empirical evidence that a…
The potential of the Sloan Digital Sky Survey for wide-field variability studies is illustrated using multi-epoch observations for 3,000,000 point sources observed in 700 deg2 of sky, with time spans ranging from 3 hours to 3 years. These…
Trend filtering---first introduced into the astronomical literature in Paper I of this series---is a state-of-the-art statistical tool for denoising one-dimensional signals that possess varying degrees of smoothness. In this work, we…
This article considers stochastic algorithms for efficiently solving a class of large scale non-linear least squares (NLS) problems which frequently arise in applications. We propose eight variants of a practical randomized algorithm where…
A data-driven algorithm is proposed that employs sparse data from velocity and/or scalar sensors to forecast the future evolution of three dimensional turbulent flows. The algorithm combines time-delayed embedding together with Koopman…
The need to unravel modulations hidden in noisy time series of experimental data is a well known problem, traditionally attacked through a variety of methods, among which a popular tool is the so called Lomb-Scargle periodogram. Recently,…
We extend the linear mixed-effects state model to accommodate the correlated individuals and investigate its parameter and state estimation based on disturbance smoothing in this paper. For parameter estimation, EM and score based…
The quantum dense output problem is the process of evaluating time-accumulated observables from time-dependent quantum dynamics using quantum computers. This problem arises frequently in applications such as quantum control and…
In modern applications multi-sensor arrays are subject to an ever-present demand to accommodate signals with higher bandwidths. Standard methods for broadband beamforming, namely digital beamforming and true-time delay, are difficult and…
The measure timetable plays a critical role for the accuracy of the estimator. This article deals with the optimization of the schedule of measures for observing a random process in time using a Kalman filter, when the length of the process…
In this work, we develop a scalable approach for a flexible latent factor model for high-dimensional dynamical systems. Each latent factor process has its own correlation and variance parameters, and the orthogonal factor loading matrix can…
The Period--Luminosity relation (PLR) of Mira variable stars is an important tool to determine astronomical distances. The common approach of estimating the PLR is a two-step procedure that first estimates the Mira periods and then runs a…
This paper develops an asymptotic likelihood theory for triangular arrays of stationary Gaussian time series depending on a multidimensional unknown parameter. We give sufficient conditions for the associated sequence of statistical models…