Related papers: Wavelet based multivariate signal denoising using …

We refine and extend an earlier MDL denoising criterion for wavelet-based denoising. We start by showing that the denoising problem can be reformulated as a clustering problem, where the goal is to obtain separate clusters for informative…

We propose a nonparametric estimator of the empirical distribution function (EDF) of the latent spot variance of the log-price of a financial asset. We show that over a fixed time span our realized EDF (or REDF) -- inferred from noisy…

Convolutional neural networks applied for real-world classification tasks need to recognize inputs that are far or out-of-distribution (OoD) with respect to the known or training data. To achieve this, many methods estimate…

Denoising has always been theoretically considered as removal of high frequency disturbances having Gaussian distribution. Here we relax this assumption and the method used here is completely different from traditional thresholding schemes.…

Optimum Bayes estimator for General Gaussian Distributed (GGD) data in wavelet is provided. The GGD distribution describes a wide class of signals including natural images. A wavelet thresholding method for image denoising is proposed.…

We develop a data-driven approach for signal denoising that utilizes variational mode decomposition (VMD) algorithm and Cramer Von Misses (CVM) statistic. In comparison with the classical empirical mode decomposition (EMD), VMD enjoys…

Goodness-of-fit tests are often used in data analysis to test the agreement of a distribution to a set of data. These tests can be used to detect an unknown signal against a known background or to set limits on a proposed signal…

Given an i.i.d. sample $\{(X_i,Y_i)\}_{i \in \{1 \ldots n\}}$ from the random design regression model $Y = f(X) + \epsilon$ with $(X,Y) \in [0,1] \times [-M,M]$, in this paper we consider the problem of testing the (simple) null hypothesis…

Multivariate analyses play an important role in high energy physics. Such analyses often involve performing an unbinned maximum likelihood fit of a probability density function (p.d.f.) to the data. This paper explores a variety of unbinned…

This paper studies the convergence of the estimation error process and the characterization of the corresponding invariant measure in distributed Kalman filtering for potentially unstable and large linear dynamic systems. A gossip network…

This paper develops a statistical framework for goodness-of-fit testing of volatility functions in McKean-Vlasov stochastic differential equations, which describe large systems of interacting particles with distribution-dependent dynamics.…

Diffusion-weighted magnetic resonance imaging (DW-MRI) is a critical imaging method for capturing and modeling tissue microarchitecture at a millimeter scale. A common practice to model the measured DW-MRI signal is via fiber orientation…

Rerandomization, a design that utilizes pretreatment covariates and improves their balance between different treatment groups, has received attention recently in both theory and practice. From a survey by Bruhn and McKenzie (2009), there…

Wavelets are waveform functions that describe transient and unstable variations, such as noises. In this work, we study the advantages of discrete and continuous wavelet transforms (DWT and CWT) of microlensing data to denoise them and…

The multivariate generalised Gaussian distribution (MGGD) is commonly used to model high-dimensional vectors with non-Gaussian radial behaviour, ranging from sharp-peaked to heavy-tailed profiles. However, because many classical…

This paper investigates the distributed Kalman filter (DKF) for linear systems, with specific attention on measurement fusion, which is a typical way of information sharing and is vital for enhancing stability and improving estimation…

Classical multivariate statistics measures the outlyingness of a point by its Mahalanobis distance from the mean, which is based on the mean and the covariance matrix of the data. A multivariate depth function is a function which, given a…

Wireless sensor networks (WSNs) represent a critical research domain within the Internet of Things (IoT) technology. The distributed Kalman filter (DKF) has garnered significant attention as an information fusion method for WSNs. However,…

Dialect classification is used in a variety of applications, such as machine translation and speech recognition, to improve the overall performance of the system. In a real-world scenario, a deployed dialect classification model can…

Quantification learning deals with the task of estimating the target label distribution under label shift. In this paper, we first present a unifying framework, distribution feature matching (DFM), that recovers as particular instances…