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In this study, we estimate parameters in stochastic oscillatory systems by developing a novel cost function. This function incorporates power spectral density, analytic signal, and position crossings, each weighted to capture distinct…

Computational Physics · Physics 2026-04-02 Joseph M. Marcinik , Dzmitry Vaido , Dolores Bozovic

Bayesian methods are becoming more widely used in asteroseismic analysis. In particular, they are being used to determine oscillation frequencies, which are also commonly found by Fourier analysis. It is important to establish whether the…

Instrumentation and Methods for Astrophysics · Physics 2015-05-19 Timothy R. White , Brendon J. Brewer , Timothy R. Bedding , Dennis Stello , Hans Kjeldsen

We introduce a new analysis method to deal with stationary non-Gaussian noises in gravitational wave detectors in terms of the independent component analysis. First, we consider the simplest case where the detector outputs are linear…

General Relativity and Quantum Cosmology · Physics 2016-11-03 Soichiro Morisaki , Jun'ichi Yokoyama , Kazunari Eda , Yousuke Itoh

We consider the problem of signal estimation (denoising) from a statistical mechanical perspective, using a relationship between the minimum mean square error (MMSE), of estimating a signal, and the mutual information between this signal…

Information Theory · Computer Science 2016-11-17 Neri Merhav , Dongning Guo , Shlomo Shamai

Neural signals are characterized by rich temporal and spatiotemporal dynamics that reflect the organization of cortical networks. Theoretical research has shown how neural networks can operate at different dynamic ranges that correspond to…

Neurons and Cognition · Quantitative Biology 2017-07-05 Luca Ambrogioni , Marcel A. J. van Gerven , Eric Maris

We apply a Gaussian state formalism to track fluctuating perturbations that act on the position and momentum quadrature variables of a harmonic oscillator. Following a seminal proposal by Tsang and Caves [Phys. Rev. Lett. 105, 123601…

Quantum Physics · Physics 2022-12-12 Jesper Hasseriis Mohr Jensen , Klaus Mølmer

A large toolbox of numerical schemes for dispersive equations has been established, based on different discretization techniques such as discretizing the variation-of-constants formula (e.g., exponential integrators) or splitting the full…

Numerical Analysis · Mathematics 2024-05-20 Frédéric Rousset , Katharina Schratz

It is shown that a well-known theory of random stationary processes contain contradictions. Integral representations of correlation functions and random stationary processes are investigated further. The new method of struggle with…

Statistics Theory · Mathematics 2011-03-09 V. N. Tibabishev

Optomechanical systems combine extreme sensitivity and bandwidth in the control of mechanical motion, of interest for various applications. Integrated on a chip, actuated and detected all-optically by a single laser, they could disrupt…

The article reviews the statistical theory of signal detection in application to analysis of deterministic gravitational-wave signals in the noise of a detector. Statistical foundations for the theory of signal detection and parameter…

General Relativity and Quantum Cosmology · Physics 2023-11-10 Piotr Jaranowski , Andrzej Królak

This paper presents a novel approach for estimating the modes of an observed non-stationary mixture signal. A link is first established between the short-time Fourier transform and the sparse sampling theory, where the observations are…

Numerical Analysis · Mathematics 2022-12-23 Quentin Legros , Dominique Fourer

Following the trends of index modulated (IM) techniques for optical communications, in the last few years several new waveform proposals have been made, aiming at conveying a higher density of information by driving different signal…

Signal Processing · Electrical Eng. & Systems 2020-04-07 Francisco J. Escribano , Alexandre Wagemakers

Superoscillatory wave forms, i.e., waves that locally oscillate faster than their highest Fourier component, possess unusual properties that make them of great interest from quantum mechanics to signal processing. However, the more…

Mathematical Physics · Physics 2016-08-03 Eugene Tang , Lovneesh Garg , Achim Kempf

In this paper, we focus on the following testing problem: assume that we are given observations of a real-valued signal along the grid $0,1,\ldots,N-1$, corrupted by white Gaussian noise. We want to distinguish between two hypotheses: (a)…

Statistics Theory · Mathematics 2015-06-02 Anatoli Juditsky , Arkadi Nemirovski

Signal decomposition is a classical problem in signal processing, which aims to separate an observed signal into two or more components each with its own property. Usually each component is described by its own subspace or dictionary.…

Computer Vision and Pattern Recognition · Computer Science 2018-12-27 Shervin Minaee , Yao Wang

Speech generated by parametric synthesizers generally suffers from a typical buzziness, similar to what was encountered in old LPC-like vocoders. In order to alleviate this problem, a more suited modeling of the excitation should be…

Sound · Computer Science 2020-01-06 Thomas Drugman , Geoffrey Wilfart , Thierry Dutoit

An efficient technique is introduced for model inference of complex nonlinear dynamical systems driven by noise. The technique does not require extensive global optimization, provides optimal compensation for noise-induced errors and is…

Data Analysis, Statistics and Probability · Physics 2007-05-23 V. N. Smelyanskiy , D. A. Timucin , A. Bandrivskyy , D. G. Luchinsky

We propose a novel approach for change-point detection and parameter learning in multivariate non-stationary time series exhibiting oscillatory behaviour. We approximate the process through a piecewise function defined by a sum of…

Methodology · Statistics 2026-02-02 Nicolas Bianco , Lorenzo Cappello

Surprisingly, differentiable functions are able to oscillate arbitrarily faster than their highest Fourier component would suggest. The phenomenon is called superoscillation. Recently, a practical method for calculating superoscillatory…

Quantum Physics · Physics 2009-11-10 M. S. Calder , A. Kempf

In practice most functional data cannot be recorded on a continuum, but rather at discrete time points. It is also quite common that these measurements come with an additive error, which one would like eliminate for the statistical…

Statistics Theory · Mathematics 2021-11-16 Siegfried Hörmann , Fatima Jammoul