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This article introduces a nonparametric approach to spectral analysis of a high-dimensional multivariate nonstationary time series. The procedure is based on a novel frequency-domain factor model that provides a flexible yet parsimonious…

Methodology · Statistics 2019-10-29 Zeda Li , Ori Rosen , Fabio Ferrarelli , Robert T. Krafty

The covariance function and the variogram play very important roles in modelling and in prediction of spatial and spatio-temporal data. The assumption of second order stationarity, in space and time, is often made in the analysis of spatial…

Statistics Theory · Mathematics 2016-10-20 T. Subba Rao , Gy. Terdik

The problem of phase retrieval is a classic one in optics and arises when one is interested in recovering an unknown signal from the magnitude (intensity) of its Fourier transform. While there have existed quite a few approaches to phase…

Information Theory · Computer Science 2015-10-28 Kishore Jaganathan , Yonina C. Eldar , Babak Hassibi

We investigated the use of the Bayesian inference to restore noise-degraded images under conditions of spatially correlated noise. The generative statistical models used for the original image and the noise were assumed to obey…

Disordered Systems and Neural Networks · Physics 2009-11-07 Jun Tsuzurugi , Masato Okada

This paper concerns the inverse source scattering problems of recovering random sources for acoustic and elastic waves. The underlying sources are assumed to be random functions driven by an additive white noise. The inversion process aims…

Numerical Analysis · Mathematics 2024-12-10 Yan Chang , Yukun Guo , Zhipeng Yang , Yue Zhao

It is shown here that precision is gained by analyzing the interferometric spectra directly from the interferograms, with no previous Fourier transformation to put them in the standard frequency domain. The method is based on the…

Instrumentation and Detectors · Physics 2018-04-20 Miguel Lagos , Rodrigo Paredes , Cesar Retamal

In functional MRI (fMRI), faster acquisition via undersampling of data can improve the spatial-temporal resolution trade-off and increase statistical robustness through increased degrees-of-freedom. High quality reconstruction of fMRI data…

Medical Physics · Physics 2018-02-07 Lior Weizman , Karla L. Miller , Mark Chiew , Yonina C. Eldar

In the coming decades, as the low frequency sensitivity of detectors improves, the time that gravitational-wave signals remain in the sensitive band will increase, leading to new challenges in analyzing data, namely non-stationary noise and…

General Relativity and Quantum Cosmology · Physics 2026-05-01 Noah Pearson , Neil J. Cornish

Phase retrieval is in general a non-convex and non-linear task and the corresponding algorithms struggle with the issue of local minima. We consider the case where the measurement samples within typically very small and disconnected subsets…

Signal Processing · Electrical Eng. & Systems 2022-06-28 Jonas Kornprobst , Alexander Paulus , Josef Knapp , Thomas F. Eibert

Differential equations based on physical principals are used to represent complex dynamic systems in all fields of science and engineering. Through repeated use in both academics and industry, these equations have been shown to represent…

Methodology · Statistics 2022-09-08 Joshua S. North , Christopher K. Wikle , Erin M. Schliep

To obtain the initial pressure from the collected data on a planar sensor arrangement in photoacoustic tomography, there exists an exact analytic frequency domain reconstruction formula. An efficient realization of this formula needs to…

This paper considers the problem of sampling and reconstruction of a continuous-time sparse signal without assuming the knowledge of the sampling instants or the sampling rate. This topic has its roots in the problem of recovering multiple…

Information Theory · Computer Science 2017-01-31 Ayush Bhandari , Aurelien Bourquard , Ramesh Raskar

Forecasting multivariate time series data, such as prediction of electricity consumption, solar power production, and polyphonic piano pieces, has numerous valuable applications. However, complex and non-linear interdependencies between…

Machine Learning · Computer Science 2019-09-20 Shun-Yao Shih , Fan-Keng Sun , Hung-yi Lee

In this work we develop an algorithm for signal reconstruction from the magnitude of its Fourier transform in a situation where some (non-zero) parts of the sought signal are known. Although our method does not assume that the known part…

Optics · Physics 2012-03-06 Eliyahu Osherovich , Michael Zibulevsky , Irad Yavneh

We introduce a deepfake video detection approach that exploits pixel-wise temporal inconsistencies, which traditional spatial frequency-based detectors often overlook. Traditional detectors represent temporal information merely by stacking…

Computer Vision and Pattern Recognition · Computer Science 2025-07-11 Taehoon Kim , Jongwook Choi , Yonghyun Jeong , Haeun Noh , Jaejun Yoo , Seungryul Baek , Jongwon Choi

Universal style transfer (UST) infuses styles from arbitrary reference images into content images. Existing methods, while enjoying many practical successes, are unable of explaining experimental observations, including different…

Computer Vision and Pattern Recognition · Computer Science 2022-08-15 Zhiyu Jin , Xuli Shen , Bin Li , Xiangyang Xue

We consider data fusion for the purpose of smoothing and interpolation based on observation records with missing data. Stochastic processes are generated by linear stochastic models. The paper begins by drawing a connection between time…

Optimization and Control · Mathematics 2015-08-19 Tryphon T. Georgiou , Anders Lindquist

Most work on musical score models (a.k.a. musical language models) for music transcription has focused on describing the local sequential dependence of notes in musical scores and failed to capture their global repetitive structure, which…

Sound · Computer Science 2021-02-17 Eita Nakamura , Kazuyoshi Yoshii

Long-term time series forecasting is a long-standing challenge in various applications. A central issue in time series forecasting is that methods should expressively capture long-term dependency. Furthermore, time series forecasting…

Machine Learning · Computer Science 2024-11-06 Xingyu Zhang , Siyu Zhao , Zeen Song , Huijie Guo , Jianqi Zhang , Changwen Zheng , Wenwen Qiang

The sparse layouts of radio interferometers result in an incomplete sampling of the sky in Fourier space which leads to artifacts in the reconstructed images. Cleaning these systematic effects is essential for the scientific use of…

Instrumentation and Methods for Astrophysics · Physics 2023-07-27 Kevin Schmidt , Felix Geyer , Stefan Fröse , Paul-Simon Blomenkamp , Marcus Brüggen , Francesco de Gasperin , Dominik Elsässer , Wolfgang Rhode