Related papers: Statistical Inference for Modulation Index in Phas…

To explore resonance phenomena in the nonlinear region, we show by experimental measurements and theoretical analyses that resonance happens in modulation instability (MI) from non-instantaneous nonlinearities in photorefractive crystals.…

We study the phase of the transmission amplitude through a disordered quantum dot in the Coulomb blockade regime. We calculate the phase dependence on gate voltage for a disorder configuration. We show that over a ``period'', consisting of…

In this paper, a robust non-parametric measure of statistical dependence, or correlation, between two random variables is presented. The proposed coefficient is a permutation-like statistic that quantifies how much the observed sample S_n :…

A mono-component is a real-valued signal of finite energy that has non-negative instantaneous frequencies, which may be defined as the derivative of the phase function of the given real-valued signal through the approach of canonical…

In this paper we explore partial coherence as a tool for evaluating causal influence of one signal sequence on another. In some cases the signal sequence is sampled from a time- or space-series. The key idea is to establish a connection…

We consider the testing and estimation of change-points, locations where the distribution abruptly changes, in a sequence of multivariate or non-Euclidean observations. We study a nonparametric framework that utilizes similarity information…

Given observations from a stationary time series, permutation tests allow one to construct exactly level $\alpha$ tests under the null hypothesis of an i.i.d. (or, more generally, exchangeable) distribution. On the other hand, when the null…

This paper introduces the novel class of modulated cyclostationary processes, a class of non-stationary processes exhibiting frequency coupling, and proposes a method of their estimation from repeated trials. Cyclostationary processes also…

The problem of joint estimation of power spectrum and modulation from realizations of frequency modulated stationary wideband signals is considered. The study is motivated by some specific signal classes from which departures to…

This article proposes a novel test for the martingale difference hypothesis based on the martingale difference divergence function, a recently developed dependence measure suitable for measuring the degree of conditional mean dependence of…

We demonstrate that a popular class of nonparametric mutual information (MI) estimators based on k-nearest-neighbor graphs requires number of samples that scales exponentially with the true MI. Consequently, accurate estimation of MI…

A statistical approach based on the interval analysis (IA) is proposed for the analysis of the effects, on the radiation patterns radiated by phased arrays, of random errors and tolerances in the amplitudes and phases of the array-elements…

A model-free measure of coupling between dynamical variables is built from time series embedding principle. The approach described does not require a mathematical form for the dynamics to be assumed. The approach also does not require…

The aim of sequential change-point detection is to issue an alarm when it is thought that certain probabilistic properties of the monitored observations have changed. This work is concerned with nonparametric, closed-end testing procedures…

Estimating Mutual Information (MI), a key measure of dependence of random quantities without specific modelling assumptions, is a challenging problem in high dimensions. We propose a novel mutual information estimator based on parametrizing…

Many real-world systems are often regarded as weakly coupled limit-cycle oscillators, in which each oscillator corresponds to a dynamical system with many degrees of freedom that have collective oscillations. One of the most practical…

This paper introduces a simple measure of a concordance pattern among observed outcomes along a network, i.e., the pattern in which adjacent outcomes tend to be more strongly correlated than non-adjacent outcomes. The graph concordance…

Finding interdependency relations between (possibly multivariate) time series provides valuable knowledge about the processes that generate the signals. Information theory sets a natural framework for non-parametric measures of several…

We present a theory for wave scintillation in the situation with a time-dependent partially coherent source and a time-dependent randomly heterogeneous medium. Our objective is to understand how the scintillation index of the measured…

Cross-frequency interactions are fundamental brain mechanisms for integrating information across temporal scales. However, accurate identification of these couplings is hindered by complex multi-frequency nonlinearities and by spurious,…