Related papers: Adaptive Modeling of Correlated Noise in Space-Bas…
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…
Gravitational wave detectors like the Einstein Telescope and LISA generate long multivariate time series, which pose significant challenges in spectral density estimation due to a number of overlapping signals as well as the presence of…
Gravitational-wave parameter estimation for compact binary signals typically relies on sequential estimation of the properties of the detector Gaussian noise and of the binary parameters. This procedure assumes that the noise variance,…
We propose a data processing technique that allows searches for a stochastic background of gravitational radiation with data from a single detector. Our technique exploits the difference between the coherence time of the gravitational wave…
The modeling of intrinsic noise in pulsar timing residual data is of crucial importance for Gravitational Wave (GW) detection and pulsar timing (astro)physics in general. The noise budget in pulsars is a collection of several well studied…
This article discusses aeroacoustic imaging methods based on correlation measurements in the frequency domain. Standard methods in this field assume that the estimated correlation matrix is superimposed with additive white noise. In this…
The gravitational-wave detector is a complex and sensitive collection of advanced instruments that are impacted not only by mechanical/electronics systems but also by the surrounding environment. Hence, it is of great importance to classify…
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…
The detection of a stochastic background of gravitational waves could significantly impact our understanding of the physical processes that shaped the early Universe. The challenge lies in separating the cosmological signal from other…
Gravitational wave data from ground-based detectors is dominated by instrument noise. Signals will be comparatively weak, and our understanding of the noise will influence detection confidence and signal characterization. Mis-modeled noise…
Gravitational wave backgrounds generate correlated noises to separated detectors. This correlation can induce statistical losses to actual detector networks, compared with idealized noise-independent networks. Assuming that the backgrounds…
The sensitivity of gravitational-wave (GW) detectors is characterized by their noise curves, which determine the detector's reach and ability to measure the parameters of astrophysical sources accurately. The detector noise is typically…
We consider a structured estimation problem where an observed matrix is assumed to be generated as an $s$-sparse linear combination of $N$ given $n\times n$ positive-semidefinite matrices. Recovering the unknown $N$-dimensional and…
Gravitational wave detectors produce time series of the gravitational wave strain co-added with instrument noise. For evenly sampled data, such as from laser interferometers, it has been traditional to Fourier transform the data and perform…
We describe new methods for denoising and detection of gravitational waves embedded in additive Gaussian noise. The methods are based on Total Variation denoising algorithms. These algorithms, which do not need any a priori information…
We derive a method to reconstruct Gaussian signals from linear measurements with Gaussian noise. This new algorithm is intended for applications in astrophysics and other sciences. The starting point of our considerations is the principle…
Existing convex relaxation-based approaches to reconstruction in compressed sensing assume that noise in the measurements is independent of the signal of interest. We consider the case of noise being linearly correlated with the signal and…
Future searches for a gravitational-wave background using Earth-based gravitational-wave detectors might be impacted by correlated noise sources. A well known example are the Schumann resonances, which are extensively studied in the context…
Correlation between microstructure noise and latent financial logarithmic returns is an empirically relevant phenomenon with sound theoretical justification. With few notable exceptions, all integrated variance estimators proposed in the…
This paper studies the multi-task high-dimensional linear regression models where the noise among different tasks is correlated, in the moderately high dimensional regime where sample size $n$ and dimension $p$ are of the same order. Our…