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Seismic attributes calculated by conventional methods are susceptible to noise. Conventional filtering reduces the noise in the cost of losing the spectral bandwidth. The challenge of having a high-resolution and robust signal processing…
Sparsity promoting norms are frequently used in high dimensional regression. A limitation of such Lasso-type estimators is that the optimal regularization parameter depends on the unknown noise level. Estimators such as the concomitant…
Digital sensors can lead to noisy results under many circumstances. To be able to remove the undesired noise from images, proper noise modeling and an accurate noise parameter estimation is crucial. In this project, we use a…
State-of-the-art simulations of reionisation-era 21-cm signal have limited volumes, generally orders of magnitude smaller than observations. Consequently, the Fourier modes in common between simulation and observation have limited overlap,…
We consider the classical Neymann-Pearson hypothesis testing problem of signal detection, where under the null hypothesis ($\calH_0$), the received signal is white Gaussian noise, and under the alternative hypothesis ($\calH_1$), the…
We present an adaptation of the standard Grassberger-Proccacia (GP) algorithm for estimating the Correlation Dimension of a time series in a non subjective manner. The validity and accuracy of this approach is tested using different types…
In this letter we study the design of algorithms for estimation of phase noise (PN) with colored noise sources. A soft-input maximum a posteriori PN estimator and a modified soft-input extended Kalman smoother are proposed. The performance…
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…
An empirical Bayes approach to the estimation of possibly sparse sequences observed in Gaussian white noise is set out and investigated. The prior considered is a mixture of an atom of probability at zero and a heavy-tailed density \gamma,…
It is shown how to decorrelate the (prewhitened) power spectrum measured from a galaxy survey into a set of high resolution uncorrelated band-powers. The treatment includes nonlinearity, but not redshift distortions. Amongst the infinitely…
A prototype model of a stochastic one-variable system with a linear restoring force driven by two cross-correlated multiplicative and additive Gaussian white noises was considered earlier [S. I. Denisov et al., Phys. Rev. E 68, 046132…
Speech audio quality is subject to degradation caused by an acoustic environment and isotropic ambient and point noises. The environment can lead to decreased speech intelligibility and loss of focus and attention by the listener. Basic…
We study parameter estimation for interacting particle systems (IPSs) consisting of $N$ weakly interacting multivariate hypoelliptic SDEs. We propose a locally Gaussian approximation of the transition dynamics, carefully designed to address…
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…
Accurately estimating the proportion of true signals among a large number of variables is crucial for enhancing the precision and reliability of scientific research. Traditional signal proportion estimators often assume independence among…
We consider the problem of recovering a signal observed in Gaussian noise. If the set of signals is convex and compact, and can be specified beforehand, one can use classical linear estimators that achieve a risk within a constant factor of…
In this paper, we propose a novel high-dimensional time-varying coefficient estimator for noisy high-frequency observations with a factor structure. In high-frequency finance, we often observe that noises dominate the signal of underlying…
Photoacoustic imaging (PAI) is a promising medical imaging modality providing the spatial resolution of ultrasound (US) imaging and the contrast of pure optical imaging. For linear-array PAI, a beamformer has to be used as the…
The power spectrum of cosmic microwave background (CMB) lensing will be measured to sub-percent precision with upcoming surveys, enabling tight constraints on the sum of neutrino masses and other cosmological parameters. Measuring the…
Accurate phase extraction from sinusoidal signals is a crucial task in various signal processing applications. While prior research predominantly addresses the case of asynchronous sampling with unknown signal frequency, this study focuses…