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Stacking is a widely used model averaging technique that asymptotically yields optimal predictions among linear averages. We show that stacking is most effective when model predictive performance is heterogeneous in inputs, and we can…

Methodology · Statistics 2021-10-29 Yuling Yao , Gregor Pirš , Aki Vehtari , Andrew Gelman

This paper studies two spectrum estimation methods for the case that the samples are obtained at a rate lower than the Nyquist rate. The first method is the correlogram method for undersampled data. The algorithm partitions the spectrum…

Statistics Theory · Mathematics 2013-11-25 Mahdi Shaghaghi , Sergiy A. Vorobyov

Statistical modeling is a key component in the extraction of physical results from lattice field theory calculations. Although the general models used are often strongly motivated by physics, many model variations can frequently be…

Methodology · Statistics 2021-06-10 William I. Jay , Ethan T. Neil

When there are many observations of an astronomical source - many images with different dithers, or many spectra taken at different barycentric velocities - it is standard practice to shift and stack the data, to (for example) make a high…

Instrumentation and Methods for Astrophysics · Physics 2024-03-19 David W. Hogg , Andrew R. Casey

Recent results in compressed sensing showed that the optimal subsampling strategy should take into account the sparsity pattern of the signal at hand. This oracle-like knowledge, even though desirable, nevertheless remains elusive in most…

Information Theory · Computer Science 2023-06-28 Simon Ruetz

In the present paper we investigate methods related to both the Singular Spectrum Analysis (SSA) and subspace-based methods in signal processing. We describe common and specific features of these methods and consider different kinds of…

Methodology · Statistics 2011-07-21 Nina Golyandina

An algorithm is presented which generates pairs of oscillatory random time series which have identical periodograms but differ in the number of oscillations. This result indicate the intrinsic limitations of spectral methods when it comes…

Data Analysis, Statistics and Probability · Physics 2007-05-23 A. G. Rossberg

A data sketch algorithm scans a big data set, collecting a small amount of data -- the sketch, which can be used to statistically infer properties of the big data set. Some data sketch algorithms take a fixed-size random sample of a big…

Machine Learning · Computer Science 2022-08-16 Eric Bax , John Donald

We present a simple experiment that allows advanced undergraduates to learn the principles and applications of spectroscopy. The technique, known as acoustic resonance spectroscopy, is applied to study a vibrating rod. The setup includes…

Support vector machine (SVM) is a well-known statistical technique for classification problems in machine learning and other fields. An important question for SVM is the selection of covariates (or features) for the model. Many studies have…

Methodology · Statistics 2022-02-22 Jiahui Zou , Chaoxia Yuan , Xinyu Zhang , Guohua Zou , Alan T. K. Wan

Spectral kernel methods are techniques for transforming data into a coordinate system that efficiently reveals the geometric structure - in particular, the "connectivity" - of the data. These methods depend on certain tuning parameters. We…

Methodology · Statistics 2008-11-04 Ann B. Lee , Larry Wasserman

In this technical note, we deal with a spectrum approximation problem arising in THREE-like multivariate spectral estimation approaches. The solution to the problem minimizes a suitable divergence index with respect to an a priori spectral…

Optimization and Control · Mathematics 2014-06-27 Mattia Zorzi

In physics, it is sometimes desirable to compute the so-called \emph{Density Of States} (DOS), also known as the \emph{spectral density}, of a real symmetric matrix $A$. The spectral density can be viewed as a probability density…

Numerical Analysis · Mathematics 2014-10-07 Lin Lin , Yousef Saad , Chao Yang

Spectral fitting of X-ray data usually involves minimizing statistics like the chi-square and the Cash statistic. Here we discuss their limitations and introduce two measures based on the cumulative sum (CuSum) of model residuals to…

Instrumentation and Methods for Astrophysics · Physics 2024-01-15 Anshuman Acharya , Vinay L. Kashyap

Spectroscopy is an important tool for probing the properties of materials, chemicals and biological samples. We design a practical transmitter-receiver system that exploits entanglement to achieve a provable quantum advantage over all…

Quantum Physics · Physics 2020-11-03 Haowei Shi , Zheshen Zhang , Stefano Pirandola , Quntao Zhuang

Phase II dose finding studies in clinical drug development are typically conducted to adequately characterize the dose response relationship of a new drug. An important decision is then on the choice of a suitable dose response function to…

Applications · Statistics 2015-08-04 Kirsten Schorning , Björn Bornkamp , Frank Bretz , Holger Dette

Solutions to the stochastic wave equation on the unit sphere are approximated by spectral methods. Strong, weak, and almost sure convergence rates for the proposed numerical schemes are provided and shown to depend only on the smoothness of…

Numerical Analysis · Mathematics 2023-12-06 David Cohen , Annika Lang

We consider nearest neighbor spacing distributions of composite ensembles of levels. These are obtained by combining independently unfolded sequences of levels containing only few levels each. Two problems arise in the spectral analysis of…

Data Analysis, Statistics and Probability · Physics 2009-11-07 A. Y. Abul-Magd , H. L. Harney , M. H. Simbel , H. A. Weidenmueller

The alignment of shapes has been a crucial step in statistical shape analysis, for example, in calculating mean shape, detecting locational differences between two shape populations, and classification. Procrustes alignment is the most…

Methodology · Statistics 2025-01-06 Mohsen Taheri , Jörn Schulz

This paper describes various approaches to modeling a random process with a given rational power spectral density. The main attention is paid to the spectral form of mathematical description, which allows one to obtain a relation for the…

Systems and Control · Electrical Eng. & Systems 2025-01-28 Konstantin A. Rybakov