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Stochastic approximation (SA) with multiple coupled sequences has found broad applications in machine learning such as bilevel learning and reinforcement learning (RL). In this paper, we study the finite-time convergence of nonlinear SA…

Machine Learning · Computer Science 2022-06-22 Han Shen , Tianyi Chen

Abrupt change detection based on the wavelet transform and threshold method is very effective in detecting the abrupt changes and hence segmenting the signals recorded during disturbances in the electrical power network. The wavelet method…

Other Computer Science · Computer Science 2015-03-20 A. Ukil , R. Zivanovic

In the analysis of empirical signals, detecting correlations that capture genuine interactions between the elements of a complex system is a challenging task with applications across disciplines. Here we analyze a global data set of surface…

Atmospheric and Oceanic Physics · Physics 2020-02-12 Dario A. Zappala , Marcelo Barreiro , Cristina Masoller

Variational data assimilation in continuous time is revisited. The central techniques applied in this paper are in part adopted from the theory of optimal nonlinear control. Alternatively, the investigated approach can be considered as a…

Atmospheric and Oceanic Physics · Physics 2015-05-18 Jochen Bröcker

Additive regression models are actively researched in the statistical field because of their usefulness in the analysis of responses determined by non-linear relationships with multivariate predictors. In this kind of statistical models,…

Methodology · Statistics 2018-04-10 German A. Schnaidt Grez , Brani Vidakovic

Recently, an intriguing research trend for automatic target recognition (ATR) from synthetic aperture radar (SAR) imagery has arisen: using simulated data to train ATR models is a feasible solution to the issue of inadequate measured data.…

Computer Vision and Pattern Recognition · Computer Science 2024-11-08 Xinzheng Zhang , Hui Zhu , Hongqian Zhuang

For the submillimeter band observations, we have been routinely adopting the calibration cycle time of 20-30 minutes, which is the same as any typical centimeter and millimeter band observations. This cycle time, largely corrects only the…

Astrophysics · Physics 2007-06-04 Dharam Vir Lal , Satoki Matsushita , Jeremy Lim

Simultaneous sparse approximation (SSA) seeks to represent a set of dependent signals using sparse vectors with identical supports. The SSA model has been used in various signal and image processing applications involving multiple…

Computer Vision and Pattern Recognition · Computer Science 2022-03-21 Farshad G. Veshki , Sergiy A. Vorobyov

In this paper, we extend our analysis of lattice systems using the wavelet transform to systems for which exact enumeration is impractical. For such systems, we illustrate a wavelet-accelerated Monte Carlo (WAMC) algorithm, which…

Chemical Physics · Physics 2009-11-07 Ahmed E. Ismail , George Stephanopoulos , Gregory C. Rutledge

Consider the empirical autocovariance matrix at a given non-zero time lag based on observations from a multivariate complex Gaussian stationary time series. The spectral analysis of these autocovariance matrices can be useful in certain…

Statistics Theory · Mathematics 2022-06-01 Arup Bose , Walid Hachem

The continuous wavelet transform is adapted to account for signal truncation through renormalization and by modifying the shape of the analyzing window. Comparison is made of the instant and integrated wavelet power with previous…

Data Analysis, Statistics and Probability · Physics 2010-11-23 Robert W. Johnson

We describe a simple automated method to extract and quantify transient heterogeneous dynamical changes from large datasets generated in single molecule/particle tracking experiments. Based on wavelet transform, the method transforms raw…

Data Analysis, Statistics and Probability · Physics 2013-06-04 Kejia Chen , Bo Wang , Juan Guan , Steve Granick

Time series domain adaptation aims to transfer the complex temporal dependence from the labeled source domain to the unlabeled target domain. Recent advances leverage the stable causal mechanism over observed variables to model the…

Machine Learning · Computer Science 2025-02-25 Ruichu Cai , Junxian Huang , Zhenhui Yang , Zijian Li , Emadeldeen Eldele , Min Wu , Fuchun Sun

Weather forecasting is essential for facilitating diverse socio-economic activity and environmental conservation initiatives. Deep learning techniques are increasingly being explored as complementary approaches to Numerical Weather…

Machine Learning · Computer Science 2025-04-28 Marco Turzi , Siamak Mehrkanoon

Anomaly detection of multivariate time series is meaningful for system behavior monitoring. This paper proposes an anomaly detection method based on unsupervised Short- and Long-term Mask Representation learning (SLMR). The main idea is to…

Machine Learning · Computer Science 2022-08-24 Qiucheng Miao , Chuanfu Xu , Jun Zhan , Dong Zhu , Chengkun Wu

Transformer-based LLMs have achieved exceptional performance across a wide range of NLP tasks. However, the standard self-attention mechanism suffers from quadratic time complexity and linearly increased cache size. Sliding window attention…

Computation and Language · Computer Science 2025-01-03 Yixing Xu , Shivank Nag , Dong Li , Lu Tian , Emad Barsoum

Variable selection is a widely studied problem in high dimensional statistics, primarily since estimating the precise relationship between the covariates and the response is of great importance in many scientific disciplines. However, most…

Methodology · Statistics 2018-03-12 Kashif Yousuf

Cortical slow oscillations are an emergent property of the cortical network, a hallmark of low complexity brain states like sleep, and represent a default activity pattern. Here, we present a methodological approach for quantifying the…

Neurons and Cognition · Quantitative Biology 2021-11-09 Giulia De Bonis , Miguel Dasilva , Antonio Pazienti , Maria V. Sanchez-Vives , Maurizio Mattia , Pier Stanislao Paolucci

In many longitudinal settings, time-varying covariates may not be measured at the same time as responses and are often prone to measurement error. Naive last-observation-carried-forward methods incur estimation biases, and existing…

Methodology · Statistics 2023-03-10 Xinyue Chang , Yehua Li , Yi Li

Accurate wind power forecasts depend on reliable wind speed forecasts. Numerical Weather Predictions (NWPs) utilize huge amounts of computing time, but still have rather low spatial and temporal resolution. However, stochastic wind speed…

Applications · Statistics 2015-09-10 Daniel Ambach , Carsten Croonenbroeck