相关论文: Estimating activity cycles with probabilistic meth…

Cosmological experiments often employ Bayesian workflows to derive constraints on cosmological and astrophysical parameters from their data. It has been shown that these constraints can be combined across different probes such as Planck and…

Objective: We present a technique for identification and statistical analysis of quasiperiodic spatiotemporal pressure signals recorded from multiple closely spaced sensors in the human colon. Methods: Identification is achieved by…

Autonomous robots typically incorporate complex sensors in their decision-making and control loops. These sensors, such as cameras and Lidars, have imperfections in their sensing and are influenced by environmental conditions. In this…

A common problem to signal processing are biases introduced by correlated noise. When quantifying time delays between two signals, mixed noise introduces a bias towards zero delay in conventional delay estimates based on the cross- or…

Detecting early warning signals in climatic time series is essential for anticipating critical transitions and tipping points. Common statistical indicators include increased variance and lag-one autocorrelation prior to bifurcation points.…

Due to their conjugate posteriors, Gaussian process priors are attractive for estimating the drift of stochastic differential equations with continuous time observations. However, their performance strongly depends on the choice of the…

The analysis of non-stationary signals in non-uniformly sampled data is a challenging task. Time-integrated methods, such as the generalised Lomb-Scargle (GLS) periodogram, provide a robust statistical assessment of persistent periodicities…

Quasi-periodicity refers to a pattern in a function where it appears periodic but has evolving amplitudes over time. This is often the case in practical settings such as the modeling of case counts of infectious disease or the carbon…

A new approach for the analysis of Langevin-type stochastic processes in the presence of strong measurement noise is presented. For the case of Gaussian distributed, exponentially correlated, measurement noise it is possible to extract the…

Periodic or quasi-periodic phenomena reveal intrinsic characteristics in various natural processes, such as weather patterns, movement behaviors, traffic flows, and biological signals. Given that these phenomena span multiple modalities,…

Technical analysis is considered the oldest, currently omnipresent, method for financial markets analysis, which uses past prices aiming at the possible short-term forecast of future prices. In the frame of complex systems, methods used to…

A widely used method to create a continuous representation of a discrete data-set is regression analysis. When the regression model is not based on a mathematical description of the physics underlying the data, heuristic techniques play a…

We estimate the probability that random noise, of several plausible standard distributions, creates a false alarm that a periodicity (or log-periodicity) is found in a time series. We investigate general situations with non-Gaussian…

Field observations form the basis of many scientific studies, especially in ecological and social sciences. Despite efforts to conduct such surveys in a standardized way, observations can be prone to systematic measurement errors. The…

We evaluate the robustness of a probabilistic formulation of system identification (ID) to sparse, noisy, and indirect data. Specifically, we compare estimators of future system behavior derived from the Bayesian posterior of a learning…

The destriping technique is a viable tool for removing different kinds of systematic effects in CMB related experiments. It has already been proven to work for gain instabilities that produce the so-called 1/f noise and periodic…

-The fluctuation effect of gradient expectation and variance caused by parameter update between consecutive iterations is neglected or confusing by current mainstream gradient optimization algorithms. The work in this paper remedy this…

We propose a novel class of dynamic shrinkage processes for Bayesian time series and regression analysis. Building upon a global-local framework of prior construction, in which continuous scale mixtures of Gaussian distributions are…

Temporal data such as time series can be viewed as discretized measurements of the underlying function. To build a generative model for such data we have to model the stochastic process that governs it. We propose a solution by defining the…

This paper addresses the problem of detecting and characterizing local variability in time series and other forms of sequential data. The goal is to identify and characterize statistically significant variations, at the same time…