相关论文: A general white noise test based on kernel lag-win…
In this work, we introduce a spatio-temporal kernel for Gaussian process (GP) regression-based sound field estimation. Notably, GPs have the attractive property that the sound field is a linear function of the measurements, allowing the…
We are interested in testing general linear hypotheses in a high-dimensional multivariate linear regression model. The framework includes many well-studied problems such as two-sample tests for equality of population means, MANOVA and…
We formulate nonparametric and semiparametric hypothesis testing of multivariate stationary linear time series in a unified fashion and propose new test statistics based on estimators of the spectral density matrix. The limiting…
When modelling time series, it is common to decompose observed variation into a "signal" process, the process of interest, and "noise", representing nuisance factors that obfuscate the signal. To separate signal from noise, assumptions must…
Real-time noise regression algorithms are crucial for maximizing the science outcomes of the LIGO, Virgo, and KAGRA gravitational-wave detectors. This includes improvements in the detectability, source localization and pre-merger…
The study of X-ray time-lag spectra in active galactic nuclei (AGN) is currently an active research area, since it has the potential to illuminate the physics and geometry of the innermost region (i.e. close to the putative super-massive…
We propose in this paper a new family of kernels to handle times series, notably speech data, within the framework of kernel methods which includes popular algorithms such as the Support Vector Machine. These kernels elaborate on the well…
The aim of this paper is to present an extension of the well-known as-ymptotic equivalence between density estimation experiments and a Gaussian white noise model. Our extension consists in enlarging the nonparametric class of the…
We introduce a kernel-based goodness-of-fit test for censored data, where observations may be missing in random time intervals: a common occurrence in clinical trials and industrial life-testing. The test statistic is straightforward to…
Methods for parameter estimation of gravitational-wave data assume that detector noise is stationary and Gaussian. Real data deviates from these assumptions, which causes bias in the inferred parameters and incorrect estimates of the…
Motivated by the simulation of stable random fields, we consider the issue of discrete approximations of independently scattered stable noise. Two approaches are proposed: grid approximations available when the underlying space is $\bbR^d$…
This paper considers wide-band spectrum sensing and optimization for cognitive radio (CR) networks with noise variance uncertainty. It is assumed that the considered wide-band contains one or more white sub-bands. Under this assumption, we…
In this paper we consider variational regularization methods for inverse problems with large noise that is in general unbounded in the image space of the forward operator. We introduce a Banach space setting that allows to define a…
Noise power estimation is a key issue in modern wireless communication systems. It allows resource allocation by detecting white spectral spaces effectively, and gives control over the communication process by adjusting transmission power.…
A key question in modern statistics is how to make fast and reliable inferences for complex, high-dimensional data. While there has been much interest in sparse techniques, current methods do not generalize well to data with nonlinear…
We consider the following basic inference problem: there is an unknown high-dimensional vector $w \in \mathbb{R}^n$, and an algorithm is given access to labeled pairs $(x,y)$ where $x \in \mathbb{R}^n$ is a measurement and $y = w \cdot x +…
Functional data often arise as sequential temporal observations over a continuous state-space. A set of functional data with a possible change in its structure may lead to a wrong conclusion if it is not taken in to account. So, sometimes,…
In this paper, we propose a variable selection method for general nonparametric kernel-based estimation. The proposed method consists of two-stage estimation: (1) construct a consistent estimator of the target function, (2) approximate the…
We propose a novel test procedure for comparing mean functions across two groups within the reproducing kernel Hilbert space (RKHS) framework. Our proposed method is adept at handling sparsely and irregularly sampled functional data when…
In the light of regularized dynamic time warping kernels, this paper re-considers the concept of time elastic centroid for a setof time series. We derive a new algorithm based on a probabilistic interpretation of kernel alignment matrices.…