相关论文: A general white noise test based on kernel lag-win…

We define a new bandwidth-dependent kernel density estimator that improves existing convergence rates for the bias, and preserves that of the variation, when the error is measured in $L_1$. No additional assumptions are imposed to the…

White noise is a fundamental and fairly well understood stochastic process that conforms the conceptual basis for many other processes, as well as for the modeling of time series. Here we push a fresh perspective toward white noise that,…

A Wishart kernel density estimator (KDE) is introduced for density estimation in the cone of positive definite matrices. The estimator is boundary-aware and mitigates the boundary bias suffered by conventional KDEs, while remaining simple…

We are interested in the rate of consistency of kernel density estimators with respect to the weighted sup-norm determined by some unbounded weight function. This problem has been considered by Gine, Koltchinskii and Zinn (2004) for a…

The performance and ease of use of deep learning-based binary classifiers have improved significantly in recent years. This has opened up the potential for automating critical inspection tasks, which have traditionally only been trusted to…

Sparse linear regression is one of the most basic questions in machine learning and statistics. Here, we are given as input a design matrix $X \in \mathbb{R}^{N \times d}$ and measurements or labels ${y} \in \mathbb{R}^N$ where ${y} = {X}…

We propose kernel-type smoothed Kolmogorov-Smirnov and Cram\'{e}r-von Mises tests for data on general interval, using bijective transformations. Though not as severe as in the kernel density estimation, utilizing naive kernel method…

Welch's method provides an estimator of the power spectral density that is statistically consistent. This is achieved by averaging over periodograms calculated from overlapping segments of a time series. For a finite length time series,…

Analyzing the covariance structure of data is a fundamental task of statistics. While this task is simple for low-dimensional observations, it becomes challenging for more intricate objects, such as multivariate functions. Here, the…

We consider kernel estimation of marginal densities and regression functions of stationary processes. It is shown that for a wide class of time series, with proper centering and scaling, the maximum deviations of kernel density and…

In this paper, the sphere bound (SB) is revisited within a general bounding framework based on nested Gallager regions. The equivalence is revealed between the SB proposed by Herzberg and Poltyrev and the SB proposed by Kasami et al.,…

This letter is focused on the design and analysis of computational wideband time-reversal imaging algorithms, designed to be adaptive with respect to the noise levels pertaining to the frequencies being employed for scene probing. These…

We introduce a general non-parametric independence test between right-censored survival times and covariates, which may be multivariate. Our test statistic has a dual interpretation, first in terms of the supremum of a potentially infinite…

The development of high-dimensional white noise test is important in both statistical theories and applications, where the dimension of the time series can be comparable to or exceed the length of the time series. This paper proposes…

We present a new adaptive kernel density estimator based on linear diffusion processes. The proposed estimator builds on existing ideas for adaptive smoothing by incorporating information from a pilot density estimate. In addition, we…

We propose the Wasserstein-Fourier (WF) distance to measure the (dis)similarity between time series by quantifying the displacement of their energy across frequencies. The WF distance operates by calculating the Wasserstein distance between…

Complex architectures for wireless communications, digital electronics and space-based navigation interlink several oscillator-based devices such as clocks, transponders and synthesizers. Estimators characterizing their stability are…

Estimating the parameters of gravitational wave signals detected by ground-based detectors requires an understanding of the properties of the detectors' noise. In particular, the most commonly used likelihood function for gravitational wave…

This paper proposes simple moment based spectrum sensing algorithm for cognitive radio networks in a flat fading channel. It is assumed that the transmitted signal samples are binary (quadrature) phase-shift keying BPSK (QPSK), Mary…

This paper proposes novel spectrum sensing algorithm, and examines the sensing throughput tradeoff for cognitive radio (CR) networks under noise variance uncertainty. It is assumed that there are one white sub-band, and one target sub-band…