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We introduce a multiscale test statistic based on local order statistics and spacings that provides simultaneous confidence statements for the existence and location of local increases and decreases of a density or a failure rate. The…

统计理论 · 数学 2008-08-07 Lutz Duembgen , Günther Walther

Random pulse repetition interval (PRI) waveform arouses great interests in the field of modern radars due to its ability to alleviate range and Doppler ambiguities as well as enhance electronic counter-countermeasures (ECCM) capabilities.…

应用统计 · 统计学 2018-10-15 Jieli Zhu , Tong Zhao , Tianyao Huang , Dengfeng Zhang

The framework of this paper is that of adaptive detection in Gaussian noise with unknown covariance matrix when the training samples do not share the same covariance matrix as the vector under test. We consider a class of constant false…

统计理论 · 数学 2021-02-24 Olivier Besson

The paper considers the problem of multi-objective decision support when outcomes are uncertain. We extend the concept of Pareto-efficient decisions to take into account the uncertainty of decision outcomes across varying contexts. This…

机器学习 · 统计学 2021-10-20 Sofia Ek , Dave Zachariah , Petre Stoica

This letter deals with the problem of adaptive signal detection in partially-homogeneous and persymmetric Gaussian disturbance within the framework of invariance theory. First, a suitable group of transformations leaving the problem…

信息论 · 计算机科学 2016-12-22 D. Ciuonzo , D. Orlando , L. Pallotta

In this paper, we develop a simple approach for testing multiple statistical hypotheses based on the observations of a number of probability ratios enumerated consecutively with respect to the index of hypotheses. Explicit and tight bounds…

统计理论 · 数学 2012-06-19 Xinjia Chen

This paper proposes a procedure to obtain monotone estimates of both the local and the tail false discovery rates that arise in large-scale multiple testing. The proposed monotonization is asymptotically optimal for controlling the false…

统计方法学 · 统计学 2013-12-16 Joong-Ho Won , Johan Lim , Donghyeon Yu , Byung Soo Kim , Kyunga Kim

Relative error estimation has been recently used in regression analysis. A crucial issue of the existing relative error estimation procedures is that they are sensitive to outliers. To address this issue, we employ the $\gamma$-likelihood…

统计方法学 · 统计学 2018-10-17 Kei Hirose , Hiroki Masuda

We propose a new Pareto Local Search Algorithm for the many-objective combinatorial optimization. Pareto Local Search proved to be a very effective tool in the case of the bi-objective combinatorial optimization and it was used in a number…

数据结构与算法 · 计算机科学 2017-12-15 Andrzej Jaszkiewicz

We consider the "multi-frequency" periodogram, in which the putative signal is modelled as a sum of two or more sinusoidal harmonics with idependent frequencies. It is useful in the cases when the data may contain several periodic…

天体物理仪器与方法 · 物理学 2013-10-30 Roman V. Baluev

After Pareto distribution has been validated for sea clutter returns in varied scenarios, some heuristics of adaptive-thresholding appeared in the literature for constant false alarm rate (CFAR) criteria. These schemes used the same…

应用统计 · 统计学 2021-02-23 John Bob Gali , Priyadip Ray , Goutam Das

Detection of a signal in a noisy time series using Monte Carlo singular spectrum analysis (MC-SSA) is studied from the statistical viewpoint. The MC-SSA test consists of simultaneous testing of several hypotheses related to the presence of…

统计方法学 · 统计学 2022-07-29 Nina Golyandina

This article explores the extension of well-known F1 score used for assessing the performance of binary classifiers. We propose the new metric using probabilistic interpretation of precision, recall, specificity, and negative predictive…

机器学习 · 计算机科学 2024-04-17 Mikolaj Sitarz

We consider a class of restless bandit problems that finds a broad application area in reinforcement learning and stochastic optimization. We consider $N$ independent discrete-time Markov processes, each of which had two possible states: 1…

机器学习 · 计算机科学 2024-05-14 Keqin Liu , Richard Weber , Chengzhong Zhang

In many industrial applications, signals with short periodic pulses, caused by repeated steps in the manufacturing process, are present, and their fundamental frequency or period may be of interest. Fundamental frequency estimation is in…

In automotive radar applications, multiple radars are used in all vehicles for improving the imaging quality. However this causes radar-to-radar interference from neighbouring vehicles, thus reducing the imaging quality. One metric to…

信息论 · 计算机科学 2020-10-05 Sudharsan Parthasarathy , Rakshith Jagannath

We study the rate of decay of the probability of error for distinguishing between a sparse signal with noise, modeled as a sparse mixture, from pure noise. This problem has many applications in signal processing, evolutionary biology,…

信息论 · 计算机科学 2016-12-28 Jonathan G. Ligo , George V. Moustakides , Venugopal V. Veeravalli

Keyword spotting systems continuously process audio streams to detect keywords. One of the most challenging tasks in designing such systems is to reduce False Alarm (FA) which happens when the system falsely registers a keyword despite the…

信号处理 · 电气工程与系统科学 2023-04-10 Yashas Malur Saidutta , Rakshith Sharma Srinivasa , Ching-Hua Lee , Chouchang Yang , Yilin Shen , Hongxia Jin

When testing multiple hypothesis in a survey --e.g. many different source locations, template waveforms, and so on-- the final result consists in a set of confidence intervals, each one at a desired confidence level. But the probability…

广义相对论与量子宇宙学 · 物理学 2009-11-11 L. Baggio , G. A. Prodi

We consider the problem of computing the joint distribution of order statistics of stochastically independent random variables in one- and two-group models. While recursive formulas for evaluating the joint cumulative distribution function…

统计计算 · 统计学 2018-12-24 Jonathan von Schroeder , Thorsten Dickhaus