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We consider change-point estimation in a sequence of high-dimensional signals given noisy observations. Classical approaches to this problem such as the filtered derivative method are useful for sequences of scalar-valued signals, but they…

统计理论 · 数学 2015-01-08 Yong Sheng Soh , Venkat Chandrasekaran

A data-driven block thresholding procedure for wavelet regression is proposed and its theoretical and numerical properties are investigated. The procedure empirically chooses the block size and threshold level at each resolution level by…

统计理论 · 数学 2009-03-31 T. Tony Cai , Harrison H. Zhou

Capturing high-frequency data concerning the condition of complex systems, e.g. by acoustic monitoring, has become increasingly prevalent. Such high-frequency signals typically contain time dependencies ranging over different time scales…

声音 · 计算机科学 2022-06-14 Gaetan Frusque , Olga Fink

Wavelet shrinkage estimators are widely applied in several fields of science for denoising data in wavelet domain by reducing the magnitudes of empirical coefficients. In nonparametric regression problem, most of the shrinkage rules are…

统计方法学 · 统计学 2021-09-14 Alex Rodrigo dos Santos Sousa , Nancy Lopes Garcia

The estimation of the frequencies of multiple superimposed exponentials in noise is an important research problem due to its various applications from engineering to chemistry. In this paper, we propose an efficient and accurate algorithm…

数值分析 · 数学 2016-05-05 Shanglin Ye , Elias Aboutanios

It is of particular interest to reconstruct or estimate bandlimited graph signals, which are smoothly varying signals defined over graphs, from partial noisy measurements. However, choosing an optimal subset of nodes to sample is NP-hard.…

信号处理 · 电气工程与系统科学 2017-11-21 Xuan Xie , Hui Feng , Junlian Jia , Bo Hu

In this article, we investigate the application of wavelet packet transform as a novel spectrum sensing approach. The main attraction for wavelet packets is the tradeoffs they offer in terms of satisfying various performance metrics such as…

信息论 · 计算机科学 2013-04-16 Dyonisius Dony Ariananda , Madan Kumar Lakshmanan , Homayoun Nikookar

We address the problem of recovering signals from samples taken at their rate of innovation. Our only assumption is that the sampling system is such that the parameters defining the signal can be stably determined from the samples, a…

信息论 · 计算机科学 2015-05-28 Tomer Michaeli , Yonina C. Eldar

This paper considers the noisy sparse phase retrieval problem: recovering a sparse signal $x \in \mathbb{R}^p$ from noisy quadratic measurements $y_j = (a_j' x )^2 + \epsilon_j$, $j=1, \ldots, m$, with independent sub-exponential noise…

统计理论 · 数学 2015-06-11 T. Tony Cai , Xiaodong Li , Zongming Ma

In numerous applications data are observed at random times and an estimated graph of the spectral density may be relevant for characterizing and explaining phenomena. By using a wavelet analysis, one derives a nonparametric estimator of the…

统计理论 · 数学 2009-11-27 Jean-Marc Bardet , Pierre Bertrand

In this paper, we study a sampling problem where a source takes samples from a Wiener process and transmits them through a wireless channel to a remote estimator. Due to channel fading, interference, and potential collisions, the packet…

信息论 · 计算机科学 2023-10-19 Jiayu Pan , Yin Sun , Ness B. Shroff

Graph-based models require aggregating information in the graph from neighbourhoods of different sizes. In particular, when the data exhibit varying levels of smoothness on the graph, a multi-scale approach is required to capture the…

机器学习 · 计算机科学 2022-02-22 Felix L. Opolka , Yin-Cong Zhi , Pietro Liò , Xiaowen Dong

In this brief paper, we present a simple approach to estimate the variance of measurement noise with time-varying 1-D signals. The proposed approach exploits the relationship between the noise variance and the variance of the prediction…

信号处理 · 电气工程与系统科学 2021-04-09 Qin Li , Junchan Zhao

We introduce a new audio processing technique that increases the sampling rate of signals such as speech or music using deep convolutional neural networks. Our model is trained on pairs of low and high-quality audio examples; at test-time,…

声音 · 计算机科学 2017-08-03 Volodymyr Kuleshov , S. Zayd Enam , Stefano Ermon

For given computational resources, the accuracy of plasma simulations using particles is mainly held back by the noise due to limited statistical sampling in the reconstruction of the particle distribution function. A method based on…

In this effort, we propose a convex optimization approach based on weighted $\ell_1$-regularization for reconstructing objects of interest, such as signals or images, that are sparse or compressible in a wavelet basis. We recover the…

图像与视频处理 · 电气工程与系统科学 2019-09-17 Joseph Daws , Armenak Petrosyan , Hoang Tran , Clayton G. Webster

In this work, we study how to use sampling to speed up mechanisms for answering adaptive queries into datasets without reducing the accuracy of those mechanisms. This is important to do when both the datasets and the number of queries asked…

机器学习 · 计算机科学 2020-01-03 Benjamin Fish , Lev Reyzin , Benjamin I. P. Rubinstein

An estimation method is presented for polynomial phase signals, i.e., those adopting the form of a complex exponential whose phase is polynomial in its indices. Transcending the scope of existing techniques, the proposed estimator can…

信号处理 · 电气工程与系统科学 2024-11-12 Heedong Do , Namyoon Lee , Angel Lozano

We propose a nonlinear, wavelet based signal representation that is translation invariant and robust to both additive noise and random dilations. Motivated by the multi-reference alignment problem and generalizations thereof, we analyze the…

信号处理 · 电气工程与系统科学 2020-07-14 Matthew Hirn , Anna Little

The notion of wavelets is defined. It is briefly described {\it what} are wavelets, {\it how} to use them, {\it when} we do need them, {\it why} they are preferred and {\it where} they have been applied. Then one proceeds to the…

高能物理 - 唯象学 · 物理学 2008-11-26 I. M. Dremin