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Asymptotic Equivalence of Spectral Density Estimation and Gaussian White Noise
Stationary Gaussian process spectral density Sobolev classes Le Cam distance asymptotic equivalence Whittle likelihood log-periodogram regression nonparametric Gaussian scale model signal in Gaussian white noise
2015/8/25
We consider the statistical experiment given by a sample y(1), . . . , y(n) of a stationary Gaussian process with an unknown smooth spectral density f. Asymptotic equivalence, in the sense of Le Cam’s...
ASYMPTOTIC EQUIVALENCE OF SPECTRAL DENSITY ESTIMATION AND GAUSSIAN WHITE NOISE
ASYMPTOTIC EQUIVALENCE SPECTRAL DENSITY ESTIMATION GAUSSIAN WHITE NOISE
2015/8/25
We consider the statistical experiment given by a sample y(1), . . . , y(n) of a stationary Gaussian process with an unknown smooth spectral density f . Asymptotic equivalence, in the sense of Le Cam’...
Maximum likelihood estimation of a nonparametric signal in white noise by optimal control
Nonparametric signal in white noise Maximum likelihood Smoothness classes Extremal problems Optimal control Iterative solution
2015/8/25
We study extremal problems related to nonparametric maximum likelihood estimation (MLE) of a signal in white noise.The aim is to reduce these to standard problems of optimal control which can be solve...
ASYMPTOTIC EQUIVALENCE OF DENSITY ESTIMATION AND GAUSSIAN WHITE NOISE
ASYMPTOTIC EQUIVALENCE DENSITY ESTIMATION GAUSSIAN WHITE NOISE
2015/8/25
Signal recovery in Gaussian white noise with variance tending to zero has served for some time as a representative model for nonparametric curve estimation, having all the essential traits in a pure f...
Asymptotic Equivalence of Density Estimation and Gaussian White Noise
Asymptotic Equivalence Density Estimation Gaussian White Noise
2015/8/25
Signal recovery in Gaussian white noise with variance tending to zero has served for some time as a representative model for nonparametric curve estimation, having all the essential traits in a pure f...
Universal Communication over Modulo-additive Channels with an Individual Noise Sequence
Universal Communication Modulo-additive Channels Individual Noise Sequence
2011/1/21
Which communication rates can be attained over an unknown channel where the relation between the input and output can be arbitrary? A channel where the output is any arbitrary (possibly stochastic) fu...
Generalized Methods and Solvers for Noise Removal from Piecewise Constant Signals
Generalized Methods Solvers Noise Removal
2011/1/4
Removing noise from piecewise constant (PWC) signals, is a challenging signal processing problem arising in many practical contexts. For example, in exploration geosciences, noisy drill hole records n...
Sensitivity to noise and ergodicity of an assembly line of cellular automata that classifies density
Statistical Mechanics (cond-mat.stat-mech) Disordered Systems and Neural Networks (cond-mat.dis-nn) Cellular Automata and Lattice Gases (nlin.CG)
2010/11/10
We investigate the sensitivity of the composite cellular automaton of H. Fuk\'{s} (Phys. Rev. E 55, R2081 (1997)) to noise and assess the density classification performance of the resulting probabilis...