搜索结果: 31-39 共查到“统计学 Noise”相关记录39条 . 查询时间(0.43 秒)
On the Duality between Coalescing Brownian Particles and the Heat Equation Driven by Fisher-Wright Noise
Duality Brownian Particles Heat Equation Fisher-Wright Noise
2009/4/7
This paper concerns the Markov process duality between the one-dimensional heat equation driven by Fisher-Wright white noise and slowly coalescing Brownian particles. A representation is found for the...
Consistency of support vector machines for forecasting the evolution of an unknown ergodic dynamical system from observations with unknown noise
Observational noise model forecasting dynamical systems support vector machines consistency
2010/4/30
We consider the problem of forecasting the next (observable)
state of an unknown ergodic dynamical system from a noisy observation
of the present state. Our main result shows, for example, that
sup...
Estimation for Dynamical Systems with Small Noise from Discrete Observations
discrete time observation dynamical systems with small noise M-estimator parametric inference quadratic martingale estimating function
2009/3/10
We consider an efficient estimation of an unknown parameter appearing in both the drift and the diffusion coefficient for a d-dimensional dynamical system with small noise. Asymptotic properties of an...
Estimating the Correlation Dimension from a Chaotic System with Dynamic Noise
chaotic dynamical system correlation dimension Nadaraya-Watson kernel type estimator U-statistics
2009/3/9
This paper proposes an estimator of the correlation dimension of the skeleton for chaotic dynamical system with dynamic noise and prove the consistency of the estimator under some assumptions.
Asymptotic equivalence of spectral density estimation and gaussian white noise
Stationary Gaussian process spectral density Sobolev classes Le Cam distance asymptotic equivalence
2010/3/18
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...
Innovated Higher Criticism for detecting sparse signals in correlated noise
Adding noise Cholesky factorization empirical process innovation multiplehypothesis testing sparse normal means
2010/3/18
Higher Criticism is a method for detecting signals that are both sparse and weak. Although
first proposed in cases where the noise variables are independent, Higher Criticism
also has reasonable per...
Sample eigenvalue based detection of high dimensional signals in white noise using relatively few samples
SSP-DETC Detection SAM-SDET Source detection
2010/4/29
The detection and estimation of signals in noisy, limited data is a problem of interest to many scientific and engineering communities. We present a mathematically justifiable, computationally simple,...
We consider the problem of detecting edges in piecewise
smooth functions from their N-degree spectral content, which is assumed
to be corrupted by noise. There are three scales involved: the
“smoot...
Adaptive procedures in convolution models with known or partially known noise distribution
Adaptive procedures convolution models noise distribution
2010/4/26
In a convolution model, we observe random variables whose distribution is the
convolution of some unknown density f and some known or partially known noise
density g. In this paper, we focus on stat...