Fast directional continuous spherical wavelet transform algorithms

We describe the construction of a spherical wavelet analysis through the inverse stereographic projection of the Euclidean planar wavelet framework, introduced originally by Antoine and Vandergheynst and developed further by Wiaux et al. Fast algorithms for performing the directional continuous wavelet analysis on the unit sphere are presented. The fast directional algorithm, based on the fast spherical convolution algorithm developed by Wandelt and Gorski, provides a saving of O(sqrt(Npix)) over a direct quadrature implementation for Npix pixels on the sphere, and allows one to perform a directional spherical wavelet analysis of a 10^6 pixel map on a personal computer.Comment: 10 pages, 3 figures, replaced to match version accepted by IEEE Trans. Sig. Pro

The Continuous Wavelet Transform: A Primer

Wavelet analysis is becoming more popular in the Economics discipline. Until recently, most works have made use of tools associated with the Discrete Wavelet Transform. However, after 2005, there has been a growing body of work in Economics and Finance that makes use of the Continuous Wavelet Transform tools. In this article, we give a self-contained summary on the most relevant theoretical results associated with the Continuous Wavelet Transform, the Cross-Wavelet Transform, the Wavelet Coherency and the Wavelet Phase-Difference. We describe how the transforms are usually implemented in practice and provide some examples. We also introduce the Economists to a new class of analytic wavelets, the Generalized Morse Wavelets, which have some desirable properties and provide an alternative to the Morlet Wavelet. Finally, we provide a user friendly toolbox which will allow any researcher to replicate our results and to use it in his/her own research.Economic cycles; ContinuousWavelet Transform, Cross-Wavelet Transform, Wavelet Coherency, Wavelet Phase-Difference; The Great Moderation.

The continuous wavelet transform: a primer

Wavelet analysis is becoming more popular in the Economics discipline. Until recently, most works have made use of tools associated with the Discrete Wavelet Transform. However, after 2005, there has been a growing body of work in Economics and Finance that makes use of the Continuous Wavelet Transform tools. In this article, we give a self-contained summary on the most relevant theoretical results associated with the Continuous Wavelet Transform, the Cross-Wavelet Transform, the Wavelet Coherency and the Wavelet Phase-Difference. We describe how the transforms are usually implemented in practice and provide some examples. We also introduce the Economists to a new class of analytic wavelets, the Generalized Morse Wavelets, which have some desirable properties and provide an alternative to the Morlet Wavelet. Finally, we provide a user friendly toolbox which will allow any researcher to replicate our results and to use it in his/her own research.Fundação para a Ciência e a Tecnologia (FCT) - Programa Operacional Ciência e Inovação 2010 (POCI 2010)Fundo Europeu de Desenvolvimento Regional (FEDER

Tensor network and (pp-adic) AdS/CFT

We use the tensor network living on the Bruhat-Tits tree to give a concrete realization of the recently proposed $p$-adic AdS/CFT correspondence (a holographic duality based on the $p$-adic number field $\mathbb{Q}_p$). Instead of assuming the $p$-adic AdS/CFT correspondence, we show how important features of AdS/CFT such as the bulk operator reconstruction and the holographic computation of boundary correlators are automatically implemented in this tensor network.Comment: 59 pages, 18 figures; v3: improved presentation, added figures and reference

The S-Transform From a Wavelet Point of View

Abstract—The -transform is becoming popular for time-frequency analysis and data-adaptive filtering thanks to its simplicity. While this transform works well in the continuous domain, its discrete version may fail to achieve accurate results. This paper compares and contrasts this transform with the better known continuous wavelet transform, and defines a relation between both. This connection allows a better understanding of the -transform, and makes it possible to employ the wavelet reconstruction formula as a new inverse -transform and to propose several methods to solve some of the main limitations of the discrete -transform, such as its restriction to linear frequency sampling.This work was supported by the projects SigSensual ref. CTM2004-04510-C03-02 and NEAREST CE-037110. The work of M. Schimmel was supported through the Ramon y Cajal and the Consolider-Ingenio 2010 Nr. CSD2006-00041 program.Peer reviewe